22
H index
38
i10 index
1606
Citations
Queen's University (85% share) | 22 H index 38 i10 index 1606 Citations RESEARCH PRODUCTION: 54 Articles 109 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Morten Ørregaard Nielsen. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper / Economics Department, Queen's University | 50 |
Discussion Papers / University of Copenhagen. Department of Economics | 8 |
Year | Title of citing document | |
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2021 | A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Siggaard, Mathias ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2021-03. Full description at Econpapers || Download paper | |
2020 | Do Voters Choose Better Politicians than Political Parties? Evidence from a Natural Experiment in Italy. (2020). Papagni, Erasmo ; Baraldi, Anna Laura ; Alfano, Maria Rosaria. In: FACTS: Firms And Cities Towards Sustainability. RePEc:ags:feemff:308020. Full description at Econpapers || Download paper | |
2020 | Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach. (2006). Shimotsu, Katsumi ; Nielsen, Morton Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273467. Full description at Econpapers || Download paper | |
2020 | Judicial Independence and Development: Evidence from Pakistan. (2020). Mehmood, Sultan. In: AMSE Working Papers. RePEc:aim:wpaimx:2041. Full description at Econpapers || Download paper | |
2020 | Improving healthy eating in children: Experimental evidence. (2020). Sutter, Matthias ; Sanchez, Angela ; Katz, Gabriel ; Eyster, Erik ; Cobo-Reyes, Ramon ; Charness, Gary. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:047. Full description at Econpapers || Download paper | |
2020 | Policies for Transactional De-Dollarization: A Laboratory Study. (2020). Florián, David ; Florian, David ; Arrieta, Johar ; Morales, Valeria ; Lopez, Kristian. In: Working Papers. RePEc:apc:wpaper:172. Full description at Econpapers || Download paper | |
2020 | Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:1708.09520. Full description at Econpapers || Download paper | |
2020 | Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
2020 | Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782. Full description at Econpapers || Download paper | |
2020 | Multiway Cluster Robust Double/Debiased Machine Learning. (2019). Sasaki, Yuya ; Ma, Yukun ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:1909.03489. Full description at Econpapers || Download paper | |
2020 | Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples. (2020). Sansone, Dario ; McKay, Tara ; Gonzales, Gilbert ; Carpenter, Christopher S. In: Papers. RePEc:arx:papers:2004.02296. Full description at Econpapers || Download paper | |
2020 | A new multilayer network construction via Tensor learning. (2020). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2004.05367. Full description at Econpapers || Download paper | |
2020 | Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2020 | Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity. (2020). Tchuente, Guy ; Klein, Alexander. In: Papers. RePEc:arx:papers:2009.06570. Full description at Econpapers || Download paper | |
2020 | Inference with a single treated cluster. (2020). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2010.04076. Full description at Econpapers || Download paper | |
2020 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2021 | Theory and Applications of Financial Chaos Index. (2021). Peyghami, Reza M ; Yang, Zijiang ; Chen, Shengyuan ; Ataei, Masoud. In: Papers. RePEc:arx:papers:2101.02288. Full description at Econpapers || Download paper | |
2020 | The Relationship Between Nominal Wage and Price Flexibility: New Evidence. (2020). Huw, Dixon ; Diego, Solorzano. In: Working Papers. RePEc:bdm:wpaper:2020-20. Full description at Econpapers || Download paper | |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research. (2020). Pastor, Lubos ; Kempf, Elisabeth ; Jancokova, Martina ; Fabo, Brian. In: Working Papers. RePEc:bfi:wpaper:2020-128. Full description at Econpapers || Download paper | |
2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2020). Gil-Alana, Luis ; GilAlana, Luis ; Caporale, Guglielmo Maria. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185. Full description at Econpapers || Download paper | |
2020 | COVID-19, Occupation Tasks and Mental Health in Canada. (2020). Mikola, Derek ; Brodeur, Abel ; Beland, Louis-Philippe ; Wright, Taylor. In: Carleton Economic Papers. RePEc:car:carecp:20-07. Full description at Econpapers || Download paper | |
2020 | The Mental Health Cost of Terrorism: A Replication of Kim and Albert Kim (Health Economics, 2018). (2020). Coupe, Tom ; Smith, Tyler. In: Working Papers in Economics. RePEc:cbt:econwp:20/21. Full description at Econpapers || Download paper | |
2020 | Monopsony and the wage effects of migration. (2020). Amior, Michael ; Manning, Alan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1690. Full description at Econpapers || Download paper | |
2020 | Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289. Full description at Econpapers || Download paper | |
2020 | Give Me Your Tired and Your Poor: Impact of a Large-Scale Amnesty Program for Undocumented Refugees. (2020). Ibáñez, Ana ; Rozo, Sandra V ; Ibaez, Ana Maria ; Bahar, Dany. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8601. Full description at Econpapers || Download paper | |
