3
H index
3
i10 index
78
Citations
Queen's University | 3 H index 3 i10 index 78 Citations RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michal Ksawery Popiel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Studies in Nonlinear Dynamics & Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper / Economics Department, Queen's University | 5 |
Year | Title of citing document |
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2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper |
2020 | Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Nielsen, Morten ; Shibaev, Sergei S. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274666. Full description at Econpapers || Download paper |
2020 | Testing the CVAR in the fractional CVAR model. (2017). Nielsen, Morten ; Johansen, Soren. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274720. Full description at Econpapers || Download paper |
2020 | Nonstationary cointegration in the fractionally cointegrated VAR model. (2018). Nielsen, Morten ; Johansen, Soren. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274731. Full description at Econpapers || Download paper |
2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16. Full description at Econpapers || Download paper |
2021 | Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149. Full description at Econpapers || Download paper |
2021 | Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4. Full description at Econpapers || Download paper |
2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674. Full description at Econpapers || Download paper |
2021 | Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915. Full description at Econpapers || Download paper |
2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper |
2020 | A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237. Full description at Econpapers || Download paper |
2020 | A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547. Full description at Econpapers || Download paper |
2020 | A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636. Full description at Econpapers || Download paper |
2021 | Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-RodrÃguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x. Full description at Econpapers || Download paper |
2020 | A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x. Full description at Econpapers || Download paper |
2021 | Spatial crude oil production divergence and crude oil price behaviour in the United States. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012822. Full description at Econpapers || Download paper |
2021 | Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685. Full description at Econpapers || Download paper |
2020 | A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper |
2021 | The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, KE ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000820. Full description at Econpapers || Download paper |
2021 | The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251. Full description at Econpapers || Download paper |
2020 | Persistence in silver prices and the influence of solar energy. (2020). Gil-Alana, Luis ; Apergis, Nicholas ; Carmona-Gonzalez, Nieves. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308886. Full description at Econpapers || Download paper |
2021 | Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x. Full description at Econpapers || Download paper |
2021 | Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317. Full description at Econpapers || Download paper |
2021 | Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003780. Full description at Econpapers || Download paper |
2020 | The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137. Full description at Econpapers || Download paper |
2020 | Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628. Full description at Econpapers || Download paper |
2020 | The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855. Full description at Econpapers || Download paper |
2021 | When domestic and foreign QE overlap: evidence from Sweden. (2021). Stockhammar, Par ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0404. Full description at Econpapers || Download paper |
2020 | Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:102190. Full description at Econpapers || Download paper |
2021 | The ECBs policy measures during the COVID-19 crisis. (2021). Di Bartolomeo, Giovanni ; Messori, Marcello ; Canofari, Paolo ; Benigno, Pierpaolo. In: Working Papers. RePEc:sap:wpaper:wp207. Full description at Econpapers || Download paper |
2020 | Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). MacIel, Leandro . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8. Full description at Econpapers || Download paper |
2021 | Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications. (2021). Levine, Paul ; Gabriel, Vasco J ; Mirfatah, Maryam. In: School of Economics Discussion Papers. RePEc:sur:surrec:0321. Full description at Econpapers || Download paper |
2021 | The zonal and seasonal CO2 marginal emissions factors for the Italian power market. (2021). Grossi, Luigi ; Giulietti, Monica ; Fontini, Fulvio ; Beltrami, Filippo. In: Working Papers. RePEc:ver:wpaper:01/2021. Full description at Econpapers || Download paper |
2021 | The impact of inflation targeting: Testing the good luck hypothesis. (2021). Ingholt, Marcus Molbak ; Ravenna, Federico. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:1:p:443-470. Full description at Econpapers || Download paper |
2021 | Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, KE ; Wu, Jinghong ; Chen, Jian ; Zheng, Xinwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | A fractionally cointegrated VAR analysis of economic voting and political support In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | A fractionally cointegrated VAR analysis of economic voting and political support.(2014) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2014 | A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2014 | A fractionally cointegrated VAR analysis of economic voting and political support.(2014) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2017 | Interest rate pass-through: a nonlinear vector error-correction approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2016 | Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Fiscal policy uncertainty and US output In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2017 | Unconventional Monetary Policy in a Small Open Economy In: IMF Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Unconventional Monetary Policy in a Small Open Economy.(2020) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2016 | Unconventional Monetary Policy In A Small Open Economy.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | A Matlab Program And Users Guide For The Fractionally Cointegrated Var Model In: Working Paper. [Full Text][Citation analysis] | paper | 40 |
2014 | Addiction And Network Influence In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
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