David Papell : Citation Profile


Are you David Papell?

University of Houston

28

H index

41

i10 index

3049

Citations

RESEARCH PRODUCTION:

62

Articles

45

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1983 - 2017). See details.
   Cites by year: 89
   Journals where David Papell has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 40 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa73
   Updated: 2018-12-08    RAS profile: 2018-01-14    
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Relations with other researchers


Works with:

Nikolsko-Rzhevskyy, Alex (7)

Murray, Chris (3)

Ince, Onur (3)

Molodtsova, Tanya (2)

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

Is cited by:

Narayan, Paresh (49)

Gil-Alana, Luis (41)

Smyth, Russell (38)

Carrion-i-Silvestre, Josep (37)

Lopez, Claude (35)

Cheung, Yin-Wong (30)

Noriega, Antonio (30)

Cuestas, Juan (30)

Basher, Syed (30)

Korobilis, Dimitris (29)

Kim, Hyeongwoo (29)

Cites to:

Perron, Pierre (57)

Orphanides, Athanasios (35)

Campbell, John (28)

Taylor, John (23)

Rogoff, Kenneth (22)

Engel, Charles (17)

West, Kenneth (15)

Frankel, Jeffrey (14)

Jorion, Philippe (14)

Taylor, Mark (14)

Mankiw, N. Gregory (14)

Main data


Where David Papell has published?


Journals with more than one article published# docs
Journal of International Money and Finance10
Journal of International Economics7
Journal of Money, Credit and Banking6
The Review of Economics and Statistics4
Journal of Monetary Economics3
Applied Economics2
Empirical Economics2
American Economic Review2
Economic Modelling2
Journal of Development Economics2
Journal of Macroeconomics2
International Economic Review2
International Journal of Finance & Economics2
Southern Economic Journal2
Review of International Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Working Papers / Department of Economics, University of Houston3
Working Papers / Department of Economics, Appalachian State University2
Macroeconomics / University Library of Munich, Germany2

Recent works citing David Papell (2018 and 2017)


YearTitle of citing document
2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Tiraolu, Muhammed ; Guri, Burak ; Yurttaguler, Pek M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

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2017Inflation convergence among the next eleven economies: Evidence from asymmetric nonlinear unit root test. (2017). Hepsag, Aycan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:43-52.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

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2017Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Gur, Burak . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:237-248.

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2017“Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Testing and explaining economic resilience with an application to Italian regions. (2017). di Caro, Paolo. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:1:p:93-113.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017Effects of Financial Crises on Productivity, Capital and Employment. (2017). Oulton, Nicholas ; Fox, Kevin ; Sebastia-Barriel, Maria. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i::p:s90-s112.

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2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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2018Monetary Policy Lessons from the Greenbook. (2018). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:955.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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2017Causes and Effects of Private Property Rights Security. (2017). van Noort, Sam. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1746.

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2017The Impact of Monetary Strategies on Inflation Persistence. (2017). Kočenda, Evžen ; Kocenda, Even ; Varga, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6306.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022.

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2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models. (2017). Pipień, Mateusz ; Mazur, Błażej ; Pipien, Mateusz Pawel ; Burda, Adrian Marek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:97-114.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0034.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2017Currency evaluation using a big mac index for Thailand – lessons for Vietnam. (2017). Vo, Duc. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00201.

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2018Nonlinear Exchange Rate Transmission in the Euro Area: A Multivariate Smooth Transition Regression Approach. (2018). Ben Cheikh, Nidhaleddine ; Younes, Ben Zaied ; Nguyen, Pascal ; ben Zaied, Younes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00270.

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2017Global inflation: the role of food, housing and energy prices. (2017). Parker, Miles. In: Working Paper Series. RePEc:ecb:ecbwps:20172024.

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2017Threshold effects of financial stress on monetary policy rules: a panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: Working Paper Series. RePEc:ecb:ecbwps:20172042.

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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2017Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience. (2017). TANG, Chor Foon ; Ozturk, Ilhan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-59.

