Laurent L. Pauwels : Citation Profile


Are you Laurent L. Pauwels?

University of Sydney (90% share)
Australian National University (10% share)

7

H index

7

i10 index

169

Citations

RESEARCH PRODUCTION:

12

Articles

30

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 9
   Journals where Laurent L. Pauwels has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 9 (5.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa348
   Updated: 2021-03-01    RAS profile: 2020-09-07    
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Relations with other researchers


Works with:

Imbs, Jean (5)

Vasnev, Andrey (4)

Chang, Chia-Lin (3)

McAleer, Michael (3)

Asai, Manabu (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent L. Pauwels.

Is cited by:

McAleer, Michael (12)

Sun, Rongrong (10)

Funke, Michael (8)

He, Dong (7)

Karavias, Yiannis (6)

Tzavalis, Elias (6)

Paetz, Michael (5)

Chan, Felix (5)

Oxley, Les (5)

Tillmann, Peter (4)

Shi, Wen (4)

Cites to:

McAleer, Michael (19)

Perron, Pierre (17)

Andrews, Donald (14)

Bai, Jushan (14)

Vasnev, Andrey (13)

Mitchell, James (10)

Pesaran, M (9)

Phillips, Peter (9)

Nitsch, Volker (8)

di Giovanni, Julian (8)

Wallis, Kenneth (8)

Main data


Where Laurent L. Pauwels has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)3
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics10
Working Papers / Hong Kong Monetary Authority4
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing Laurent L. Pauwels (2021 and 2020)


YearTitle of citing document
2020Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds. (2021). Sadaba, Barbara ; Kruger, Mark ; Han, Xinfen ; Bailliu, Jeannine. In: Staff Working Papers. RePEc:bca:bocawp:21-3.

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2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

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2020Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x.

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2020Incorporating the RMB internationalization effect into its exchange rate volatility forecasting. (2020). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302840.

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2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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2020A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85.

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2020Monetary policy announcements and market interest rates’ response: Evidence from China. (2020). Sun, Rongrong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300303.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2020Risk Management Opportunities between Socially Responsible Investments and Selected Commodities. (2020). Kuziak, Katarzyna ; Cupriak, Daniel ; Popczyk, Tomasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2003-:d:328908.

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2020Measurement of Corporate Social Responsibility: A Review of Corporate Sustainability Indexes, Rankings and Ratings. (2020). Otegi-Olaso, Jose Ramon ; Bishara, Tania ; Fernandez, Jose Maria ; Minguez, Rikardo ; Diez-Caamero, Borja. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2153-:d:330920.

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2020From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China. (2020). Angrick, Stefan ; Yoshino, Naoyuki. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:2:a:8.

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2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

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2020Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33.

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2020.

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2020Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020.

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Works by Laurent L. Pauwels:


YearTitleTypeCited
2008What Prompts the Peoples Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model In: China & World Economy.
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article38
2008What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 38
paper
2012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics.
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article7
2019Fundamental Moments In: CEPR Discussion Papers.
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paper0
2019Fundamental Moments.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2020High Order Openness In: CEPR Discussion Papers.
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paper0
2020High order openness.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 0
paper
2020High Order Openness.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance.
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article2
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2016Does portfolio margining make borrowing more attractive? In: International Review of Financial Analysis.
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article0
2016A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting.
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article7
2018Some theoretical results on forecast combinations In: International Journal of Forecasting.
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article11
2012Do external political pressures affect the Renminbi exchange rate? In: Journal of International Money and Finance.
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article13
2008Do External Political Pressures Affect the Renminbi Exchange Rate?.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2011Do External Political Pressures Affect the Renminbi Exchange Rate?.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2008Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM).
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article1
2011Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM).
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article5
2013The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence In: Mathematics and Computers in Simulation (MATCOM).
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article5
2020Higher moment constraints for predictive density combination In: CAMA Working Papers.
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paper2
2019Higher Moment Constraints for Predictive Density Combinations.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2018Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers.
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paper0
2019Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018Asymptotic Theory for Rotated Multivariate GARCH Models.(2018) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2003An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong In: IHEID Working Papers.
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paper15
2006Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data In: IHEID Working Papers.
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paper21
2004Wage-Price Dynamics and Deflation in Hong Kong In: IHEID Working Papers.
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paper11
2004Modelling Environmental Risk In: IHEID Working Papers.
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paper15
2006Stability Tests for Heterogeneous Panel Data In: IHEID Working Papers.
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paper3
2006Stability tests for heterogeneous panel data.(2006) In: PSE Working Papers.
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This paper has another version. Agregated cites: 3
paper
2006Stability tests for heterogeneous panel data.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008Stability Tests for Heterogeneous Panel Data.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2007Hong Kongs Consumption Function Revisited In: Working Papers.
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paper3
2007How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption In: Working Papers.
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paper2
2003Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism In: Working Papers.
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paper6
2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics.
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article0
2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2019Equivalence of optimal forecast combinations under affine constraints In: Working Papers.
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paper0
2019Predicting China’s Monetary Policy with Forecast Combinations In: Working Papers.
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paper0
2013Practical considerations for optimal weights in density forecast combi nation In: Working Papers.
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paper1
2013Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting.
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article1

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