Zhongjun Qu : Citation Profile

Are you Zhongjun Qu?

Boston University

15

H index

16

i10 index

1153

Citations

RESEARCH PRODUCTION:

22

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 60
   Journals where Zhongjun Qu has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 18 (1.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu46
   Updated: 2024-07-05    RAS profile: 2023-08-07    
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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 Zhongjun Qu.

Is cited by:

Perron, Pierre (129)

Rodríguez, Gabriel (36)

Yamamoto, Yohei (30)

Sibbertsen, Philipp (28)

Taylor, Robert (20)

Boldea, Otilia (19)

Leschinski, Christian (18)

Osborn, Denise (18)

Leybourne, Stephen (17)

Bataa, Erdenebat (16)

GUPTA, RANGAN (16)

Cites to:

Schorfheide, Frank (27)

Perron, Pierre (27)

Bai, Jushan (22)

Wouters, Raf (17)

Smets, Frank (17)

Diebold, Francis (16)

Chernozhukov, Victor (13)

Sims, Christopher (13)

Andrews, Donald (12)

Del Negro, Marco (11)

Engle, Robert (11)

Main data

Where Zhongjun Qu has published?

Journals with more than one article published# docs
Journal of Econometrics5
The Review of Economics and Statistics2
Journal of Business & Economic Statistics2
Journal of Business & Economic Statistics2
The Review of Economic Studies2

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

Recent works citing Zhongjun Qu (2024 and 2023)

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 ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2023Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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

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

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

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2023Multikink quantile regression for longitudinal data with application to progesterone data analysis. (2023). Zou, Changliang ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:747-760.

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2023.

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2023.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11.

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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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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.

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2023Nonparametric inference on smoothed quantile regression process. (2023). Su, Wen ; Shen, Guohao ; Lin, Yuanyuan ; Hao, Meiling. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002250.

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2023Impulse response function analysis for Markov switching var models. (2023). Cavicchioli, Maddalena. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003828.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Asymptotic properties of Bayesian inference in linear regression with a structural break. (2023). Shimizu, Kenichi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:202-219.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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2023Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657.

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

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

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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.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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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.

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2023Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517.

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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.

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2023Historical performance of rule-like monetary policy. (2023). Teryoshin, Yevgeniy. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001693.

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2023Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122.

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2023A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

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2023A lack-of-fit test for quantile regression process models. (2023). Wang, Caixing ; Liu, Qiaochu ; Feng, Xingdong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001936.

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2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

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2023Change-point estimators with the weighted objective function when estimating breaks one at a time. (2023). 黒住, 英司, ; Kurozumi, Eiji ; 田柳, 俊和, ; Tayanagi, Toshikazu. In: Discussion Papers. RePEc:hit:econdp:2023-04.

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2023Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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

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2023Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z.

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2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

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2023Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.

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2023Estimation and Testing in Multivariate Generalized Ornstein-Uhlenbeck Processes with Change-Points. (2023). Nkurunziza, Severien. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-021-00251-6.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z.

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2023A general procedure for change-point detection in multivariate time series. (2023). Kengne, William ; Diop, Mamadou Lamine. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00824-z.

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2023Negotiating the Wilderness of Bounded Rationality through Robust Policy. (2023). Levine, Paul ; Pham, Son ; Mirza, Afrasiab ; Deak, Szabolcs. In: School of Economics Discussion Papers. RePEc:sur:surrec:0223.

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2023Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908.

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2023Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189.

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Works by Zhongjun Qu:

YearTitleTypeCited
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article135
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: 135		paper
2011A Test Against Spurious Long Memory In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article101
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: 101		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: 101		article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper302
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 302		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]		paper138
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: 138		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]		paper53
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		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]		paper38
2015Nonparametric estimation and inference on conditional quantile processes.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		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]		paper20
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: 20		article
2015A Composite Likelihood Framework for Analyzing Singular DSGE Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper4
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: 4		article
2015Likelihood Ratio Based Tests for Markov Regime Switching In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper10
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: 10		article
2015Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper3
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: 3		article
2012Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models In: Quantitative Economics.
[Full Text][Citation analysis]		article55
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]		article73
2008Testing for structural change in regression quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
2021Sieve estimation of option-implied state price density 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]		article0
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]		article32
2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2014Inference in dynamic stochastic general equilibrium models with possible weak identification In: Quantitative Economics.
[Full Text][Citation analysis]		article20

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