Werner Ploberger : Citation Profile


Are you Werner Ploberger?

Washington University in St. Louis

12

H index

12

i10 index

1894

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 67
   Journals where Werner Ploberger has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 13 (0.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppl16
   Updated: 2017-11-18    RAS profile: 2015-02-20    
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Relations with other researchers


Works with:

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

Is cited by:

Perron, Pierre (61)

Phillips, Peter (58)

Pesaran, M (50)

GUPTA, RANGAN (34)

Balcilar, Mehmet (32)

Deng, Ai (23)

Zeileis, Achim (23)

Miller, Stephen (21)

Mohaddes, Kamiar (19)

Pouliot, William (18)

Kurozumi, Eiji (18)

Cites to:

Phillips, Peter (31)

Andrews, Donald (20)

Krämer, Walter (6)

Park, Joon (5)

Sims, Christopher (4)

McAleer, Michael (4)

Xiao, Zhijie (4)

Perron, Pierre (3)

Barndorff-Nielsen, Ole (3)

Hansen, Bruce (3)

King, Maxwell (3)

Main data


Where Werner Ploberger has published?


Journals with more than one article published# docs
Econometrica6
Journal of Econometrics5
Econometric Theory4
Economics Letters2
Statistical Papers2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11

Recent works citing Werner Ploberger (2017 and 2016)


YearTitle of citing document
2016Structural Changes in Wheat Market. (2016). Czech, Katarzyna . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253044.

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2017Generalized Random Forests. (2017). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie . In: Papers. RePEc:arx:papers:1610.01271.

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2016Specification Tests for the Propensity Score. (2016). , Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217.

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2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). , Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2017Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2016Testing cointegration in quantile regressions with an application to the term structure of interest rates. (2016). Nina, Kuriyama . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:107-121:n:2.

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2016.

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2016Identification-robust moment-based tests for Markov-switching in autoregressive models. (2016). Luger, Richard ; Dufour, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-63.

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2016Volatility and a Century of Energy Markets Dynamics. (2016). Serletis, Apostolos ; Xu, Libo . In: Working Papers. RePEc:clg:wpaper:2016-29.

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2016Crecimiento económico colombiano y quiebres estructurales endógenos. (2016). Uribe, Jorge ; Pinchao-Rosero, Andres. In: ENSAYOS DE ECONOMÍA. RePEc:col:000418:015537.

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2017Carbon Dioxide Emissions and Economic Growth: An Assessment based on Production and Consumption Emission Inventories. (2017). Tomberger, Patrick ; Oberdabernig, Doris ; Francois, Joseph ; Fernández-Amador, Octavio ; Fernandez-Amador, Octavio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11841.

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2016Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion. (2016). Gonzalo, Jesus ; Olmo, Jose . In: UC3M Working papers. Economics. RePEc:cte:werepe:23599.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2016What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:min.

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2016Inference in Partially Identified Heteroskedastic Simultaneous Equations Models. (2016). Yang, Minxian ; Lütkepohl, Helmut ; Lutkepohl, Helmut ; Milunivich, George . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1632.

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2016Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane. In: Working Paper Series. RePEc:ecb:ecbwps:20161895.

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2017The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Salha, Angelic ; Azar, Samih Antoine . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-05.

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2016A simple test for a bubble based on growth and acceleration. (2016). Franses, Philip Hans. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:160-169.

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2016Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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2016Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:139-152.

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2016Safe-haven demand for housing in London. (2016). Eraslan, Sercan . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:482-493.

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2016Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry. (2016). Pouliot, William. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:523-534.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Missing money found causing Australias inflation. (2017). Makin, Anthony J ; Ratnasiri, Shyama ; Robson, Alex . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:156-162.

