Michal Ksawery Popiel : Citation Profile

Are you Michal Ksawery Popiel?

Queen's University

2

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 8
   Journals where Michal Ksawery Popiel has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 3 (8.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo582
   Updated: 2019-10-06    RAS profile: 2019-01-02    
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Relations with other researchers

Works with:

Nielsen, Morten (4)

Jones, Maggie (3)

MacDonald, Margaux (2)

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 (15)

Johansen, Soren (7)

Shibaev, Sergei (4)

Power, Gabriel (2)

Lehmann, Robert (2)

Santucci de Magistris, Paolo (2)

Roesel, Felix (2)

Geiger, Niels (2)

Kufenko, Vadim (2)

YAYA, OLAOLUWA (2)

Gil-Alana, Luis (1)

Cites to:

Nielsen, Morten (13)

Johansen, Soren (8)

Davidson, James (3)

Peel, David (3)

Noack, Andreas (2)

Gonzalo, Jesus (2)

Byers, David (2)

Dolado, Juan (2)

Mayoral, Laura (2)

Boswijk, H. Peter (1)

Baillie, Richard (1)

Main data

Where Michal Ksawery Popiel has published?

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

Recent works citing Michal Ksawery Popiel (2018 and 2017)

YearTitle of citing document
2018Nonstationary cointegration in the fractionally cointegrated VAR model. (2018). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2018-17.

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2019Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2017Forecasting 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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2019Testing 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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2017Nonstationary 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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2018Testing the CVAR in the Fractional CVAR Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:836-849.

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2017Electoral Externalities in Federations - Evidence from German Opinion Polls. (2017). Roesel, Felix ; Lehmann, Robert ; Frei, Xenia ; Langer, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6375.

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2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7073.

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2019Volatility discovery: Can the CDS market beat the equity options market?. (2019). Lovreta, Lidija ; Forte, Santiago. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:107-111.

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2018How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, Jose Carlos ; Iglesias, Jesus ; Golpe, Antonio A. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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2017Testing the CVAR in the fractional CVAR model. (2017). Nielsen, Morten ; Johansen, Soren. In: Discussion Papers. RePEc:kud:kuiedp:1723.

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2017Moving Closer or Drifting Apart: Distributional Effects of Monetary Policy. (2017). Hafemann, Lucas ; Schmidt, Joerg ; Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:201721.

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2019Resuscitating the co-fractional model of Granger (1986). (2001). Santucci de Magistris, Paolo ; Carlini, Federico . In: Discussion Papers. RePEc:not:notgts:19/01.

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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90518.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Narayan, Paresh ; Xu, KE ; Dolatabadi, Sepideh. In: Working Papers. RePEc:qed:wpaper:1337.

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2017Testing the CVAR in the fractional CVAR model. (2017). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1394.

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2018Nonstationary cointegration in the fractionally cointegrated VAR model. (2018). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1405.

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2018Commodity Currencies and Monetary Policy. (2018). Smith, Gregor ; Devereux, Michael B. In: Working Papers. RePEc:qed:wpaper:1408.

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2017Electoral Externalities in Federations - Evidence from German Opinion Polls. (2017). Roesel, Felix ; Lehmann, Robert ; Rosel, Felix ; Langer, Sebastian ; Frei, Xenia. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168124.

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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]		paper8
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: 8		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: 8		paper
2017Interest rate pass-through: a nonlinear vector error-correction approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
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: 0		paper
2017Unconventional Monetary Policy in a Small Open Economy In: IMF Working Papers.
[Full Text][Citation analysis]		paper2
2016Unconventional Monetary Policy In A Small Open Economy.(2016) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018A Matlab Program And Users Guide For The Fractionally Cointegrated Var Model In: Working Paper.
[Full Text][Citation analysis]		paper22
2014Addiction And Network Influence In: Working Paper.
[Full Text][Citation analysis]		paper0

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