Bent Nielsen : Citation Profile

Are you Bent Nielsen?

Oxford University
Oxford University

13

H index

20

i10 index

1147

Citations

RESEARCH PRODUCTION:

24

Articles

52

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 57
   Journals where Bent Nielsen has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 33 (2.8 %)

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   Permalink: http://citec.repec.org/pni75
   Updated: 2023-03-25    RAS profile: 2015-09-22    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bent Nielsen.

Is cited by:

Hendry, David (39)

Pesaran, M (33)

Johansen, Soren (26)

Ericsson, Neil (23)

Doornik, Jurgen (19)

Castle, Jennifer (19)

Jansen, Eilev (16)

Koukouritakis, Minoas (14)

Mohaddes, Kamiar (14)

Nymoen, Ragnar (13)

Nielsen, Morten (13)

Cites to:

Johansen, Soren (34)

Hendry, David (21)

Shephard, Neil (12)

Santos, Carlos (10)

Graddy, Kathryn (8)

Bollerslev, Tim (7)

Doornik, Jurgen (7)

Riani, Marco (6)

Castle, Jennifer (6)

Nicolini, Juan Pablo (5)

Marcet, Albert (5)

Main data

Where Bent Nielsen has published?

Journals with more than one article published# docs
Econometric Theory3
Econometrics2
Econometric Reviews2
Econometrics Journal2
Econometrica2
Biometrika2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics6

Recent works citing Bent Nielsen (2022 and 2021)

YearTitle of citing document
2022On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533.

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2021The Effect of Amazon Deforestationon Global Climate Variables. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Working Papers. RePEc:aoz:wpaper:94.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2022Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2022Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2021Impact of exchange rate and exchange rate volatility on foreign direct investment inflow for Mauritius: A dynamic time series approach. (2021). Sookia, Noor ; Seetanah, Boopen ; Moraghen, Warren. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:581-591.

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2021The effect of the Canada–China canola trade dispute on canola prices. (2021). Slade, Peter ; Wells, Jacob. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:1:p:141-149.

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2022On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2022Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy. (2022). Lovaglio, Pietro Giorgio. In: LABOUR. RePEc:bla:labour:v:36:y:2022:i:1:p:71-93.

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2022The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883.

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2021The Consumption Euler Equation or the Keynesian Consumption Function?. (2021). Jansen, Eilev S ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:252-272.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2022Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650.

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2021Maximum pseudo?likelihood estimation based on estimated residuals in copula semiparametric models. (2021). Neumeyer, Natalie ; Hudecova, Arka ; Omelka, Marek. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:4:p:1433-1473.

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2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_016.

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2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-20.

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2021Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2021Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks: Evidence from the top deficit countries. (2021). Garg, Bhavesh ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:365-379.

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2021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

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2021The original sin: Firms’ dynamics and the life-cycle consequences of economic conditions at birth. (2021). Romano, Simone ; Cavallari, Lilia ; Naticchioni, Paolo. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001781.

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2021Calendar effect and in-sample forecasting. (2021). Vogt, Michael ; Nielsen, Jens Perch ; Martinez-Miranda, Maria Dolores ; Mammen, Enno. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:31-52.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Global imbalances, external adjustment and propagated shocks: An African perspective from a global VAR model. (2021). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:186-203.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2021Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575.

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2022Global pandemic crisis and risk contagion in GCC stock markets. (2022). Saidi, Sana ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Sellami, Mohamed. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:202:y:2022:i:c:p:746-761.

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2021COVID-19, policy interventions and credit: The Brazilian experience. (2021). Wang, Weichao ; Mesquita, Daniel ; Norden, Lars. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000346.

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2022The north-south divide, the euro and the world. (2022). Panagiotidis, Theodore ; Mouratidis, Kostas ; Chisiridis, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001674.

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2022The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis. (2022). Aldayel, Abdullah ; Hatipoglu, Emre ; Considine, Jennifer. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000581.

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2021On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000271.

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2021Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.

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2021A forward search algorithm for detecting extreme study effects in network meta-analysis. (2021). Salanti, Georgia ; Petropoulou, Maria ; Mavridis, Dimitris ; Moustaki, Irini ; Schwarzer, Guido ; Rucker, Gerta. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110954.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2022Causal Transmission in Reduced-Form Models. (2022). Nielsen, Bent ; Bazinas, Vassilios. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:14-:d:778807.

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2022Detecting and Quantifying Structural Breaks in Climate. (2022). Butt, Hassan ; Ericsson, Neil R. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:4:p:33-:d:984722.

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2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817.

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2021Forecasting Principles from Experience with Forecasting Competitions. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406.

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2021Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities. (2021). Metelski, Dominik ; Sobieraj, Janusz. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:412-:d:627347.

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2021House Price Forecasting from Investment Perspectives. (2021). Ouysse, Rachida ; Mangioni, Vince ; Shi, Song ; Rabhi, Fethi ; Herath, Shanaka ; Ge, Xin Janet. In: Land. RePEc:gam:jlands:v:10:y:2021:i:10:p:1009-:d:643593.

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2022Investigating Change in the Willingness to Pay for a More Sustainable Tourist Destination in a World Heritage City. (2022). Sanchez-Rivero, Marcelino ; Jurado-Rivas, Carlos. In: Land. RePEc:gam:jlands:v:11:y:2022:i:3:p:439-:d:774080.

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2021.

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2021Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks. (2021). Wang, Li Ming ; Li, Chenguang ; Xue, Huidan ; Su, Wen-Hao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9297-:d:617223.

