Zhongjun Qu : Citation Profile

Boston University

16

H index

16

i10 index

1242

Citations

RESEARCH PRODUCTION:

24

Articles

20

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 62
   Journals where Zhongjun Qu has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 18 (1.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu46
   Updated: 2025-12-20    RAS profile: 2025-11-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Perron, Pierre (129)

Rodríguez, Gabriel (37)

Yamamoto, Yohei (30)

Sibbertsen, Philipp (29)

Boldea, Otilia (21)

Taylor, Robert (20)

Osborn, Denise (18)

Leschinski, Christian (18)

Leybourne, Stephen (17)

Oka, Tatsushi (16)

GUPTA, RANGAN (16)

Cites to:

Schorfheide, Frank (28)

Perron, Pierre (27)

Bai, Jushan (22)

Smets, Frank (18)

Wouters, Raf (18)

Diebold, Francis (16)

Andrews, Donald (14)

Chernozhukov, Victor (13)

Sims, Christopher (13)

Del Negro, Marco (12)

Engle, Robert (11)

Main data

Where Zhongjun Qu has published?

Journals with more than one article published# docs
Journal of Econometrics6
Journal of Business & Economic Statistics2
The Review of Economics and Statistics2
The Review of Economic Studies2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics18
Papers / arXiv.org2

Recent works citing Zhongjun Qu (2025 and 2024)

YearTitle of citing document
2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

Full description at Econpapers || Download paper

2025Change-Point Testing for Risk Measures in Time Series. (2023). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

Full description at Econpapers || Download paper

2024The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

Full description at Econpapers || Download paper

2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

Full description at Econpapers || Download paper

2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2024Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744.

Full description at Econpapers || Download paper

2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580.

Full description at Econpapers || Download paper

2024Justifying the Volatility of S&P 500 Daily Returns. (2024). Brown, Hayden. In: Papers. RePEc:arx:papers:2403.01088.

Full description at Econpapers || Download paper

2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

Full description at Econpapers || Download paper

2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

Full description at Econpapers || Download paper

2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

Full description at Econpapers || Download paper

2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

Full description at Econpapers || Download paper

2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

Full description at Econpapers || Download paper

2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

Full description at Econpapers || Download paper

2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

Full description at Econpapers || Download paper

2025Testing Conditional Stochastic Dominance at Target Points. (2025). Kim, Deborah ; Canay, Ivan A ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2503.14747.

Full description at Econpapers || Download paper

2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

Full description at Econpapers || Download paper

2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

Full description at Econpapers || Download paper

2025On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472.

Full description at Econpapers || Download paper

2025A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.00754.

Full description at Econpapers || Download paper

2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

Full description at Econpapers || Download paper

2024Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11.

Full description at Econpapers || Download paper

2024Does the internet bring food prices closer together? Exploring search engine query data in Iran. (2024). Bittmann, Thomas ; Zamani, Omid ; Loy, Jenspeter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:2:p:688-715.

Full description at Econpapers || Download paper

2024A residual‐based nonparametric variance ratio no‐cointegration test. (2024). Reichold, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:847-856.

Full description at Econpapers || Download paper

2024Transferring remittances through central banks: A tool applied to the Guatemalan exchange rate. (2024). Ventosasantaulria, Daniel ; Lpezmarmolejo, Arnoldo. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:2:p:630-648.

Full description at Econpapers || Download paper

2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.09.

Full description at Econpapers || Download paper

2024Fiscal stimuli: Monetary versus Fiscal Financing. (2024). Lorusso, Marco ; Ravazzolo, Francesco ; Udroiu, Claudia. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps105.

Full description at Econpapers || Download paper

2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

Full description at Econpapers || Download paper

2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

Full description at Econpapers || Download paper

2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

Full description at Econpapers || Download paper

2024Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000298.

Full description at Econpapers || Download paper

2025A score-based threshold effect test in time series models. (2025). Yang, Yaxing ; Deng, Yaping ; Wei, Shufang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001124.

Full description at Econpapers || Download paper

2025Economic impact and policies for the obesity pandemic in emerging economies. (2025). García, Carlos ; Garca, Carlos J. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1949-1970.

Full description at Econpapers || Download paper

2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

Full description at Econpapers || Download paper

2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). LINTON, OLIVER ; Hong, Yongmiao ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

Full description at Econpapers || Download paper

2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

Full description at Econpapers || Download paper

2024Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000940.

