Zhongjun Qu : Citation Profile

Boston University

15

H index

16

i10 index

1191

Citations

RESEARCH PRODUCTION:

22

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 62
   Journals where Zhongjun Qu has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 18 (1.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu46
   Updated: 2025-03-15    RAS profile: 2023-08-07    
   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)

Taylor, Robert (20)

Boldea, Otilia (19)

Leschinski, Christian (18)

Osborn, Denise (18)

Leybourne, Stephen (17)

GUPTA, RANGAN (16)

Bataa, Erdenebat (16)

Cites to:

Perron, Pierre (27)

Schorfheide, Frank (27)

Bai, Jushan (22)

Wouters, Raf (17)

Smets, Frank (17)

Diebold, Francis (16)

Sims, Christopher (13)

Chernozhukov, Victor (13)

Andrews, Donald (12)

Engle, Robert (11)

Del Negro, Marco (11)

Main data

Production by document typearticlepaperchapter2005200620072008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.com
Cumulative documents published200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.com

Citations received200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.com
Citations by production year200520062007200820092010201120122013201420152016201720182019202020212022202320240250500750Citations Highcharts.com

H-Index: 15Most cited documents12345678910111213141516170200400Number of citations Highcharts.com
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250305101520h-index Highcharts.com

Where Zhongjun Qu has published?

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

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

Full description at Econpapers || Download paper

2024The Spectral Approach to Linear Rational Expectations Models. (2020). 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. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2024Efficiently 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.

Full description at Econpapers || Download paper

2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

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.

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). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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

2024.

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

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

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

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). Hong, Yongmiao ; Linton, Oliver ; 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 ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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

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

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 ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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). Bouri, Elie ; Zhang, Lei ; Chen, Yan. 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

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

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

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

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

Full description at Econpapers || Download paper

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]		article138
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: 138		paper
2011A Test Against Spurious Long Memory In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article103
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: 103		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: 103		article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper309
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309		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]		paper139
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: 139		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]		paper57
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		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]		paper41
2015Nonparametric estimation and inference on conditional quantile processes.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		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]		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]		paper14
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: 14		article
2015Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper4
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: 4		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]		article74
2008Testing for structural change in regression quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article67
2021Sieve estimation of option-implied state price density In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
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]		article0
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 February, 4 2025. Contact: CitEc Team