2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674. Full description at Econpapers || Download paper | |
2021 | Collective Memories on the 2010 European Debt Crisis. (2021). Potrafke, Niklas ; Konrad, Kai A ; Arnemann, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8825. Full description at Econpapers || Download paper | |
2020 | The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics. (2020). Rakovská, Zuzana ; Ehrenbergerova, Dominika ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2020/10. Full description at Econpapers || Download paper | |
2020 | Does Capital-Based Regulation Affect Bank Pricing Policy?. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/5. Full description at Econpapers || Download paper | |
2020 | Workplace Knowledge Flows. (2020). Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard ; Sandvik, Jason. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14299. Full description at Econpapers || Download paper | |
2020 | Lift the Ban? Initial Employment Restrictions and Refugee Labour Market Outcomes. (2020). Minale, Luigi ; Frattini, Tommaso ; Fasani, Francesco. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2010. Full description at Econpapers || Download paper | |
2020 | The Age-Productivity Profile:Long-Run Evidence from Italian Regions. (2020). Piselli, Paolo ; Gomellini, Matteo ; Barbiellini Amidei, Federico ; Incoronato, Lorenzon. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2019. Full description at Econpapers || Download paper | |
2020 | Lift the Ban? Initial Employment Restrictions and Refugee Labour Market Outcomes. (2020). Minale, Luigi ; Fasani, Francesco ; Frattini, Tommaso. In: Development Working Papers. RePEc:csl:devewp:462. Full description at Econpapers || Download paper | |
2020 | The power of the government: Chinas Family Planning Leading Group and the fertility decline of the 1970s. (2020). Huang, Yingfei ; Chen, YI. In: Demographic Research. RePEc:dem:demres:v:42:y:2020:i:35. Full description at Econpapers || Download paper | |
2020 | The effect of return jumps on herd behavior. (2020). Wanidwaranan, Phasin ; Padungsaksawasdi, Chaiyuth. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300599. Full description at Econpapers || Download paper | |
2020 | The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233. Full description at Econpapers || Download paper | |
2020 | A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237. Full description at Econpapers || Download paper | |
2020 | Testing linear relationships between non-constant variances of economic variables. (2020). RAÃÂSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189. Full description at Econpapers || Download paper | |
2020 | Forecast performance in times terrorism. (2020). Benchimol, Jonathan ; El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402. Full description at Econpapers || Download paper | |
2020 | Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650. Full description at Econpapers || Download paper | |
2020 | Students’ behavioural responses to a fallback option - Evidence from introducing interim degrees in german schools. (2020). Zierow, Larissa ; Obergruber, Natalie. In: Economics of Education Review. RePEc:eee:ecoedu:v:75:y:2020:i:c:s0272775718307179. Full description at Econpapers || Download paper | |
2020 | Industry Fluctuations and College Major Choices: Evidence from an Energy Boom and Bust. (2020). Winters, John ; Han, Luyi. In: Economics of Education Review. RePEc:eee:ecoedu:v:77:y:2020:i:c:s0272775719305801. Full description at Econpapers || Download paper | |
2020 | A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547. Full description at Econpapers || Download paper | |
2020 | A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636. Full description at Econpapers || Download paper | |
2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-RodrÃÂguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723. Full description at Econpapers || Download paper | |
2020 | Price delay and post-earnings announcement drift anomalies: The role of option-implied betas. (2020). Tsai, Wei-Che ; Ho, Hwai-Chung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300330. Full description at Econpapers || Download paper | |
2020 | Multiple shocks and households choice of coping strategies in rural Cambodia. (2020). Nguyen, Trung Thanh ; Grote, Ulrike. In: Ecological Economics. RePEc:eee:ecolec:v:167:y:2020:i:c:s0921800919300606. Full description at Econpapers || Download paper | |
2020 | Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641. Full description at Econpapers || Download paper | |
2020 | Estimating the mean under strong persistence. (2020). Hassler, Uwe ; Hosseinkouchack, Mehdi. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300069. Full description at Econpapers || Download paper | |
2020 | Issues in the estimation of mis-specified models of fractionally integrated processes. (2020). Poskitt, D S ; Nadarajah, K ; Martin, Gael M. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:559-573. Full description at Econpapers || Download paper | |
2020 | Randomization inference for difference-in-differences with few treated clusters. (2020). Webb, Matthew ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:435-450. Full description at Econpapers || Download paper | |