Full description at Econpapers || Download paper

2024Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment. (2024). Xie, Haitian. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001301.

Full description at Econpapers || Download paper

2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

Full description at Econpapers || Download paper

2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

Full description at Econpapers || Download paper

2024Estimation of continuous-time linear DSGE models from discrete-time measurements. (2024). Parra-Alvarez, Juan ; Christensen, Bent Jesper ; Neri, Luca. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624002161.

Full description at Econpapers || Download paper

2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

Full description at Econpapers || Download paper

2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

Full description at Econpapers || Download paper

2024Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75.

Full description at Econpapers || Download paper

2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

Full description at Econpapers || Download paper

2024Financial market development and carbon emissions: The transmission mechanisms and the role of political corruption. (2024). Topcu, Mert. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010887.

Full description at Econpapers || Download paper

2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

Full description at Econpapers || Download paper

2025Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

Full description at Econpapers || Download paper

2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

Full description at Econpapers || Download paper

2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

Full description at Econpapers || Download paper

2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

Full description at Econpapers || Download paper

2024A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610.

Full description at Econpapers || Download paper

2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

Full description at Econpapers || Download paper

2025Regime-dependent health care employment dynamics in recessions. (2025). Loomer, Lacey ; Donayre, Luiggi. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000134.

Full description at Econpapers || Download paper

2025Renewable energy technology innovation, climate risk, and carbon emission reduction: A cross-country analysis. (2025). Zang, Hong ; Wang, Miao ; Zhang, Xinmin. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s0960148124022043.

Full description at Econpapers || Download paper

2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

Full description at Econpapers || Download paper

2025Unified specification tests in partially linear quantile regression models. (2025). Song, Xiaojun ; Yang, Zixin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002128.

Full description at Econpapers || Download paper

2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202501.

Full description at Econpapers || Download paper

2025Wavelet Analysis of the Similarity in the Inflation Index (HICP) Dynamics for Electricity, Gas, and Other Fuels in Poland and Selected European Countries. (2025). Rzdkowski, Grzegorz ; Kufel, Tadeusz. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4610-:d:1738071.

Full description at Econpapers || Download paper

2024The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038.

Full description at Econpapers || Download paper

2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Post-Print. RePEc:hal:journl:hal-05170065.

Full description at Econpapers || Download paper

2025Estimating Behavioral Inattention. (2025). Dotta, Mario ; Bounader, Lahcen ; Benchimol, Jonathan. In: Working Papers. RePEc:inf:wpaper:2025.8.

Full description at Econpapers || Download paper

2024Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Abanto-Valle, Carlos A ; Garrafa-Aragn, Hernn B ; Castro, Luis M. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10490-4.

Full description at Econpapers || Download paper

2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

Full description at Econpapers || Download paper

2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

Full description at Econpapers || Download paper

2024More money, more effect? Employment effects of job search programs in Veneto. (2024). Junquera, Alvaro F. In: SocArXiv. RePEc:osf:socarx:rjshu.

Full description at Econpapers || Download paper

2024More money, more effect? Employment effects of job search programs in Veneto. (2024). Junquera, Lvaro F. In: SocArXiv. RePEc:osf:socarx:rjshu_v1.

Full description at Econpapers || Download paper

2025A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification. (2025). Kikuchi, Tatsuru. In: MPRA Paper. RePEc:pra:mprapa:126732.

Full description at Econpapers || Download paper

2024Ambidextrous Learning, Resource Acquisition, and Venture Performance: The Moderating Effect of the Entrepreneurial Ecosystem Network Relationships. (2024). Su, Xin ; Peng, Mixiang ; Xiang, Guopeng. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241268823.

Full description at Econpapers || Download paper

2024Test for conditional quantile change in general conditional heteroscedastic time series models. (2024). Kim, Chang Kyeom ; Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00889-z.

Full description at Econpapers || Download paper

2025On using fuzzy clustering for detecting the number of states in Markov switching models. (2025). Domianello, Luca Scaffidi ; Otranto, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06585-w.

Full description at Econpapers || Download paper

2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

Full description at Econpapers || Download paper

2024Who suffered most in the pandemic? A distribution regression analysis of happiness in Japan. (2024). Maruyama, Shiko ; Li, Anqi. In: The Japanese Economic Review. RePEc:spr:jecrev:v:75:y:2024:i:4:d:10.1007_s42973-024-00172-7.