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2017Carbon Dioxide Emissions and Economic Growth: An Assessment Based on Production and Consumption Emission Inventories. (2017). Oberdabernig, Doris ; Francois, Joseph ; Fernández-Amador, Octavio ; Tomberger, Patrick ; Fernandez-Amador, Octavio . In: Ecological Economics. RePEc:eee:ecolec:v:135:y:2017:i:c:p:269-279.

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2016A test for changing trends with monotonic power. (2016). Wu, Jilin . In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:15-19.

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2016Detecting structural changes under nonstationary volatility. (2016). Wu, Jilin . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:151-154.

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2016Structural change test in duration of bull and bear markets. (2016). Nicolau, Jo o. In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:64-67.

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2017Is MORE LESS? The role of data augmentation in testing for structural breaks. (2017). Rao, Yao ; McCabe, Brendan. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:131-134.

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2017A martingale-difference-divergence-based test for specification. (2017). Su, Liangjun ; Zheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:162-167.

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2016Inference theory for volatility functional dependencies. (2016). Li, Jia ; Tauchen, George ; Todorov, Viktor . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:17-34.

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2016Testing for monotonicity in unobservables under unconfoundedness. (2016). Su, Liangjun ; hoderlein, stefan ; Yang, Thomas Tao ; White, Halbert . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:183-202.

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2016Consistent model specification tests based on k-nearest-neighbor estimation method. (2016). Li, Hongjun ; Liu, Ruixuan . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:187-202.

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2017Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2016Volatility and a century of energy markets dynamics. (2016). Serletis, Apostolos ; Xu, Libo . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:1-9.

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2016Estimating dynamics of US demand for major fossil fuels. (2016). Zhang, Lei ; Miljkovic, Dragan ; Dalbec, Nathan . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:284-291.

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2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

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2016Stationarity changes in long-run energy commodity prices. (2016). Zaklan, Aleksandar ; Neumann, Anne ; Abrell, Jan. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:96-103.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania. In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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2016Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach. (2016). Misund, BÃ¥rd ; Oglend, Atle . In: Energy. RePEc:eee:energy:v:111:y:2016:i:c:p:178-189.

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2017Fair weather or foul? The macroeconomic effects of El Niño. (2017). Mohaddes, Kamiar ; Raissi, Mehdi ; Cashin, Paul . In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:37-54.

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2017Measuring the natural rate of interest: International trends and determinants. (2017). Holston, Kathryn ; Williams, John C ; Laubach, Thomas . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s59-s75.

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2017On the drivers of inflation in Sub-Saharan Africa. (2017). Williams, Oral ; Unsal, Filiz D ; Dridi, Jemma . In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:71-84.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2016Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach. (2016). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:313-323.

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2016A dynamic factor model of the yield curve components as a predictor of the economy. (2016). Senyuz, Zeynep ; Chauvet, Marcelle . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:324-343.

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2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

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2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. (2016). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:86-115.

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2017The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials. (2017). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349.

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2017The interest rate effects of government bond purchases away from the lower bound. (2017). De Rezende, Rafael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:165-186.

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2017Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:10-30.

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2016On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57.

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2016Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, J D. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-163.

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2017Tax measures and household financial behaviour: Evidence from France. (2017). Schalck, Christophe . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:127-135.

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2017Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach. (2017). Hsieh, Chih-Sheng ; Lee, Lung-Fei ; Han, Xiaoyi . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:63:y:2017:i:c:p:97-120.

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2016Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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2016The nexus between insurance activity and economic growth: A bootstrap rolling window approach. (2016). Lee, Chien-Chiang ; Liu, Guan-Chun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:299-319.

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2016The new Keynesian Phillips curve: An update on recent empirical advances. (2016). Sgro, Pasquale ; Bhattacharya, Prasad ; Abbas, Syed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:378-403.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

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2016On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:224-235.

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2016Dynamic transmissions between Sukuk and bond markets. (2016). Awartani, Basel ; Maghyereh, Aktham I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:246-261.

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2016The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Genb, Smail H. In: Working Papers. RePEc:emu:wpaper:15-30.pdf.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:295.

