Eric Olson : Citation Profile


Are you Eric Olson?

West Virginia University

4

H index

2

i10 index

71

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 23
   Journals where Eric Olson has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 2 (2.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pol201
   Updated: 2017-08-05    RAS profile: 2016-05-16    
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Relations with other researchers


Works with:

Wohar, Mark (5)

Enders, Walter (2)

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

Is cited by:

GUPTA, RANGAN (23)

Wohar, Mark (6)

Balcilar, Mehmet (6)

Bekiros, Stelios (4)

McAleer, Michael (3)

Allen, David (3)

Jooste, Charl (3)

Antonakakis, Nikolaos (3)

El-Shagi, Makram (2)

Filis, George (2)

Falagiarda, Matteo (2)

Cites to:

Svensson, Lars (7)

Mankiw, N. Gregory (6)

McAleer, Michael (6)

Engle, Robert (5)

Taylor, John (5)

Hamilton, James (5)

Tansuchat, Roengchai (5)

Chang, Chia-Lin (5)

Barro, Robert (4)

GUPTA, RANGAN (4)

Kilian, Lutz (4)

Main data


Where Eric Olson has published?


Journals with more than one article published# docs
Applied Economics Letters2
Journal of Macroeconomics2
Economics Letters2

Recent works citing Eric Olson (2017 and 2016)


YearTitle of citing document
2016Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: 2016 International European Forum, February 15-19, 2016, Innsbruck-Igls, Austria. RePEc:ags:iefi16:244461.

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2016A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose . In: Staff Working Papers. RePEc:bca:bocawp:16-6.

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2016The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets. (2016). Aloui, Chaker ; Dakhlaoui, Imen . In: International Economics. RePEc:cii:cepiie:2016-q2-146-7.

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2016Asymmetric Effects of Exogenous Tax Changes. (2016). Hussain, Syed ; Malik, Samreen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:268-300.

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2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

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2016On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

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2016On international uncertainty links: BART-based empirical evidence for Canada. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Economics Letters. RePEc:eee:ecolet:v:143:y:2016:i:c:p:24-27.

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2016On the link between the US economic policy uncertainty and exchange rates. (2016). Kido, Yosuke . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:49-52.

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2016Does inequality lead to credit growth? Testing the Rajan hypothesis using state-level data. (2016). El-Shagi, Makram ; Yamarik, Steven ; Yamashiro, Guy . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:63-67.

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2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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2016Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach. (2016). Misund, Brd ; Oglend, Atle . In: Energy. RePEc:eee:energy:v:111:y:2016:i:c:p:178-189.

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2016Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, PAUL ; Boako, Gideon . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

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2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2016An evaluation of ECB policy in the Euros big four. (2016). Wohar, Mark. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:203-213.

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2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

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2016What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375.

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2016Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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2017News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Hamadi, Hassan ; Nehme, Tamara ; Bassil, Charbel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). McAleer, Michael ; Allen, David ; Singh, A K ; Powell, R J. In: Econometric Institute Research Papers. RePEc:ems:eureir:98037.

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2016The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. (2016). Zhu, Huiming ; Ren, Yinghua ; Guo, Yawei ; Su, Xianfang . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:766-:d:75561.

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2016Does Inequality Lead to Credit Growth? Testing the Rajan Hypothesis Using State-Level Data. (2016). El-Shagi, Makram ; Yamarik, Steven ; ElShagi, Makram ; el Shagi, Makram . In: Working Papers. RePEc:inf:wpaper:2016.01.

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2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201620.

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2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201667.

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2016Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty. (2016). Lee, Chien-Chiang ; GUPTA, RANGAN ; Lahiani, Amine . In: Working Papers. RePEc:pre:wpaper:201673.

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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201681.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). GUPTA, RANGAN ; Pierdzioch, Christian . In: Working Papers. RePEc:pre:wpaper:201732.

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2016Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

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2016Does oil price respond to macroeconomic uncertainty? New evidence. (2016). Yin, Libo . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1027-7.

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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?. (2017). Morley, James ; Fazzari, Steven M ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2017-04.

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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160084.

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2017Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-04.

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2016Credit Default Swaps as Indicators of Bank Financial Distress. (2016). cotter, john ; Avino, Davide ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201601.

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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1616.

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2016The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201614.

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2016The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201627.

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Works by Eric Olson:


YearTitleTypeCited
2013Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa In: Working Paper Series.
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paper0
2013The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model In: Economics Letters.
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article29
2014Tax multipliers and monetary policy: Evidence from a threshold model In: Economics Letters.
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article0
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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article16
2015The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis In: Journal of Financial Stability.
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article2
2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
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article9
2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
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article2
2015Asymmetric tax multipliers In: Journal of Macroeconomics.
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article2
2012A Historical Analysis of the Taylor Curve In: Journal of Money, Credit and Banking.
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article2
2015Discretionary monetary policy, quantitative easing and the decline in US labor share In: Economics and Business Letters.
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article0
2015Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers.
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paper1
2014Was the Euro good for Greece? In: Applied Economics Letters.
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article0
2015Income inequality and household debt: a cointegration test In: Applied Economics Letters.
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article2
2013Using Romer and Romers new measure of monetary policy shocks to identify the AD and AS shocks In: Applied Economics.
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article1
2015The International Effects of US Uncertainty In: International Journal of Finance & Economics.
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article5

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