Full description at Econpapers || Download paper

2024Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach. (2024). Trabelsi, Riadh. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00717-3.

Full description at Econpapers || Download paper

2024Change-point detection in a tensor regression model. (2024). Nkurunziza, Svrien ; Ghannam, Mai. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:2:d:10.1007_s11749-023-00915-5.

Full description at Econpapers || Download paper

2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

Full description at Econpapers || Download paper

2024On Regime Separation in Markov-Switching Quantile Regressions. (2024). Sola, Martin ; Montes-Rojas, Gabriel ; Psaradakis, Zacharias. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_05.

Full description at Econpapers || Download paper

2024A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All.. (2024). Canepa, Alessandra ; Karanasos, Menelaos ; Magdalinos, Anastasios ; Paraskevopoulos, Alexandros. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202413.

Full description at Econpapers || Download paper

2025US Monetary Policy and Indeterminacy. (2025). Nicol, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:195-213.

Full description at Econpapers || Download paper

2025Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions. (2025). Haque, Qazi ; Li, Mengheng ; Fu, Bowen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:310-324.

Full description at Econpapers || Download paper

2025On the Detection of Structural Breaks: The Case of the Covid Shock. (2025). Tavlas, George ; Hall, Stephen G ; Trapani, Lorenzo ; Wang, Yongli. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1042-1070.

Full description at Econpapers || Download paper

2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:322268.

Full description at Econpapers || Download paper

2025Is the supermultiplier currently nil? - A replication study of Deleidi and Mazzucato (2021). (2025). Boysen-Hogrefe, Jens. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:318260.

Full description at Econpapers || Download paper

2024How does potential unemployment insurance benefit duration affect reemployment timing and wages?. (2024). Frings, Hanna ; Felder, Rahel ; Mittag, Nikolas. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306841.

Full description at Econpapers || Download paper

Zhongjun Qu is editor of

Journal
Journal of Econometric Methods

Works by Zhongjun Qu:

YearTitleTypeCited
2025Fitting Dynamically Misspecified Models: An Optimal Transportation Approach In: Papers.
[Full Text][Citation analysis]		paper0
2025Prediction Intervals for Model Averaging In: Papers.
[Full Text][Citation analysis]		paper0
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article139
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2011A Test Against Spurious Long Memory In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article105
2010A Test Against Spurious Long Memory.(2010) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2011A Test Against Spurious Long Memory.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper323
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 323		article
2006A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper140
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		article
2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper17
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2006An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper47
2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper2
2010M Tests with a New Normalization Matrix In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2015M Tests with a New Normalization Matrix.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2010Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper60
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2010Identification and Frequency Domain QML Estimation of Linearized DSGE Models In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper4
2011Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper4
2011Nonparametric Estimation and Inference on Conditional Quantile Processes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper42
2015Nonparametric estimation and inference on conditional quantile processes.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2011Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2012Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007).(2012) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		chapter
2015Global Identification in DSGE Models Allowing for Indeterminacy In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper23
2017Global Identification in DSGE Models Allowing for Indeterminacy.(2017) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2015A Composite Likelihood Framework for Analyzing Singular DSGE Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper5
2018A Composite Likelihood Framework for Analyzing Singular DSGE Models.(2018) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2015Likelihood Ratio Based Tests for Markov Regime Switching In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper18
2021Likelihood Ratio-Based Tests for Markov Regime Switching.(2021) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper5
2019Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs.(2019) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2025QR.break: An R Package for Structural Breaks in Quantile Regression In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
2012Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models In: Quantitative Economics.
[Full Text][Citation analysis]		article67
2007Searching for cointegration in a dynamic system In: Econometrics Journal.
[Full Text][Citation analysis]		article21
2006Estimating restricted structural change models In: Journal of Econometrics.
[Full Text][Citation analysis]		article77
2008Testing for structural change in regression quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article72
2021Sieve estimation of option-implied state price density In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2024Introduction to the Themed Issue: Macroeconometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2024Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article2
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal.
[Full Text][Citation analysis]		article33
2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2014Inference in dynamic stochastic general equilibrium models with possible weak identification In: Quantitative Economics.
[Full Text][Citation analysis]		article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team