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Zhongjun Qu : Citation Profile


Are you Zhongjun Qu?

Boston University

11

H index

11

i10 index

550

Citations

RESEARCH PRODUCTION:

16

Articles

18

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 45
   Journals where Zhongjun Qu has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 15 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu46
   Updated: 2018-02-17    RAS profile: 2018-02-06    
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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 (63)

Rodríguez, Gabriel (26)

Taylor, Robert (15)

Yamamoto, Yohei (12)

Boldea, Otilia (10)

Leschinski, Christian (10)

Minford, A. Patrick (10)

Wolters, Maik (9)

Bataa, Erdenebat (9)

GUPTA, RANGAN (9)

Kruse, Robinson (9)

Cites to:

Perron, Pierre (22)

Bai, Jushan (19)

Granger, Clive (13)

Chernozhukov, Victor (12)

Schorfheide, Frank (10)

Andrews, Donald (9)

Phillips, Peter (8)

Diebold, Francis (8)

Engle, Robert (7)

Hansen, Lars (7)

Ploberger, Werner (7)

Main data


Where Zhongjun Qu has published?


Journals with more than one article published# docs
Journal of Econometrics4
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 (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano . In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2017Conditional Quantile Processes based on Series or Many Regressors. (2017). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Oka, Tatsushi ; Perron, Pierre . In: Papers. RePEc:arx:papers:1606.00092.

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2017Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes. (2017). Chernozhukov, Victor ; Wuthrich, Kaspar ; Melly, Blaise ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1608.05142.

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2017Nonparametric Regressions with Thresholds: Identification and Estimations. (2017). Chiou, Yan-Yu ; Chen, Jau-Er . In: Papers. RePEc:arx:papers:1705.09418.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto . In: Working Papers. RePEc:bde:wpaper:1717.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2017Testing for a Change in Mean under Fractional Integration. (2017). Iacone, Fabrizio ; Fabrizio, Iacone ; Taylor, Robert ; Stephen, Leybourne . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:8:n:2.

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2017Uncertainty Across Volatility Regimes. (2018). Angelini, Giovanni ; Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2017A continuous threshold expectile model. (2017). Zhang, Feipeng ; Li, Qunhua . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:49-66.

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2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

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2017A Monte Carlo procedure for checking identification in DSGE models. (2017). Minford, A. Patrick ; Meenagh, David ; Wickens, Michael ; Phuong, VO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:202-210.

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2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions. (2017). Eksi, Ozan ; Onur, Bedri Kamil . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2017An analytical approach to new Keynesian models under the fiscal theory. (2017). Tan, Fei. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:133-137.

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2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Guerron, Pablo ; Inoue, Atsushi ; Guerron-Quintana, Pablo . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2017Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

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2017Fractional order statistic approximation for nonparametric conditional quantile inference. (2017). Kaplan, David ; Goldman, Matt . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:331-346.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2017Learning can generate long memory. (2017). Chevillon, Guillaume ; Mavroeidis, Sophocles . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

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2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). García Enríquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

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2017Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Guillen, Montserrat ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2017Fines versus prison for the issuance of bad checks: Evidence from a policy shift in Turkey. (2017). Orman, Cuneyt ; Gurdal, Mehmet Y ; Eksi, Ozan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:143:y:2017:i:c:p:9-27.

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2017Volatility Dynamics of Precious Metals: Evidence from Russia. (2017). Kirkulak, Berna ; Lkhamazhapov, Zorikto ; Kirkulak-Uludag, Berna . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:300-317.

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2017Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290.

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2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

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2017Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Quineche, Ricardo . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932.

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2017Unit Roots and Structural Breaks. (2017). Perron, Pierre. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:22-:d:100001.

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2017Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates. (2017). Leschinski, Christian ; Rinke, Saskia ; Busch, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-584.

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2017Origins of Spurious Long Memory. (2017). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-595.

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2017The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601.

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2017Confidence Sets for the Date of a Mean Shift at the End of a Sample. (2017). Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-06.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Discussion Paper Series. RePEc:iek:wpaper:1704.

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2017Railroad Infrastructure Investments and Economic Development in the Antebellum United States. (2017). Pereira, Rui ; Hausman, William J. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:1-16.

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2017South Africa’s inflation persistence: a quantile regression framework. (2017). Ranjbar, Omid ; GUPTA, RANGAN ; Jooste, Charl. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:4:d:10.1007_s10644-016-9192-z.

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2017Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England. (2017). Chavas, Jean-Paul ; Falco, Salvatore . In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:2:d:10.1007_s10640-015-9987-9.

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2017Lower volatility, higher inequality: are they related?. (2017). Eksiby, Ozan. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:69:y:2017:i:4:p:847-869..

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2017Structural change in non-stationary AR(1) models. (2017). CHONG, Terence Tai Leung ; Liang, Yanling ; Zhang, Danna ; Pang, Tianxiao . In: MPRA Paper. RePEc:pra:mprapa:80510.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:80775.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2017Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun. In: MPRA Paper. RePEc:pra:mprapa:83617.

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2017Explaining the Historic Rise in Financial Profits in the US Economy. (2017). Lapavitsas, Costas ; Mendieta-Muoz, Ivan. In: Working Papers. RePEc:soa:wpaper:205.

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2017Composite change point estimation for bent line quantile regression. (2017). Zhang, Liwen ; Zhu, Zhongyi ; Wang, Huixia Judy . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0538-5.

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2017Are state–local government expenditures converging? New evidence based on sequential unit root tests. (2017). Mahdavi, Saeid ; Westerlund, Joakim . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1123-3.

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2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). Rodríguez, Gabriel ; Alvaro, Dennis ; Guillen, Angel . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0271-z.

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2017Explaining the Historic Rise in Financial Profits in the U.S. Economy JEL Classification: E11, E44, G20. (2017). Mendieta-Muoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2017_06.

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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]
article81
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 another version. Agregated cites: 81
paper
2011A Test Against Spurious Long Memory In: Journal of Business & Economic Statistics.
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article53
2010A Test Against Spurious Long Memory.(2010) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 53
paper
2011A Test Against Spurious Long Memory.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper136
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
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This paper has another version. Agregated cites: 136
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]
paper79
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
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This paper has another version. Agregated cites: 79
article
2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper11
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
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This paper has another version. Agregated cites: 11
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]
paper5
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]
paper27
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]
paper0
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.
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This paper has another version. Agregated cites: 1
article
2010Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper21
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 21
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]
paper2
2011Nonparametric Estimation and Inference on Conditional Quantile Processes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper8
2015Nonparametric estimation and inference on conditional quantile processes.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 8
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.
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paper5
2015Global Identification in DSGE Models Allowing for Indeterminacy In: Boston University - Department of Economics - Working Papers Series.
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paper3
2017Global Identification in DSGE Models Allowing for Indeterminacy.(2017) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 3
article
2015A Composite Likelihood Framework for Analyzing Singular DSGE Models In: Boston University - Department of Economics - Working Papers Series.
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paper1
2015Likelihood Ratio Based Tests for Markov Regime Switching In: Boston University - Department of Economics - Working Papers Series.
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paper0
2015Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs In: Boston University - Department of Economics - Working Papers Series.
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paper0
2012Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models In: Quantitative Economics.
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article15
2007Searching for cointegration in a dynamic system In: Econometrics Journal.
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article9
2006Estimating restricted structural change models In: Journal of Econometrics.
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article43
2008Testing for structural change in regression quantiles In: Journal of Econometrics.
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article26
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal.
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article12
2014Inference in dynamic stochastic general equilibrium models with possible weak identification In: Quantitative Economics.
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article8

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