2020 | Asymptotic theory for time series with changing mean and variance. (2020). Robinson, Peter M ; Giraitis, Liudas ; Dalla, Violetta. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:281-313. Full description at Econpapers || Download paper | |
2020 | Natural resource access and local economic growth. (2020). Klemp, Marc ; Gradstein, Mark. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120300738. Full description at Econpapers || Download paper | |
2020 | Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49. Full description at Econpapers || Download paper | |
2020 | A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x. Full description at Econpapers || Download paper | |
2020 | Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers || Download paper | |
2020 | Understanding corporate debt from the oil market perspective. (2020). Nasiri, Maryam Akbari ; Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302863. Full description at Econpapers || Download paper | |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers || Download paper | |
2020 | Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584. Full description at Econpapers || Download paper | |
2020 | Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642. Full description at Econpapers || Download paper | |
2020 | Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area. (2020). Eichler, Stefan ; Bohm, Hannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300620. Full description at Econpapers || Download paper | |
2020 | Corrupt police. (2020). Serra, Danila ; Ryvkin, Dmitry ; Abbink, Klaus. In: Games and Economic Behavior. RePEc:eee:gamebe:v:123:y:2020:i:c:p:101-119. Full description at Econpapers || Download paper | |
2020 | Historic risk and implied volatility. (2020). Levendis, John ; Dicle, Mehmet F. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301625. Full description at Econpapers || Download paper | |
2020 | Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119. Full description at Econpapers || Download paper | |
2020 | A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper | |
2020 | Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683. Full description at Econpapers || Download paper | |
2020 | Spurred by legal tradition or contextual politics? Lessons about judicial dissent from Slovenia and Croatia. (2020). Garoupa, Nuno ; Grajzl, Peter. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s0144818820300259. Full description at Econpapers || Download paper | |
2020 | Estimating beta: The international evidence. (2020). Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302302. Full description at Econpapers || Download paper | |
2020 | Culture and colonial legacy: Evidence from public goods games. (2020). Shrivastava, Anand ; Rubin, Jared ; Iyer, Sriya ; Chaudhary, Latika. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:107-129. Full description at Econpapers || Download paper | |
2020 | Before the lunch line: Effectiveness of behavioral economic interventions for pre-commitment on elementary school childrens food choices. (2020). Ozturk, Orgul ; Turner-McGrievy, Gabrielle ; McInnes, Melayne M ; Blake, Christine E ; Frongillo, Edward A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:597-618. Full description at Econpapers || Download paper | |
2020 | Self-help groups, savings and social capital: Evidence from a field experiment in Cambodia. (2020). Rieger, Matthias ; Gilligan, Michael J ; Ban, Radu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:174-200. Full description at Econpapers || Download paper | |
2020 | The effect of immigration on natives’ well-being in the European Union. (2020). O'Connor, Kelsey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:257-274. Full description at Econpapers || Download paper | |
2020 | Citizens’ trade-offs in state merger decisions: Evidence from a randomized survey experiment. (2020). Heinemann, Friedrich ; Blesse, Sebastian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:438-471. Full description at Econpapers || Download paper | |
2020 | Parental labour supply responses to the abolition of day care fees. (2020). Huebener, Mathias ; Spiess, Katharina C ; Pape, Astrid. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:510-543. Full description at Econpapers || Download paper | |
2020 | Supermarket contracts and smallholder farmers: Implications for income and multidimensional poverty. (2020). Qaim, Matin ; Ochieng, Dennis O ; Ogutu, Sylvester Ochieng. In: Food Policy. RePEc:eee:jfpoli:v:95:y:2020:i:c:s0306919220301445. Full description at Econpapers || Download paper | |
2020 | Eating to save the planet: Evidence from a randomized controlled trial using individual-level food purchase data. (2020). Bustamante, Arturo Vargas ; Tasoff, Joshua ; Jalil, Andrew J. In: Food Policy. RePEc:eee:jfpoli:v:95:y:2020:i:c:s0306919220301548. Full description at Econpapers || Download paper | |
2020 | The long-term effects of labor market entry in a recession: Evidence from the Asian financial crisis. (2020). Son, Hyelim ; Choi, Jaewoo. In: Labour Economics. RePEc:eee:labeco:v:67:y:2020:i:c:s0927537120301305. Full description at Econpapers || Download paper | |
2020 | Labor market reforms and allocative efficiency in Italy. (2020). Modena, Francesca ; Gnocato, Nicolò ; Tomasi, Chiara. In: Labour Economics. RePEc:eee:labeco:v:67:y:2020:i:c:s0927537120301421. Full description at Econpapers || Download paper | |
