Werner Ploberger : Citation Profile


Are you Werner Ploberger?

Washington University in St. Louis

12

H index

15

i10 index

2287

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 81
   Journals where Werner Ploberger has often published
   Relations with other researchers
   Recent citing documents: 136.    Total self citations: 13 (0.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl16
   Updated: 2020-10-17    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 (70)

Phillips, Peter (64)

Pesaran, M (50)

GUPTA, RANGAN (36)

Balcilar, Mehmet (34)

Zeileis, Achim (27)

Miller, Stephen (23)

Deng, Ai (23)

Olmo, Jose (20)

Mohaddes, Kamiar (19)

Kurozumi, Eiji (18)

Cites to:

Phillips, Peter (31)

Andrews, Donald (20)

Krämer, Walter (6)

Park, Joon (5)

Sims, Christopher (4)

Xiao, Zhijie (4)

McAleer, Michael (4)

King, Maxwell (3)

Barndorff-Nielsen, Ole (3)

Hansen, Bruce (3)

Perron, Pierre (3)

Main data


Where Werner Ploberger has published?


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

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 (2020 and 2019)


YearTitle of citing document
2019Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2019). Thompson, Henry ; Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-01.

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2020Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Lin, Ying ; Thompson, Henry. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03.

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2019Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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2020Investments of publicly traded versus privately held firms: evidence from stranded growth options in the U.S. shale gas industry.. (2020). Zaynutdinova, Gulnara ; Elbakidze, Levan ; Mugabe, Douglas. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304361.

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2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

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2019Specification Tests for the Propensity Score. (2019). Sant'Anna, Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217.

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2020Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2020Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2020Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2020On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2019Inference on Functionals under First Order Degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1901.04861.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2020Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225.

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2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Papers. RePEc:arx:papers:2002.09982.

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2020Econometric issues with Laubach and Williams estimates of the natural rate of interest. (2020). Buncic, Daniel. In: Papers. RePEc:arx:papers:2002.11583.

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2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

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2020Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.

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2019Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Bai, LU ; Li, Yi-Na. In: Review of Economics & Finance. RePEc:bap:journl:190303.

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2019Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis. (2019). Cárdenas Hurtado, Camilo ; Hernandez-Montes, Maria Alejandra ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1063.

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2019The Global Financial Cycle and US Monetary Policy in an Interconnected World. (2019). Galesi, Alessandro ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:744.

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2019VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Working Papers. RePEc:bge:wpaper:1083.

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2019Gold and inflation: Expected inflation effect or carrying cost effect?. (2019). Ortiz, Jaime ; Su, Chiwei ; Liu, Zhixin ; Xu, Yingying. In: International Finance. RePEc:bla:intfin:v:22:y:2019:i:3:p:380-398.

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2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:994.

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2020The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis. (2020). Tavlas, George ; Spiliotopoulos, Vassilis ; Petroulas, Pavlos ; Hall, Stephen G ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:278.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2019Model checking for regressions: An approach bridging between local smoothing and global smoothing methods. (2019). Chiu, Sung Nok ; Li, Lingzhu ; Zhu, Lixing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:64-82.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2020Evaluating the sustainability of Italian public finances. (2020). Postigliola, Michele ; Piergallini, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300772.

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2019Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467.

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2019Testing treatment effect heterogeneity in regression discontinuity designs. (2019). Shen, Shu ; Hsu, Yu-Chin. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2019Specification tests for the propensity score. (2019). Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:379-404.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity. (2019). Kuersteiner, Guido M. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:243-261.

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2020Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285.

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2020Does modeling a structural break improve forecast accuracy?. (2020). Pick, Andreas ; Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:35-59.

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2020Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests. (2020). Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:486-516.

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2019On the transfer of technology from universities: The impact of the Bayh–Dole Act of 1980 on the institutionalization of university research. (2019). van Hasselt, Martijn ; Link, Albert. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:472-481.

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2019Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470.

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2020On double-boundary non-crossing probability for a class of compound processes with applications. (2020). Tan, Senren ; Kaishev, Vladimir K ; Ignatov, Zvetan G ; Dimitrova, Dimitrina S. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:602-613.

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2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:12-19.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

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2019The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships. (2019). Haug, Alfred ; Ucal, Meltem. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:297-307.

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2019Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019.