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2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Working Papers. RePEc:gwc:wpaper:2021-006.

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2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: Working Papers. RePEc:hal:wpaper:hal-03279499.

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2021The International Transmission of US Tax Shocks: A Proxy-SVAR Approach. (2021). Natoli, Filippo ; Metelli, Luca. In: IMF Economic Review. RePEc:pal:imfecr:v:69:y:2021:i:2:d:10.1057_s41308-021-00136-6.

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2021On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: MPRA Paper. RePEc:pra:mprapa:106035.

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2021The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis. (2021). Kuikeu, Oscar. In: MPRA Paper. RePEc:pra:mprapa:108047.

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2022A banklevel analysis of interest rate passthrough in South Africa. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Working Papers. RePEc:rbz:wpaper:11027.

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2021Structural breaks in cointegration models: Multivariate case. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0434.

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2021Displacement Effect and Ratchet Effect: Testing of Two Alternative Hypotheses. (2021). Jan-Garca, Manuel. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211003577.

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2021Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690.

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2022Did OPEC change its behaviour after the November 2014 meeting?. (2022). Boug, PL ; Cappelen, Dne. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02104-5.

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2021Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output. (2021). Weber, Enzo ; Soloschenko, Max . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00058-2.

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2021The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth. (2021). Rambaccussing, Dooruj. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:9:d:10.1007_s43546-021-00116-y.

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2021BREXIT referendum’s impact on the financial markets in the UK. (2021). Stoupos, Nikolaos ; Kiohos, Apostolos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z.

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2022Modelling Determinants of Inflation in CESEE Countries: Global Vector Autoregressive Approach. (2022). Saa, Jaki. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:22:y:2022:i:1:p:137-169:n:2.

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2021The risk?taking channel in the United States: A GVAR approach. (2021). Mouratidis, Kostas ; Caglayan, Mustafa ; Alzuabi, Raslan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5826-5849.

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2021Time?varying causal nexuses between economic growth and CO2 emissions in G?7 countries: A bootstrap rolling window approach over 1820–2015. (2021). Hussain, Syed Jawad ; Khraief, Naceur ; Ali, Sajid ; Alam, Md Samsul. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6128-6148.

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2021Transitory and permanent shocks in the global market for crude oil. (2021). sbia, rashid ; Rebei, Nooman. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:1047-1064.

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2021Determinants of the WTI?Brent price spread revisited. (2021). Rathgeber, Andreas W ; Geyerklingeberg, Jerome. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

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Works by Bent Nielsen:

YearTitleTypeCited
2008An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers.
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2008An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers.
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2010Testing for rational bubbles in a co-explosive vector autoregression In: CREATES Research Papers.
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2010Testing for rational bubbles in a co-explosive vector autoregression.(2010) In: Economics Papers.
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2012Testing for rational bubbles in a coexplosive vector autoregression.(2012) In: Econometrics Journal.
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2011Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers.
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2011Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Economics Papers.
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2014Outlier detection algorithms for least squares time series regression In: CREATES Research Papers.
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2014Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers.
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1998Asymptotic Inference on Cointegrating Rank in Partial Systems. In: Journal of Business & Economic Statistics.
[Citation analysis]		article223
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
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2015Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality In: Journal of the Royal Statistical Society Series A.
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2013Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality.(2013) In: Economics Papers.
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2006Correlograms for non?stationary autoregressions In: Journal of the Royal Statistical Society Series B.
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2003Correlograms for non-stationary autoregressions.(2003) In: Economics Papers.
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2011Forecasting in an Extended Chain?Ladder?Type Model In: Journal of Risk & Insurance.
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2010Forecasting in an extended chain-ladder-type model.(2010) In: Economics Papers.
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2003Likelihood analysis of a first?order autoregressive model with exponential innovations In: Journal of Time Series Analysis.
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2000Similarity Issues in Cointegration Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article48
2008Power of Tests for Unit Roots in the Presence of a Linear Trend* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2003Power of tests for unit roots in the presence of a linear trend.(2003) In: Economics Papers.
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2005STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS In: Econometric Theory.
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2003Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.(2003) In: Economics Papers.
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2010ANALYSIS OF COEXPLOSIVE PROCESSES In: Econometric Theory.
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2005Analysis of co-explosive processes.(2005) In: Economics Papers.
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2011ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS In: Econometric Theory.
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2009Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends.(2009) In: Economics Papers.
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2001The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes. In: Econometrica.
[Citation analysis]		article11
2003The Influence of Var Dimensions on Estimator Biases: Comment In: Econometrica.
[Citation analysis]		article1
2000Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend In: Econometric Society World Congress 2000 Contributed Papers.
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2000Cointegration analysis in the presence of structural breaks in the deterministic trend.(2000) In: Econometrics Journal.
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2009The empirical process of autoregressive residuals In: Econometrics Journal.
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2007The empirical process of autoregressive residuals.(2007) In: Economics Papers.
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1997On convergence of multivariate Laplace transforms In: Statistics & Probability Letters.
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2013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator In: Econometrics.
[Full Text][Citation analysis]		article13
2015A Joint Chow Test for Structural Instability In: Econometrics.
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2012A Joint Chow Test for Structural Instability.(2012) In: Economics Papers.
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2008An analysis of the indicator saturation estimator as a robust regression In: Discussion Papers.
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2008Properties of Estimated Characteristic Roots In: Discussion Papers.
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2008Properties of etimated characteristic roots.(2008) In: Economics Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model In: Discussion Papers.
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