2020 | Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices. (2020). Ho, Kin-Yip ; Gao, Guangyuan ; Shi, Yanlin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300441. Full description at Econpapers || Download paper | |
2020 | Collective action in networks: Evidence from the Chilean student movement. (2020). Gonzalez, Felipe. In: Journal of Public Economics. RePEc:eee:pubeco:v:188:y:2020:i:c:s0047272720300840. Full description at Econpapers || Download paper | |
2020 | It’s not about the money. EU funds, local opportunities, and Euroscepticism. (2020). Di Cataldo, Marco ; Giua, Mara ; Crescenzi, Riccardo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:84:y:2020:i:c:s0166046219304296. Full description at Econpapers || Download paper | |
2020 | Interrelated funding streams in a multi-funder university system: Evidence from the German Exzellenzinitiative. (2020). Buenstorf, Guido ; Koenig, Johannes. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:3:s0048733320300044. Full description at Econpapers || Download paper | |
2020 | Variance risk premium in a small open economy with volatile capital flows: The case of Korea. (2020). Yun, Jaeho. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:105-125. Full description at Econpapers || Download paper | |
2020 | Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50. Full description at Econpapers || Download paper | |
2020 | The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137. Full description at Econpapers || Download paper | |
2020 | Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628. Full description at Econpapers || Download paper | |
2020 | How do stocks in BRICS co-move with real estate stocks?. (2020). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101. Full description at Econpapers || Download paper | |
2021 | Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699. Full description at Econpapers || Download paper | |
2021 | Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?. (2021). Lyocsa, Tefan ; Plihal, Toma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829. Full description at Econpapers || Download paper | |
2020 | Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628. Full description at Econpapers || Download paper | |
2020 | High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348. Full description at Econpapers || Download paper | |
2020 | Chinese development assistance and household welfare in Sub-Saharan Africa. (2020). Sanfilippo, Marco ; Martorano, Bruno ; Metzger, Laura. In: World Development. RePEc:eee:wdevel:v:129:y:2020:i:c:s0305750x20300358. Full description at Econpapers || Download paper | |
2020 | Minimum wages for domestic workers: impact evaluation of the Indian experience. (2020). Jacob, Arun ; Gudibande, Rohan Ravindra. In: World Development. RePEc:eee:wdevel:v:130:y:2020:i:c:s0305750x20300693. Full description at Econpapers || Download paper | |
2020 | A meta-analysis understanding smallholder entry into high-value markets. (2020). Menapace, Luisa ; Ola, Oreoluwa. In: World Development. RePEc:eee:wdevel:v:135:y:2020:i:c:s0305750x20302059. Full description at Econpapers || Download paper | |
2020 | Its not about the money. EU funds, local opportunities, and Euroscepticism. (2020). Di Cataldo, Marco ; Crescenzi, Riccardo ; Giua, Mara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105813. Full description at Econpapers || Download paper | |
2020 | Do Voters Choose Better Politicians than Political Parties? Evidence from a Natural Experiment in Italy. (2020). Papagni, Erasmo ; Alfano, Maria Rosaria ; Baraldi, Anna Laura. In: Working Papers. RePEc:fem:femwpa:2020.24. Full description at Econpapers || Download paper | |
2020 | Forecast Performance in Times of Terrorism. (2020). El-Shagi, Makram ; Benchimol, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88258. Full description at Econpapers || Download paper | |
2020 | The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2019). Tsionas, Mike ; Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Working Papers. RePEc:fip:feddwp:1902. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2008 | A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
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2010 | Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 36 |
2011 | Fully modified narrowâ€band least squares estimation of weak fractional cointegration.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
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2010 | A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
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2010 | A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | The impact of financial crises on the risk-return tradeoff and the leverage effect In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
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2012 | The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | Improved likelihood ratio tests for cointegration rank in the VAR model.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2012 | Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2012 | Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2012 | The role of initial values in nonstationary fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
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2014 | Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