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2020Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S.. (2020). Czudaj, Robert ; Hoang, Thihongvan ; Hussain, Syed Jawad ; van Hoang, Thi Hong. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302051.

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2020Reviewing the oil price–GDP growth relationship: A replication study. (2020). Walther, Thomas ; Klein, Tony ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262.

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2019OPEC behavior: The volume of oil reserves announced. (2019). Meibodi, Ali Emami ; Araghi, Ebrahim Siami ; Behrouzifar, Morteza . In: Energy Policy. RePEc:eee:enepol:v:127:y:2019:i:c:p:500-522.

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2020Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo M ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761.

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2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

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2019Out-of-sample equity premium prediction in the presence of structural breaks. (2019). Yin, Anwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304745.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2020Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach. (2020). Liu, Xiaoxing ; Shi, Guangping. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300753.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2019A new approach for detecting shifts in forecast accuracy. (2019). Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon ; Chiu, Ching-Wai. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1596-1612.

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2020Estimating information cost functions in models of rational inattention. (2020). Neligh, Nathaniel ; Dewan, Ambuj. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s002205311830396x.

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2019An asset pricing approach to testing general term structure models. (2019). van der Wel, Michel ; Christensen, Bent Jesper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:165-191.

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2020Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910.

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2020Financial Crisis and Sustainability of US Fiscal Deficit: Indicators or Tests?. (2020). Piergallini, Alessandro ; Canofari, Paolo ; Marini, Giancarlo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:192-204.

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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Kang, Sang Hoon ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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2019The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:66-76.

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2020Is factionalism a push for gold price?. (2020). Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x.

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2019Growth volatility and inequality in the U.S.: A wavelet analysis. (2019). Miller, Stephen ; GUPTA, RANGAN ; Wohar, Mark E ; Chang, Shinhye. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73.

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2020Size-threshold effect in debt-firm performance nexus in the sub-Saharan region: A Panel Smooth Transition Regression approach. (2020). Noubbigh, Hedi ; Khemiri, Wafa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:335-344.

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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2019Does money supply drive housing prices in China?. (2019). Chang, Hsu-Ling ; Tao, Ran ; Wang, Xiao-Qing ; Su, Chi-Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:85-94.

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2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040.

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2020Housing and Stock Market Nexus in the US. (2020). Lin, Feng-Li ; Kung, Hsien-Hung ; Wang, Mei-Chih. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:3:p:114-130.

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2019Banks as Regulated Traders. (2019). Falato, Antonio ; Zikes, Filip ; Iercosan, Diana A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-05.

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2020Did the Federal Reserve Break the Phillips Curve? Theory and Evidence of Anchoring Inflation Expectations. (2020). Smith, Andrew ; Bundick, Brent. In: Research Working Paper. RePEc:fip:fedkrw:88701.

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2019Are There Spillovers from China on the Global Energy-Growth Nexus? Evidence from Four World Regions. (2019). Marques, Antonio Cardoso ; Fuinhas, Jose Alberto. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:59-:d:240820.

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2019Export–Output Growth Nexus Using Threshold VAR and VEC Models: Empirical Evidence from Thailand. (2019). Sriboonchitta, Songsak ; Liu, Jianxu ; Romyen, Arisara. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:60-:d:240832.

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2020The Effect of Renewable and Nuclear Energy Consumption on Decoupling Economic Growth from CO 2 Emissions in Spain. (2020). Pilatowska, Mariola ; Wodarczyk, Aneta ; Geise, Andrzej ; Piatowska, Mariola . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2124-:d:350222.

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2019The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap. (2019). Pan, Fanghui ; Zhang, Xiaoyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2557-:d:227940.

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2020An Analysis of the Effects on Rail Operational Efficiency Due to a Merger between Brazilian Rail Companies: The Case of RUMO-ALL. (2020). Marinov, Marin ; Magalhes, Renata Lucia ; Ferreira, Francisco Gildemir. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4827-:d:370825.

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2020New Evidence for Romania Regarding Dynamic Causality between Military Expenditure and Sustainable Economic Growth. (2020). Guzun, Adina Alexandra ; LOBON, Oana Ramona ; Li, Zheng-Zheng ; Glon, Oana Ramona ; Tao, Ran. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5053-:d:374356.

