John Campbell Robertson : Citation Profile

Are you John Campbell Robertson?

Federal Reserve Bank of Atlanta

9

H index

9

i10 index

535

Citations

RESEARCH PRODUCTION:

34

Articles

17

Papers

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 18
   Journals where John Campbell Robertson has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 11 (2.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro151
   Updated: 2023-05-27    RAS profile: 2019-08-08    
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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 John Campbell Robertson.

Is cited by:

Zha, Tao (27)

Thornton, Daniel (14)

Clark, Todd (13)

pagan, adrian (12)

Giannone, Domenico (11)

Pesaran, Mohammad (11)

Hotchkiss, Julie (11)

Waggoner, Daniel (11)

McMillin, W. (10)

Ricco, Giovanni (9)

Miranda-Agrippino, Silvia (9)

Cites to:

Sims, Christopher (22)

Litterman, Robert (15)

Zha, Tao (11)

Tallman, Ellis (7)

Evans, Charles (7)

Rudebusch, Glenn (7)

Pitts, Melinda (6)

Hotchkiss, Julie (6)

Neumark, David (5)

Kuttner, Kenneth (5)

Leeper, Eric (5)

Main data

Where John Campbell Robertson has published?

Journals with more than one article published# docs
EconSouth17
Economic Review4
Review2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta9
MPRA Paper / University Library of Munich, Germany2
1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand / Australian Agricultural and Resource Economics Society2

Recent works citing John Campbell Robertson (2022 and 2021)

YearTitle of citing document
2022A Robust Score-Driven Filter for Multivariate Time Series. (2020). Mazzocchi, Mario ; Luati, Alessandra ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2009.01517.

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2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

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2022Business cycles, financial conditions, and nonlinearities. (2022). Mendieta-Muñoz, Ivan ; Mendietamuoz, Ivan ; Sundal, Douhan. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:2:p:343-383.

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2021Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility. (2021). Yi, Mao Millie ; Aman, Ullah ; Tae-Hwy, Lee . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:1-19:n:2.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2022Conditional density forecasting: a tempered importance sampling approach. (2022). Wolf, Elias ; Paredes, Joan ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222754.

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2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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2021Output-unemployment asymmetry in Okun coefficients for OECD countries. (2021). Povaanova, Mariana ; Boda, Martin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:307-323.

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2021Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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2021Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2022The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717.

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2022On distance-type Gaussian estimation. (2022). Zografos, Konstantinos ; Castilla, Elena. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001093.

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2021Structural scenario analysis with SVARs. (2021). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:798-815.

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2022What goes around comes around: How large are spillbacks from US monetary policy?. (2022). Schumann, Ben ; Georgiadis, Georgios ; Breitenlechner, Max. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:45-60.

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2021A Large Bayesian VAR of the United States Economy. (2021). Sbordone, Argia ; Giannone, Domenico ; Eusepi, Stefano ; Crump, Richard ; Qian, Eric. In: Staff Reports. RePEc:fip:fednsr:92983.

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2021Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957.

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2021A BVAR Model for Forecasting Ukrainian Inflation. (2021). Shapovalenko, Nadiia. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2021.

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2022Some Like it Hot: Assessing Longer-Term Labor Market Benefits from a High-Pressure Economy. (2022). Moore, Robert E ; Hotchkiss, Julie L. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:5.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Papers. RePEc:inn:wpaper:2021-05.

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2021A Comparison of Approaches to Select the Informativeness of Priors in BVARs. (2021). Jan, Pruser ; Christoph, Hanck. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:241:y:2021:i:4:p:501-525:n:4.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202163.

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2021A robust approach for outlier imputation: Singular Spectrum Decomposition. (2021). Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202164.

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2021Modeling Judgment in Macroeconomic Forecasts. (2021). Franses, Philip Hans. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5.

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2022Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data. (2022). Fredrickson, Barbara L ; Kim, Younghoon ; Fisher, Zachary F ; Pipiras, Vladas. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:2:d:10.1007_s11336-021-09825-7.

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2021Density Forecast of Financial Returns Using Decomposition and Maximum Entropy. (2021). Zhang, RU ; Wang, HE ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202115.

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2021No?arbitrage priors, drifting volatilities, and the term structure of interest rates. (2021). Clark, Todd ; Carriero, Andrea ; Marcellino, Massimiliano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:495-516.

