8
H index
8
i10 index
201
Citations
Laurent L. Pauwels : Citation Profile
University of Sydney (90% share) | RESEARCH PRODUCTION: 12 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2003 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent L. Pauwels. | Is cited by:
| Cites to:
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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 Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Sydney Business School, Discipline of Business Analytics | 10 |
| Working Papers / Hong Kong Monetary Authority | 4 |
| Working Papers / Hong Kong Institute for Monetary Research | 2 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Laurent L. Pauwels (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper |
| 2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper |
| 2021 | A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950. Full description at Econpapers || Download paper |
| 2021 | Chinese 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. Full description at Econpapers || Download paper |
| 2021 | The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122. Full description at Econpapers || Download paper |
| 2022 | Horses for courses: measuring foreign supply chain exposure. (2022). Theodorakopoulos, Angelos ; Freeman, Rebecca ; Baldwin, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0996. Full description at Econpapers || Download paper |
| 2021 | Onshore spot and offshore forward markets for RMB: Evidence from the “8.11” exchange rate regime reform. (2021). Li, Jie ; Liu, Yanghui. In: China Economic Review. RePEc:eee:chieco:v:67:y:2021:i:c:s1043951x21000353. Full description at Econpapers || Download paper |
| 2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition. (2022). Niu, Linlin ; Fang, Ying ; Zhang, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002693. Full description at Econpapers || Download paper |
| 2021 | The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321. Full description at Econpapers || Download paper |
| 2021 | Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473. Full description at Econpapers || Download paper |
| 2022 | A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422. Full description at Econpapers || Download paper |
| 2022 | Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321. Full description at Econpapers || Download paper |
| 2022 | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets?. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003184. Full description at Econpapers || Download paper |
| 2021 | Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Wu, Chongfeng ; Hao, Xianfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379. Full description at Econpapers || Download paper |
| 2021 | The political pressure from the US upon RMB exchange rate. (2021). Evi, Aleksandar ; Chen, Zhongfei ; Guo, Wei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000123. Full description at Econpapers || Download paper |
| 2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃrez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406. Full description at Econpapers || Download paper |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
| 2022 | The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717. Full description at Econpapers || Download paper |
| 2021 | Anchoring of inflation expectations in large emerging economies. (2021). Alex, Dony. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000074. Full description at Econpapers || Download paper |
| 2022 | A Comprehensive Study of Random Forest for Short-Term Load Forecasting. (2022). Dudek, Grzegorz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:20:p:7547-:d:941080. Full description at Econpapers || Download paper |
| 2022 | Digital RMB, RMB Internationalization and Sustainable Development of the International Monetary System. (2022). Shen, Chunming. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6228-:d:819952. Full description at Econpapers || Download paper |
| 2021 | A new test for common breaks in heterogeneous panel data models. (2021). Kurozumi, Eiji ; Jiang, Peiyun. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-107. Full description at Econpapers || Download paper |
| 2022 | Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam. (2022). van Dat, Luong ; Dong, Do Phy ; Long, Trinh ; Hoang, Pham Thi ; Thang, Doan Ngoc. In: ADBI Working Papers. RePEc:ris:adbiwp:1325. Full description at Econpapers || Download paper |
| 2022 | Assessment on estimations of currency basket weights—With coefficient correction for common factor dominance. (2022). Wang, Peijie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1401-1418. Full description at Econpapers || Download paper |
| 2021 | Focused Bayesian prediction. (2021). Loaiza Maya, Rubén ; Loaizamaya, Ruben ; Frazier, David T ; Martin, Gael M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:517-543. Full description at Econpapers || Download paper |
| 2022 | From a Quantity to an Interest Rate?Based Framework: Multiple Monetary Policy Instruments and Their Effects in China. (2022). Kim, Soyoung ; Chen, Hongyi. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:7:p:2103-2123. Full description at Econpapers || Download paper |
| 2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition. (2022). Niu, Linlin ; Fang, Ying ; Zhang, Chen. In: Working Papers. RePEc:wyi:wpaper:002607. Full description at Econpapers || Download paper |
Works by Laurent L. Pauwels:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | What 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] | article | 44 |
| 2008 | What 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: 44 | paper | |
| 2012 | Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2019 | Fundamental Moments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fundamental Moments.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | High Order Openness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | High Order Openness.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Does portfolio margining make borrowing more attractive? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2016 | A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2018 | Some theoretical results on forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2012 | Do external political pressures affect the Renminbi exchange rate? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 21 |
| 2008 | Do External Political Pressures Affect the Renminbi Exchange Rate?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2011 | Do External Political Pressures Affect the Renminbi Exchange Rate?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2008 | Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2011 | Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2013 | The 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] | article | 4 |
| 2020 | Higher moment constraints for predictive density combination In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Higher Moment Constraints for Predictive Density Combinations.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2020 | High order openness In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Is 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] | paper | 22 |
| 2004 | Wage-Price Dynamics and Deflation in Hong Kong In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Modelling Environmental Risk In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Stability Tests for Heterogeneous Panel Data In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Stability tests for heterogeneous panel data.(2006) In: PSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2006 | Stability tests for heterogeneous panel data.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Stability Tests for Heterogeneous Panel Data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2007 | Hong Kongs Consumption Function Revisited In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | How 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] | paper | 2 |
| 2003 | Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Forecast 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: 2 | paper | |
| 2019 | Equivalence of optimal forecast combinations under affine constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Predicting China’s Monetary Policy with Forecast Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Practical considerations for optimal weights in density forecast combi nation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting. [Citation analysis] | article | 1 |
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