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2020The Impact of Interest Rate, Exchange Rate and European Business Climate on Economic Growth in Romania: An ARDL Approach with Structural Breaks. (2020). Ifrim, Mihaela ; Cautisanu, Cristina ; Hatmanu, Mariana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2798-:d:340203.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). girardin, eric ; Namin, Fatemeh Salimi. In: Post-Print. RePEc:hal:journl:hal-02314156.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2020Growth, War, and Pandemics: Europe in the Very Long-run. (2020). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Prados de la Escosura, Leandro ; Rodriguez-Caballero, Carlos-Vladimir. In: Working Papers. RePEc:hes:wpaper:0185.

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2020Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Troster, Victor ; Uddin, Gazi Salah ; Granberg, Mark ; Ahmed, Ali. In: LiU Working Papers in Economics. RePEc:hhs:liuewp:0007.

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2019Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series. (2019). Saltykova, Anastasiia ; Lozinskaia, Agata. In: HSE Working papers. RePEc:hig:wpaper:77/fe/2019.

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2019The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2019). Yamamoto, Yohei ; Perron, Pierre. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-90.

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2019Modeling and Projection of the Mexican Exchange Rate (Peso/Dollar): a Bayesian Approach for Model Selection. (2019). Gonzalez, Gustavo Cabrera. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:203-219.

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2019Regulation and Market Liquidity. (2019). Xiao, Kairong ; Trebbi, Francesco. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:5:p:1949-1968.

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2019Asymmetric Causality Analysis of the Interactions Between Gold and REIT Returns. (2019). Anoruo, Emmanuel . In: International Real Estate Review. RePEc:ire:issued:v:22:n:04:2019:p:513-534.

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2019Consumer Information and Price Transmission: Empirical Evidence. (2019). Weiss, Christoph ; Pennerstorfer, Dieter ; Yontcheva, Biliana ; Rroshi, Daniela ; Loy, Jens-Peter. In: Economics working papers. RePEc:jku:econwp:2019_20.

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2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

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2020Testing Unconfoundedness Assumption Using Auxiliary Variables. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202004.

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2019Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration. (2019). Rivero, C ; Llorente, G ; Hoyo, J. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9693-5.

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2020Markov Regime-Switching in-Mean Model with Tempered Stable Distribution. (2020). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-019-09882-2.

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2020Public finances in the EU-27: Are they sustainable?. (2020). Cuestas, Juan ; Sauci, Laura ; Gil-Alana, Luis A. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9411-0.

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2019Pricing Decisions and Competitive Conduct Across Manufacturing Sectors: Evidence from 19 European Union Manufacturing Industries. (2019). Amountzias, Chrysovalantis. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:19:y:2019:i:3:d:10.1007_s10842-019-00293-5.

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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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article54
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: 54
paper
2008ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS In: Econometric Theory.
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article7
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: 7
paper
1988Comment In: Econometric Theory.
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article1
1990The Local Power of the CUSUM and CUSUM of Squares Tests In: Econometric Theory.
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article40
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
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paper1268
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: 1268
article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
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paper132
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 132
article
1992Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics In: Cowles Foundation Discussion Papers.
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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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paper5
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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paper3
1999Empirical Limits for Time Series Econometric Models In: Cowles Foundation Discussion Papers.
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paper29
2003Empirical Limits for Time Series Econometric Models.(2003) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 29
article
2010Optimal Estimation under Nonstandard Conditions In: Cowles Foundation Discussion Papers.
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paper10
2012Optimal estimation under nonstandard conditions.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
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]
article81
1992The CUSUM Test with OLS Residuals. In: Econometrica.
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article202
1996An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica.
[Full Text][Citation analysis]
article69
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]
article152
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
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This paper has another version. Agregated cites: 152
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.
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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.
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article11
1989A new test for structural stability in the linear regression model In: Journal of Econometrics.
[Full Text][Citation analysis]
article148
1996A trend-resistant test for structural change based on OLS residuals In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
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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article1
2014Detecting fuzzy periodic patterns in futures spreads In: Statistical Papers.
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article0
1995Asymptotic power of the integrated conditional moment test against global and large local alternatives In: Discussion Paper.
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paper0
2014Optimal Test for Markov Switching Parameters In: Econometrica.
[Full Text][Citation analysis]
article28
1999Consequences of fractionally integrated regressors In: Technical Reports.
[Full Text][Citation analysis]
paper0

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