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2016Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models. (2016). Xue, Wen-Jun ; Zhang, Li-Wen . In: Working Papers. RePEc:fiu:wpaper:1605.

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2016Fixed- b Inference for Testing Structural Change in a Time Series Regression. (2016). Cho, Cheol-Keun ; Vogelsang, Timothy J. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2016:i:1:p:2-:d:86546.

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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.

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2016A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps. (2016). Richter, Christian ; Hughes Hallett, Andrew ; Do, Maria ; Gokus, Christian . In: Working Papers. RePEc:guc:wpaper:41.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667.

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2017Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; van Dijk, Dick ; Teräsvirta, Timo ; Gonzalez, Andres. In: SSE/EFI Working Paper Series in Economics and Finance. RePEc:hhs:hastef:0604.

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2016Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-07.

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2017Power Properties of the Modified CUSUM Tests. (2017). Jiang, Peiyun ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2017-05.

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2016Identifying macroeconomic effects of refugee migration to Germany. (2016). Weigand, Roland ; Weber, Enzo. In: IAB Discussion Paper. RePEc:iab:iabdpa:201620.

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2017Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-010.

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2016Laws, Costs, Norms, and Learning: Improving Working Conditions in Developing Countries. (2016). Dehejia, Rajeev ; Brown, Drusilla ; Robertson, Raymond . In: IZA Discussion Papers. RePEc:iza:izadps:dp10025.

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2016Volatility of industrial production growth and characteristics of optimal currency areas in EU-12 countries. (2016). Ozimkovska, Valentyna . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:4:d:10.1007_s10368-015-0312-4.

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2017Is technology still a major driver of health expenditure in the United States? Evidence from cointegration analysis with multiple structural breaks. (2017). Ketenci, Natalya. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:17:y:2017:i:1:d:10.1007_s10754-016-9196-2.

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2016A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps. (2016). Richter, Christian ; Hughes Hallett, Andrew ; Do, Maria ; Gokus, Christian . In: Journal of Economics and Political Economy. RePEc:ksp:journ1:v:3:y:2016:i:2:p:350-376.

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2017TESTING GARCH-X TYPE MODELS. (2017). Pedersen, Rasmus Sondergaard ; Rahbek, Anders . In: Discussion Papers. RePEc:kud:kuiedp:1715.

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2017Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:lvl:crrecr:1701.

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2016A Frequency Approach to Bayesian Asymptotics. (2016). Phillips, Peter ; GAO, Jiti ; Cheng, Tingting ; Cb, Peter . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-5.

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2017Bayesian estimation based on summary statistics: Double asymptotics and practice. (2017). Phillips, Peter ; GAO, Jiti ; Cb, Peter ; Cheng, Tingting . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-4.

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2016Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models. (2016). Luger, Richard ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:mtl:montec:15-2016.

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2016Oil prices and the US effective exchange rate: A hidden cointegration analysis. (2016). Katrakilidis, Constantinos ; Rafailidis, Panagiotis . In: Economics and Business Letters. RePEc:ove:journl:aid:11250.

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2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries. (2016). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:70078.

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2016Cash and non-cash payments in a long run perspective, Spain 1989-2014. (2016). Mourelle, Estefanía ; Maixé-Altés, J. Carles ; Maixe-Altes, Carles J. In: MPRA Paper. RePEc:pra:mprapa:72590.

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2016短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究. (2016). Cai, Yifei . In: MPRA Paper. RePEc:pra:mprapa:73213.

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2016货币供给数量、结构与经济增长—来自ADL门限协整检验与时变格兰杰因果关系检验的证据. (2016). Cai, Yifei . In: MPRA Paper. RePEc:pra:mprapa:73750.

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2016Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: MPRA Paper. RePEc:pra:mprapa:74705.

