Michal Ksawery Popiel : Citation Profile

Are you Michal Ksawery Popiel?

Queen's University

3

H index

3

i10 index

78

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 13
   Journals where Michal Ksawery Popiel has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 3 (3.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo582
   Updated: 2022-06-25    RAS profile: 2021-09-08    
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Relations with other researchers

Works with:

MacDonald, Margaux (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michal Ksawery Popiel.

Is cited by:

Nielsen, Morten (17)

Gil-Alana, Luis (9)

Johansen, Soren (7)

Xu, Ke (4)

Salisu, Afees (4)

Shibaev, Sergei (4)

Ogbonna, Ahamuefula (4)

YAYA, OLAOLUWA (3)

Santucci de Magistris, Paolo (3)

SAHIN, Afsin (3)

Devereux, Michael (2)

Cites to:

Nielsen, Morten (19)

Johansen, Soren (9)

Zubairy, Sarah (6)

Belke, Ansgar (5)

Noack, Andreas (4)

Ramey, Valerie (4)

Owyang, Michael (3)

Peel, David (3)

Davidson, James (3)

Bernheim, B. Douglas (3)

Cimadomo, Jacopo (2)

Main data

Where Michal Ksawery Popiel has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University5

Recent works citing Michal Ksawery Popiel (2021 and 2020)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2020Forecasting 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.

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2020Testing the CVAR in the fractional CVAR model. (2017). Nielsen, Morten ; Johansen, Soren. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274720.

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2020Nonstationary cointegration in the fractionally cointegrated VAR model. (2018). Nielsen, Morten ; Johansen, Soren. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274731.

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2020Implementation 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.

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2021Measuring 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.

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2021Consumption, 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.

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2020Modelling 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.

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2021Estimating 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.

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2021Oil 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.

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2020A 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.

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2020A 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.

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2020A 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.

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2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, 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.

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2020A 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.

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2021Spatial 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.

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2021Dynamic 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.

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2020A 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.

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2021The 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.

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2021The 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.

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2020Persistence 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.

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2021Lithium 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.

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2021Terrorism 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.

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2021Fractional 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.

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2020The 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.

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2020Are 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.

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2020The 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.

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2021When domestic and foreign QE overlap: evidence from Sweden. (2021). Stockhammar, Par ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0404.

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2020Modelling 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.

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2021The 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.

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2020Technical 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.

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2021Imperfect 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.

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2021The 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.

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2021The 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.

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2021Fractional 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.

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Works by Michal Ksawery Popiel:

YearTitleTypeCited
2014A fractionally cointegrated VAR analysis of economic voting and political support In: CREATES Research Papers.
[Full Text][Citation analysis]		paper26
2014A 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
2014A 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
2014A 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
2017Interest rate pass-through: a nonlinear vector error-correction approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2016Interest 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
2020Fiscal policy uncertainty and US output In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2017Unconventional Monetary Policy in a Small Open Economy In: IMF Working Papers.
[Full Text][Citation analysis]		paper10
2020Unconventional 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
2016Unconventional Monetary Policy In A Small Open Economy.(2016) In: Working Paper.
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This paper has another version. Agregated cites: 10		paper
2018A Matlab Program And Users Guide For The Fractionally Cointegrated Var Model In: Working Paper.
[Full Text][Citation analysis]		paper40
2014Addiction And Network Influence In: Working Paper.
[Full Text][Citation analysis]		paper0

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