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2018Purchasing Power Parity in the Euro Area: Evidence from Structural Break LM Test. (2018). Suluk, Seher ; Tanrseven, Kemaletttin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-45.

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2017The regulated coal sector and CO2 emissions in Indian growth process: Empirical evidence over half a century and policy suggestions. (2017). Rafiq, Shuddhasattwa ; Lean, Hooi Hooi ; Bhattacharya, Sankar . In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:667-678.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2017Drivers of India’s current account deficits, with implications for ameliorating them. (2017). Garg, Bhavesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:51:y:2017:i:c:p:23-32.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2018The impact of setting negative policy rates on banking flows and exchange rates. (2018). Khayat, Guillaume A. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:1-10.

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2018Has the Great Recession affected the convergence process? The case of Spanish provinces. (2018). Olmos, Lorena ; Reyes, Marcelo ; Montaes, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:360-371.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Is there conditional convergence in the per capita incomes of BIMAROU states in India?. (2018). Mishra, Ankita. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:429-437.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2018Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy. (2018). MARINESCU, Ion-Iulian ; Lupu, Radu ; Horobet, Alexandra . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:56-66.

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2018Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?. (2018). catik, nazif ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Ali, Faek Menla ; Helmi, Mohamad Husam . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319.

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2018The real exchange rate in Taylor rules: A Re-Assessment. (2018). Froyen, Richard T ; Guender, Alfred V. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151.

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2018Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence. (2018). Wang, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:208-221.

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2018Does an aging population influence stock markets? Evidence from New Zealand. (2018). Hettihewa, Samanthala ; Zhang, Hanxiong ; Saha, Shrabani. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:142-158.

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2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models. (2017). Huber, Florian. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52.

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2017The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter?. (2017). Ojede, Andrew ; Lam, Eddery. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:111-115.

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2018International evidence of time-variation in trend labor productivity growth. (2018). Glocker, Christian ; Wegmueller, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:115-119.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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2018Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis. (2018). Presno, Maria Jose ; Gonzalez, Paula Fernandez ; Landajo, Manuel . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:563-581.

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2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Katzke, Nico ; Caspi, Itamar. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

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2017Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system. (2017). Moreno, Blanca ; Fonseca, Ana Rosa ; Garcia-Alvarez, Maria Teresa. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:223-233.

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2017Convergence analysis of eco-efficiency of China’s cement manufacturers through unit root test of panel data. (2017). Long, Xingle ; Zhang, Jijian ; Cheng, Faxin ; Sun, Mei. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:709-717.

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2017Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166.

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2017Exchange rate dynamics in a Taylor rule framework. (2017). Yao, Shujie ; Chen, Chuanglian ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:158-173.

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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2017Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:34-44.

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2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change. (2018). Stillwagon, Josh ; Frydman, Roman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:189-198.

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2017“Conditional PPP” and real exchange rate convergence in the euro area. (2017). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:78-92.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Deconstructing credibility: The breaking of monetary policy rules in Brazil. (2017). Paiva, Claudio ; Cortes, Gustavo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:31-52.

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2018Does a flexible exchange rate regime increase inflation persistence?. (2018). Wu, Jo-Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:244-263.

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2018Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111.

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2017Financial shocks, financial stability, and optimal Taylor rules. (2017). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Manuel, . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:187-207.

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2018Estimating the Taylor rule in the time-frequency domain. (2018). Aguiar-Conraria, Luís ; Soares, Maria Joana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:122-137.

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2017Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2018The changing economic regimes and expected time to recover of the peripheral countries under the euro: A nonparametric approach. (2018). Damasio, Bruno ; Nicolau, Joo ; Lou, Francisco ; Francisco Lou, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:524-533.

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2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017Testing the Kuznets Curve hypothesis for Qatar: A comparison between carbon dioxide and ecological footprint. (2017). Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:1366-1375.

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2017Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis. (2017). Khan, Atif ; Zakaria, Muhammad ; Bibi, Salma ; Ahmed, Mumtaz . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:86-97.

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2017Energy consumption synchronization between Europe, United States and Japan: A spectral analysis assessment. (2017). Dima, Bogdan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:1261-1271.