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2016Financial Depth and the Asymmetric Impact of Monetary Policy. (2016). Mouratidis, Kostas ; Caglayan, Mustafa ; Kocaaslan, Ozge Kandemir . In: MPRA Paper. RePEc:pra:mprapa:75250.

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2017Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172.

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2016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201608.

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2016The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Gen, Smail H. In: Working Papers. RePEc:pre:wpaper:201644.

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2016Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets. (2016). Princ, Michael . In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2016:y:2016:i:3:id:167:p:125-137.

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2016Residual-augmented IVX predictive regression. (2016). Rodrigues, Paulo ; Demetrescu, Matei. In: Working Papers. RePEc:ptu:wpaper:w201605.

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2017The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan. (2017). Calin, Adrian Cantemir ; Khan, Khalid ; Kedong, Yin ; Khurshid, Adnan . In: Romanian Economic Journal. RePEc:rej:journl:v:20:y:2017:i:63:p:29-52.

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

Works by Werner Ploberger:


YearTitleTypeCited
2010Testing for cycles in multiple time series In: Journal of Time Series Analysis.
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article1
2003An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional In: Oxford Bulletin of Economics and Statistics.
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article1
1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection In: Econometric Theory.
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article49
1992Posterior Odds Testing for a Unit Root with Data-Based Model Selection.(1992) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 49
paper
2008ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS In: Econometric Theory.
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article5
2004Admissible and Nonadmissible Test in Unit-Root-like Situations.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 5
paper
1988Comment In: Econometric Theory.
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article0
1990The Local Power of the CUSUM and CUSUM of Squares Tests In: Econometric Theory.
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article33
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
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paper1033
1994Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica.
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This paper has another version. Agregated cites: 1033
article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
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paper114
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 114
article
1992Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
1993Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers.
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paper5
1994Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers.
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paper4
1996Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers.
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paper0
1998Rissanens Theorem and Econometric Time Series In: Cowles Foundation Discussion Papers.
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paper2
1999Empirical Limits for Time Series Econometric Models In: Cowles Foundation Discussion Papers.
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paper22
2003Empirical Limits for Time Series Econometric Models.(2003) In: Econometrica.
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This paper has another version. Agregated cites: 22
article
2010Optimal Estimation under Nonstandard Conditions In: Cowles Foundation Discussion Papers.
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paper7
2012Optimal estimation under nonstandard conditions.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
1991Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper7
1988Testing for Structural Change in Dynamic Models. In: Econometrica.
[Full Text][Citation analysis]
article70
1992The CUSUM Test with OLS Residuals. In: Econometrica.
[Full Text][Citation analysis]
article173
1996An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica.
[Full Text][Citation analysis]
article64
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]
article123
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2004On the inadmissibility of classical tests in unit-root-type situations In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper0
2000Empirical Limits for Time Series Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
1986On studentizing a test for structural change In: Economics Letters.
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article15
1987Mean adjustment and the CUSUM test for structural change In: Economics Letters.
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article0
2004A complete class of tests when the likelihood is locally asymptotically quadratic In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1989A new test for structural stability in the linear regression model In: Journal of Econometrics.
[Full Text][Citation analysis]
article130
1996A trend-resistant test for structural change based on OLS residuals In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1987A modification of the CUSUM test in the linear regression model with lagged dependent variables In: Hannover Economic Papers (HEP).
[Citation analysis]
paper4
1989A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables..(1989) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 4
article
2013Rate-optimal tests for jumps in diffusion processes In: Statistical Papers.
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article0
2014Detecting fuzzy periodic patterns in futures spreads In: Statistical Papers.
[Full Text][Citation analysis]
article0
1995Asymptotic power of the integrated conditional moment test against global and large local alternatives In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2014Optimal Test for Markov Switching Parameters In: Econometrica.
[Full Text][Citation analysis]
article12
1999Consequences of fractionally integrated regressors In: Technical Reports.
[Full Text][Citation analysis]
paper0

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