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2014 | A fractionally cointegrated VAR analysis of economic voting and political support In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | A fractionally cointegrated VAR analysis of economic voting and political support.(2014) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2014 | A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2014 | A fractionally cointegrated VAR analysis of economic voting and political support.(2014) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2014 | A fractionally cointegrated VAR analysis of price discovery in commodity futures markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2015 | A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets.(2015) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2014 | Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
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2016 | The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Forecasting daily political opinion polls using the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
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2017 | Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
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2017 | Testing the CVAR in the fractional CVAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
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2018 | Fast and Wild: Bootstrap Inference in Stata Using boottest In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 122 |
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2019 | Fast and wild: Bootstrap inference in Stata using boottest.(2019) In: Stata Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | article | |
2017 | Economic significance of commodity return forecasts from the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2018 | Economic significance of commodity return forecasts from the fractionally cointegrated VAR model.(2018) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2019 | Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Asymptotic theory and wild bootstrap inference with clustered errors.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2018 | Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2020 | Wild Bootstrap and Asymptotic Inference with Multiway Clustering In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Wild Bootstrap and Asymptotic Inference with Multiway Clustering.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
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2019 | Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Adaptive Inference in Heteroskedastic Fractional Time Series Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
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2007 | Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 32 |
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2006 | Asset Market Perspectives on the Israeli-Palestinian Conflict.(2006) In: Bank of Israel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2018 | Forecasting daily political opinion polls using the fractionally cointegrated vector autoâ€regressive model In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 6 |
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2019 | Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porterâ€Hudak (1983): Guest Editors Introduction In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2016 | THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
2012 | The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2008 | A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2005 | Noncontemporaneous cointegration and the importance of timing In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
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2008 | Finite sample accuracy and choice of sampling frequency in integrated volatility estimation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 25 |
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2016 | A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 18 |
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2021 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2020) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2005 | The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2005 | Forecasting Exchange Rate Volatility In The Presence Of Jumps In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
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2014 | Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model In: Working Paper. [Full Text][Citation analysis] | paper | 5 |
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2017 | Validity Of Wild Bootstrap Inference With Clustered Errors In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2017 | Bootstrap And Asymptotic Inference With Multiway Clustering In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
2020 | Inference on the dimension of the nonstationary subspace in functional time series In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2020 | To infinity and beyond: Efficient computation of ARCH(\infty) models In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Testing for the appropriate level of clustering in linear regression models In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
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