Laurent L. Pauwels : Citation Profile


Are you Laurent L. Pauwels?

University of Sydney

7

H index

6

i10 index

147

Citations

RESEARCH PRODUCTION:

13

Articles

25

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 9
   Journals where Laurent L. Pauwels has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 10 (6.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa348
   Updated: 2020-03-30    RAS profile: 2019-05-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Vasnev, Andrey (4)

McAleer, Michael (3)

Asai, Manabu (3)

Chang, Chia-Lin (3)

Imbs, Jean (2)

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 (9)

He, Dong (7)

Tzavalis, Elias (6)

Karavias, Yiannis (6)

Oxley, Les (5)

Funke, Michael (5)

Chan, Felix (5)

Pytlarczyk, Ernest (4)

Rao, B. (4)

Paetz, Michael (4)

Cites to:

McAleer, Michael (30)

Perron, Pierre (17)

Bai, Jushan (14)

Andrews, Donald (14)

Vasnev, Andrey (14)

Mitchell, James (13)

Ling, Shiqing (9)

Wallis, Kenneth (9)

Phillips, Peter (9)

Pesaran, M (9)

Bollerslev, Tim (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 (2019 and 2018)


YearTitle of citing document
2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

Full description at Econpapers || Download paper

2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

Full description at Econpapers || Download paper

2017Chinas evolving monetary policy rule: from inflation-accommodating to anti-inflation policy. (2017). Ma, Guonan ; girardin, eric ; Lunven, Sandrine . In: BIS Working Papers. RePEc:bis:biswps:641.

Full description at Econpapers || Download paper

2018From window guidance to interbank rates : Tracing the transition of monetary policy in Japan and China. (2018). Yoshino, Naoyuki ; Angrick, Stefan ; Naoyuki, YOSHINO . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_004.

Full description at Econpapers || Download paper

2017The effectiveness of monetary policy in China: Evidence from a Qual VAR. (2017). Chen, Hongyi ; Tillmann, Peter ; PeterTillmann, ; Chow, Kenneth . In: China Economic Review. RePEc:eee:chieco:v:43:y:2017:i:c:p:216-231.

Full description at Econpapers || Download paper

2018Chinas regime-switching monetary policy. (2018). Sun, Rongrong ; Klingelhöfer, Jan ; Klingelhofer, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:32-40.

Full description at Econpapers || Download paper

2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

Full description at Econpapers || Download paper

2018Winners and losers from the €uro. (2018). Gomis-Porqueras, Pedro ; Puzzello, Laura . In: European Economic Review. RePEc:eee:eecrev:v:108:y:2018:i:c:p:129-152.

Full description at Econpapers || Download paper

2018Analysis and forecasting of the oil consumption in China based on combination models optimized by artificial intelligence algorithms. (2018). Li, Jingrui ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:243-264.

Full description at Econpapers || Download paper

2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

Full description at Econpapers || Download paper

2019Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698.

Full description at Econpapers || Download paper

2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Macroprudential policy, central banks and financial stability: Evidence from China. (2019). Sun, Rongrong ; Klingelhofer, Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:19-41.

Full description at Econpapers || Download paper

2018The determinants of the benchmark interest rates in China. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:395-417.

Full description at Econpapers || Download paper

2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

Full description at Econpapers || Download paper

2019Another look at forecast selection and combination: Evidence from forecast pooling. (2019). Petropoulos, Fotios ; Barrow, Devon ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:226-235.

Full description at Econpapers || Download paper

2019Cross-validation based forecasting method: a machine learning approach. (2019). Marçal, Emerson ; Maral, Emerson Fernandes ; FernandesMaral, Emerson ; Pinto, Jeronymo Marcondes. In: Textos para discussão. RePEc:fgv:eesptd:498.

Full description at Econpapers || Download paper

2017Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290.

Full description at Econpapers || Download paper

2019Short-Term Electricity Load Forecasting Model Based on EMD-GRU with Feature Selection. (2019). Gao, Xin ; He, Yang ; Jing, Xiao ; Zhao, Bing ; Li, Xiaobing. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1140-:d:216692.

Full description at Econpapers || Download paper

2018Does Business Group Affiliation Matter for Superior Performance? Evidence from Pakistan. (2018). Máté, Domicián ; Mate, Domician ; Popp, Jozsef ; Olah, Judit ; Ahmad, Ishtiaq. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3060-:d:166241.

Full description at Econpapers || Download paper

2017Macroprudential Policy, Central Banks and Financial Stability: Evidence from China. (2017). Sun, Rongrong ; Klingelhöfer, Jan ; Klingelhofer, Jan. In: MPRA Paper. RePEc:pra:mprapa:79033.

Full description at Econpapers || Download paper

2018Monetary Policy Announcements and Market Interest Rates’ Response: Evidence from China. (2018). Sun, Rongrong. In: MPRA Paper. RePEc:pra:mprapa:87703.

Full description at Econpapers || Download paper

2018The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article34
2008What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2007MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article4
2012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article7
2019Fundamental Moments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Fundamental Moments.(2019) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Does portfolio margining make borrowing more attractive? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2016A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2018Some theoretical results on forecast combinations In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2012Do external political pressures affect the Renminbi exchange rate? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article10
2008Do External Political Pressures Affect the Renminbi Exchange Rate?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2011Do External Political Pressures Affect the Renminbi Exchange Rate?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2008Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article1
2011Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
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).
[Full Text][Citation analysis]
article5
2018Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2019Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Asymptotic Theory for Rotated Multivariate GARCH Models.(2018) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong In: IHEID Working Papers.
[Full Text][Citation analysis]
paper10
2006Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data In: IHEID Working Papers.
[Full Text][Citation analysis]
paper18
2004Wage-Price Dynamics and Deflation in Hong Kong In: IHEID Working Papers.
[Full Text][Citation analysis]
paper10
2004Modelling Environmental Risk In: IHEID Working Papers.
[Full Text][Citation analysis]
paper13
2006Stability Tests for Heterogeneous Panel Data In: IHEID Working Papers.
[Full Text][Citation analysis]
paper3
2006Stability tests for heterogeneous panel data.(2006) In: PSE 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2007Hong Kongs Consumption Function Revisited In: Working Papers.
[Full Text][Citation analysis]
paper3
2007How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption In: Working Papers.
[Full Text][Citation analysis]
paper2
2003Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism In: Working Papers.
[Full Text][Citation analysis]
paper6
2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics.
[Full Text][Citation analysis]
article0
2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Higher Moment Constraints for Predictive Density Combinations In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Equivalence of optimal forecast combinations under affine constraints In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Predicting China’s Monetary Policy with Forecast Combinations In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Practical considerations for optimal weights in density forecast combi nation In: Working Papers.
[Full Text][Citation analysis]
paper1
2013Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting.
[Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team