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2017Structural breaks in renewable energy in South Africa: A Bai & Perron break test application. (2017). Inglesi-Lotz, Roula ; van Heerden, J ; Weideman, J. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:78:y:2017:i:c:p:945-954.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

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2017Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries. (2017). Junttila, Juha ; Heimonen, Kari ; Karkkainen, Samu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:1-18.

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2017Did the Bundesbank react to the US dollar exchange rate?. (2017). Eleftheriou, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:235-244.

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2017Threshold effects of financial stress on monetary policy rules: A panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:599-620.

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2017Evaluating exchange rate forecasts along time and frequency. (2017). Caraiani, Petre. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:60-81.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2018Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach. (2018). Chou, Yu-Hsi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:267-287.

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2017Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test. (2017). Tiwari, Aviral ; Kyophilavong, Phouphet ; Bolat, Suleyman . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1089-1095.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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2017Does a low-cost carrier lead the domestic tourism demand and growth of New Zealand?. (2017). Hong, Kan Wai . In: Tourism Management. RePEc:eee:touman:v:60:y:2017:i:c:p:390-403.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017Effects of financial crises on productivity, capital and employment. (2017). Oulton, Nicholas ; Sebastia-Barriel, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68541.

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2017Trend growth durations & shifts. (2017). Grinis, Inna. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85126.

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More than 100 citations found, this list is not complete...

Works by David Papell:


YearTitleTypeCited
1988About Two Marks: Refugees and the Exchange Rate before the Berlin Wall. In: American Economic Review.
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article0
1989Monetary Policy in the United States under Flexible Exchange Rates. In: American Economic Review.
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article7
1988MONETARY POLICY IN THE UNITES STATES UNDER FLEXIBLE EXCHANGE RATES.(1988) In: Houston - Department of Economics.
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2013The (Un)Reliability of Real-Time Output Gap Estimates with Revised Data In: Working Papers.
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paper10
2013The (un)reliability of real-time output gap estimates with revised data.(2013) In: Economic Modelling.
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article
2015Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability In: Working Papers.
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paper4
2016Taylor rule deviations and out-of-sample exchange rate predictability.(2016) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 4
article
2005Do Panels Help Solve the Purchasing Power Parity Puzzle? In: Journal of Business & Economic Statistics.
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article34
2011Convergence of Euro Area Inflation Rates In: Working papers.
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paper30
2012Convergence of Euro area inflation rates.(2012) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 30
article
2010Testing for Group-Wise Convergence with an Application to Euro Area Inflation.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 30
paper
2010Are euro area inflation rates misaligned?.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 30
paper
2011Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle In: Working papers.
[Full Text][Citation analysis]
paper3
2003Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2003) In: University of Cincinnati, Economics Working Papers Series.
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This paper has another version. Agregated cites: 3
paper
2008Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2008) In: University of Cincinnati, Economics Working Papers Series.
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This paper has another version. Agregated cites: 3
paper
2011Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2009Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2009) In: MPRA Paper.
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paper
2013Median-unbiased estimation in DF-GLS regressions and the PPP puzzle.(2013) In: Applied Economics.
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article
2007RESTRICTED STRUCTURAL CHANGE AND THE UNIT ROOT HYPOTHESIS In: Economic Inquiry.
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article18
2013Taylors Rule Versus Taylor Rules In: International Finance.
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article1
2007Convergence to Purchasing Power Parity at the Commencement of the Euro In: Review of International Economics.
[Full Text][Citation analysis]
article46
2003Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: University of Cincinnati, Economics Working Papers Series.
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This paper has another version. Agregated cites: 46
paper
2003Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: Macroeconomics.
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This paper has another version. Agregated cites: 46
paper
1995Trend Breaks and the Unit-Root Hypothesis for Newly Industrializing and Newly Exporting Countries. In: Review of International Economics.
[Citation analysis]
article6
2012The Statistical Behavior of GDP after Financial Crises and Severe Recessions In: The B.E. Journal of Macroeconomics.
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article14
2004State of the Art Unit Root Tests and Purchasing Power Parity In: University of Cincinnati, Economics Working Papers Series.
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paper82
2005State of the Art Unit Root Tests and Purchasing Power Parity..(2005) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 82
article
2003State of the Art Unit Root Tests and the PPP Puzzle.(2003) In: Macroeconomics.
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This paper has another version. Agregated cites: 82
paper
1995Slowdowns and Meltdowns: Post-war Growth Evidence from 74 Countries In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper97
1996Slowdowns and Meltdowns: Post-War Growth Evidence from 74 Countries..(1996) In: Tel Aviv.
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paper
1997Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97
paper
1998Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries.(1998) In: The Review of Economics and Statistics.
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article
1996The Unit Root Hypothesis in Long-term Output: Evidence from Two Structural Breaks for 16 Countries In: CEPR Discussion Papers.
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paper5
1997Structural Change and International Trade In: CEPR Discussion Papers.
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paper1
1996Structural Change and International Trade..(1996) In: Tel Aviv.
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This paper has another version. Agregated cites: 1
paper
1994The Great Wars, the Great Crash, and the Unit Root Hypothesis: Some New Evidence About An Old Stylized Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
1994The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact.(1994) In: NBER Working Papers.
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paper
2015MARKOV SWITCHING AND THE TAYLOR PRINCIPLE In: Macroeconomic Dynamics.
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article5
2013Markov Switching and the Taylor Principle.(2013) In: Working Papers.
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paper
2000The Purchasing Power Parity Persistence Paradigm In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper180
2002The purchasing power parity persistence paradigm.(2002) In: Journal of International Economics.
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article
1998Exchange rate determination and inflation in Southeast Asian countries In: Journal of Development Economics.
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article14
2007Purchasing power parity and country characteristics: Evidence from panel data tests In: Journal of Development Economics.
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article50
2014Deviations from rules-based policy and their effects In: Journal of Economic Dynamics and Control.
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article20
2014Long run time series tests of constant steady-state growth In: Economic Modelling.
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article0
1985Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis In: Journal of International Economics.
[Full Text][Citation analysis]
article3
1983Activist Monetary Policy, Imperfect Capital Mobility, and the Overshooting Hypothesis.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
1988Expectations and exchange rate dynamics after a decade of floating In: Journal of International Economics.
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article14
1988EXPECTATIONS AND EXCHANGE RATE DYNAMICS AFTER A DECADE OF FLOATING.(1988) In: Houston - Department of Economics.
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This paper has another version. Agregated cites: 14
paper
1997Searching for stationarity: Purchasing power parity under the current float In: Journal of International Economics.
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article286
1997International trade and structural change In: Journal of International Economics.
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article26
1997International Trade and Structural Change.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2002The great appreciation, the great depreciation, and the purchasing power parity hypothesis In: Journal of International Economics.
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article69
1998The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis.(1998) In: Working Papers.
