Eric Olson : Citation Profile


Are you Eric Olson?

West Virginia University

4

H index

2

i10 index

79

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 26
   Journals where Eric Olson has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 2 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pol201
   Updated: 2017-10-14    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 (26)

Wohar, Mark (7)

Balcilar, Mehmet (6)

Bekiros, Stelios (4)

Pierdzioch, Christian (4)

Antonakakis, Nikolaos (3)

Allen, David (3)

Jooste, Charl (3)

McAleer, Michael (3)

Pasricha, Gurnain (2)

Filis, George (2)

Cites to:

Svensson, Lars (7)

Mankiw, N. Gregory (6)

McAleer, Michael (6)

Tansuchat, Roengchai (5)

Chang, Chia-Lin (5)

Taylor, John (5)

Hamilton, James (5)

Engle, Robert (5)

Kilian, Lutz (4)

Lee, Jim (4)

Barro, Robert (4)

Main data


Where Eric Olson has published?


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

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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2016Managerial efficiency and failure of U.S. commercial banks during the 2007-2009 financial crisis: was this time different?. (2016). Alvarez-Franco, Pilar B ; Restrepo-Tobon, Diego A. In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015646.

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2017Effects of foreign and domestic economic policy uncertainty shocks on South Korea. (2017). Cheng, Chak Hung Jack ; Jack, Chak Hung . In: Journal of Asian Economics. RePEc:eee:asieco:v:51:y:2017:i:c:p:1-11.

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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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2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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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 ; Yamashiro, Guy ; Yamarik, Steven . 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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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2016Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach. (2016). Misund, BÃ¥rd ; 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 ; Chuliá, Helena ; 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). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. 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). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan . 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 ; ElShagi, Makram ; el Shagi, Makram ; Yamarik, Steven . 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). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew W ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757.

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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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2017Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States. (2017). GUPTA, RANGAN ; Antonakakis, Nikolaos . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1384-4.

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2017Climate variability and the volatility of global maize and soybean prices. (2017). Peri, Massimo . In: Food Security: The Science, Sociology and Economics of Food Production and Access to Food. RePEc:spr:ssefpa:v:9:y:2017:i:4:d:10.1007_s12571-017-0702-2.

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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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article32
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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article18
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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article3
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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paper2
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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article6

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