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Works by John Campbell Robertson:

YearTitleTypeCited
1988COINTEGRATION AND LONG-RUN MONETARY NEUTRALITY: A VECTOR ERROR-CORRECTION MODEL OF MONEY AND PRICE DYNAMICS IN NEW ZEALAND In: 1988 Annual Meeting, August 1-3, Knoxville, Tennessee.
[Full Text][Citation analysis]		paper1
1989A Vector Error-Correction Model of Money and Price Dynamics In New Zealand.(1989) In: 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand.
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This paper has another version. Agregated cites: 1		paper
1989CER and Australian-New Zealand Dairy Products Trade In: 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand.
[Full Text][Citation analysis]		paper0
2001Improving Federal-Funds Rate Forecasts in VAR Models Used for Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article38
1998Shocking Stories In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article28
1997The emperors new clothes: a critique of the multivariate t regression model In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
1998Some experiments in constructing a hybrid model for macroeconomic analysis In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article8
1998Data vintages and measuring forecast model performance In: Economic Review.
[Full Text][Citation analysis]		article29
1999Vector autoregressions: forecasting and reality In: Economic Review.
[Full Text][Citation analysis]		article112
2000Central bank forecasting: an international comparison In: Economic Review.
[Full Text][Citation analysis]		article6
2005Its who you are and what you do: explaining the IT industry wage premium In: Economic Review.
[Full Text][Citation analysis]		article0
2000Living in an 800 MHz economy In: EconSouth.
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2001Productivity growth, American style In: EconSouth.
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2001Always look for the disclaimer In: EconSouth.
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2001Nation and southeast set for modest recovery in 2002 In: EconSouth.
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2001Southeastern forecast: Return to growth in new year In: EconSouth.
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2002The impact of oil prices on economic activity In: EconSouth.
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2002Outlook mixed for Southeast and nation in 2003 In: EconSouth.
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2002Southeastern economy still feeling recessions effects In: EconSouth.
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2003Now and then: How different downturns affect the Southeast service sector In: EconSouth.
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2005Ill winds can’t blow U.S. economy off course In: EconSouth.
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2006Putting U.S. manufacturing in perspective In: EconSouth.
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2006I truly think smart codes are a long-term benefit, an interview with Dave Dennis, President and CEO of Specialty Contractors & Associates, Inc. In: EconSouth.
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2006Housing, energy loom large in 07 In: EconSouth.
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2006When things dont add up In: EconSouth.
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2007A look ahead: housing, energy squeezed in 08 In: EconSouth.
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2008Figuring out the oil price puzzle In: EconSouth.
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2008After rocky 2008, U.S. consumers seek stable ground in 2009 In: EconSouth.
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2002Forecasting using relative entropy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper94
2005Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking.
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2003The ups and downs of jobs in Georgia: what can we learn about employment dynamics from state administrative data? In: FRB Atlanta Working Paper.
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2004Wage gains among job changers across the business cycle:> insight from state administrative data In: FRB Atlanta Working Paper.
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2005Earnings on the information technology roller coaster: insight from matched employer-employee data In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2006Earnings on the information technology roller coaster: insight from matched employer-employee data.(2006) In: MPRA Paper.
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2006The push-pull effects of the information technology boom and bust: insight from matched employer-employee data In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper2
2006Asymmetric labor force participation decisions over the business cycle: evidence from U.S. microdata In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper9
2013High-growth firms in Georgia In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
1999Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper7
1999Improving forecasts of the federal funds rate in a policy model In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper5
1995Resolving the liquidity effect. In: Proceedings.
[Full Text][Citation analysis]		article56
1995Resolving the liquidity effect..(1995) In: Review.
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1994Resolving the Liquidity Effect..(1994) In: Australian National University - Department of Economics.
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1997Using federal funds futures rates to predict Federal Reserve actions In: Review.
[Full Text][Citation analysis]		article24
1993Inference in Multivariate Student t Models with Serial Correlation and Dynamic Heteroskedasticity. In: Australian National University - Department of Economics.
[Citation analysis]		paper0
1995Structural Models of the Liquidity Effect. In: Australian National University - Department of Economics.
[Citation analysis]		paper60
1998Structural Models Of The Liquidity Effect.(1998) In: The Review of Economics and Statistics.
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1990Monetary Impacts on Prices in the Short and Long Run: Some Evidence from New Zealand In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article40
2008The Push-Pull Effects of the Information Technology Boom and Bust In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2008The Push-Pull Effects of the Information Technology Boom and Bust.(2008) In: Economic Development Quarterly.
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2017The Effects of High Growth on New Business Survival In: The Review of Regional Studies.
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2012Asymmetric labour force participation decisions In: Applied Economics.
[Full Text][Citation analysis]		article7

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