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paper
2009Out-of-sample exchange rate predictability with Taylor rule fundamentals In: Journal of International Economics.
[Full Text][Citation analysis]
article146
1994Monetary policy in Japan: Internal or external targets? In: Japan and the World Economy.
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article0
1992Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
1992Exchange rate and price dynamics under adaptive and rational expectations: An empirical analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
1995Real exchange rates under the gold standard: can they be explained by the trend break model? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article24
1997Cointegration and exchange rate dynamics In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article9
1998Increasing evidence of purchasing power parity over the current float In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article82
1999Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article37
1984Anticipated and unanticipated disturbances: The dynamics of the exchange rate and the current account In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
1984Activist monetary policy and exchange-rate overshooting: The Deutsche mark/dollar rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
1983Activist Monetary Policy and Exchange Rate Overshooting: The Deutsche Mark/Dollar Rate.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012Taylor rules and the Great Inflation In: Journal of Macroeconomics.
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article7
2017The Yellen rules In: Journal of Macroeconomics.
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article0
1995The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact In: Journal of Monetary Economics.
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article75
1996Are U.S. regional incomes converging? Some further evidence In: Journal of Monetary Economics.
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article59
2008Taylor rules with real-time data: A tale of two countries and one exchange rate In: Journal of Monetary Economics.
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article88
1999Convergence of international output Time series evidence for 16 OECD countries In: International Review of Economics & Finance.
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article74
2009Taylor Rules and the Euro In: Emory Economics.
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paper36
2011Taylor Rules and the Euro.(2011) In: Journal of Money, Credit and Banking.
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2008Taylor Rules and the Euro..(2008) In: MPRA Paper.
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paper
1988IS THE SDR A COMPETITIVE ASSET? In: Houston - Department of Economics.
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paper0
1996Unit Roots Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks. In: Tel Aviv.
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paper94
1998Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks.(1998) In: NBER Working Papers.
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2003Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks.(2003) In: Empirical Economics.
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article
1996Some Evidence on the Continuity of the Growth Process Among the G7 Countries. In: Tel Aviv.
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paper20
2000Some Evidence on the Continuity of the Growth Process among the G-7 Countries..(2000) In: Economic Inquiry.
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This paper has another version. Agregated cites: 20
article
1995The Great War, The Great Crash and Steady State Growth: Some New Evidence an Old Stylized Fact. In: Tel Aviv - the Sackler Institute of Economic Studies.
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paper26
2016Policy Rule Legislation in Practice In: Book Chapters.
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chapter0
2013Real-Time Historical Analysis of Monetary Policy Rules In: Working Papers.
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paper0
2013(Taylor) Rules versus Discretion in U.S. Monetary Policy In: Working Papers.
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paper0
1986Exchange Rate and Current Account Dynamics under Rational Expectations: An Econometric Analysis. In: International Economic Review.
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article0
1985Exchange Rate and Current Account Dynamics Under Rational Expectations: An Econometric Analysis.(1985) In: NBER Working Papers.
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paper
1994Exchange Rates and Prices: An Empirical Analysis. In: International Economic Review.
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article10
1997Inflation Convergence within the European Union: A Panel Data Analysis. In: International Journal of Finance & Economics.
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article32
1996Inflation Convergence Within the European Union: A Panel Data Analysis.(1996) In: MPRA Paper.
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paper
1998Quasi Purchasing Power Parity. In: International Journal of Finance & Economics.
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article98
1997Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models. In: Journal of Applied Econometrics.
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article91
2001The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity. In: Journal of Money, Credit and Banking.
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article85
2004The Uncertain Unit Root in U.S. Real GDP: Evidence with Restricted and Unrestricted Structural Change. In: Journal of Money, Credit and Banking.
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article37
2006The Panel Purchasing Power Parity Puzzle In: Journal of Money, Credit and Banking.
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article19
2006Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change In: Journal of Money, Credit and Banking.
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article65
2012Taylor Rule Exchange Rate Forecasting during the Financial Crisis In: NBER Chapters.
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chapter8
2012Taylor Rule Exchange Rate Forecasting During the Financial Crisis.(2012) In: NBER Working Papers.
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2013Taylor Rule Exchange Rate Forecasting during the Financial Crisis.(2013) In: NBER International Seminar on Macroeconomics.
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1984Monetarist Monetary Policy, Exchange Risk, and Exchange Rate Variability In: NBER Working Papers.
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2008Inflation Persistence and the Taylor Principle In: MPRA Paper.
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paper13
2002Purchasing Power Parity under the Gold Standard In: Southern Economic Journal.
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article9
2007Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tets Incorporating Structural Change In: Southern Economic Journal.
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2006Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change.(2006) In: Working Papers.
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2005The purchasing power parity puzzle is worse than you think In: Empirical Economics.
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2006Testing for Purchasing Power Parity using stationary covariates In: Applied Financial Economics.
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2014Median-unbiased estimation of structural change models: an application to real exchange rate persistence In: Applied Economics.
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1991Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation. In: The Review of Economics and Statistics.
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1997Multiple Trend Breaks And The Unit-Root Hypothesis In: The Review of Economics and Statistics.
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2000The Structure of Unemployment In: The Review of Economics and Statistics.
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