Anthony P. Rodrigues : Citation Profile


Are you Anthony P. Rodrigues?

Federal Reserve Bank of New York

6

H index

5

i10 index

367

Citations

RESEARCH PRODUCTION:

9

Articles

16

Papers

2

Books

RESEARCH ACTIVITY:

   19 years (1986 - 2005). See details.
   Cites by year: 19
   Journals where Anthony P. Rodrigues has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 4 (1.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro281
   Updated: 2020-02-16    RAS profile: 2012-04-11    
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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 Anthony P. Rodrigues.

Is cited by:

Frankel, Jeffrey (9)

Flavin, Thomas (8)

Madrian, Brigitte (6)

Krippner, Leo (6)

Klein, Michael (6)

Potter, Simon (5)

Galvão, Ana (5)

Goldberg, Linda (5)

pragidis, ioannis (5)

Chauvet, Marcelle (5)

Tsui, Albert (5)

Cites to:

Mishkin, Frederic (13)

Poterba, James (10)

Estrella, Arturo (10)

Venti, Steven (8)

Wise, David (7)

Skinner, Jonathan (5)

Gale, William (4)

Andrews, Donald (4)

Zeldes, Stephen (4)

Papke, Leslie (4)

Hubbard, Robert (4)

Main data


Where Anthony P. Rodrigues has published?


Journals with more than one article published# docs
Quarterly Review2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York5
Staff Reports / Federal Reserve Bank of New York4

Recent works citing Anthony P. Rodrigues (2018 and 2017)


YearTitle of citing document
2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018Risk-Taking Channel of Monetary Policy. (2018). Estrella, Arturo ; Shin, Hyun Song ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12677.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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2019Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47.

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2018Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583.

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2017Countercyclical retirement accounts. (2017). Love, David A. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:32-48.

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2019A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2018The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.

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2017Yield spread and the income distribution. (2017). Berisha, Edmond. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:363-377.

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2019Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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2019Asset prices with stochastic volatilities and a UIP puzzle. (2019). Lee, Eunhee. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:41-61.

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2018Expatriates as influencers in global work arrangements: Their impact on foreign-subsidiary employees’ ESOP participation. (2018). Ahrens, Carolin ; Wolff, Michael ; Oehmichen, Jana. In: Journal of World Business. RePEc:eee:worbus:v:53:y:2018:i:4:p:452-462.

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2018Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices. (2018). Kalenkoski, Charlene ; Parent, Michael ; Cardella, Eric. In: IZA Discussion Papers. RePEc:iza:izadps:dp11538.

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2017On Asymmetric Market Model with Heteroskedasticity and Quantile Regression. (2017). Chen, Cathy W. S. ; Sriboonchitta, Songsak ; Li, Muyi . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9550-3.

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2017The return of financial variables in forecasting GDP growth in the G-7. (2017). Kuosmanen, Petri ; Vataja, Juuso . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9212-7.

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2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

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2019Housing markets and macroeconomic risks. (2019). Ziemann, Volker ; Cournede, Boris ; Cavalleri, Maria Chiara. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1555-en.

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2018Forecasting US recession with the economic policy uncertainty indexes of policy categories. (2018). Kurasawa, Kazutaka. In: Economics and Business Letters. RePEc:ove:journl:aid:12012.

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2019Are yield-curve/monetary cycles’ approaches enough to predict recessions?. (2019). Silvia, John ; Bullard, Sam ; Iqbal, Azhar. In: Business Economics. RePEc:pal:buseco:v:54:y:2019:i:1:d:10.1057_s11369-018-0100-6.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017Proaktívny prístup k tvorbe súkromných dôchodkových úspor: kľúčové determinanty. (2017). Peliova, Jana ; Brokesova, Zuzana ; Brokeova, Zuzana ; Pastorakova, Erika. In: Politická ekonomie. RePEc:prg:jnlpol:v:2017:y:2017:i:6:id:1171:p:709-727.

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2017Evaluating a leading indicator: an application—the term spread. (2017). Stekler, Herman O ; Ye, Tianyu . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1200-7.

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2019New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Working Papers Series. RePEc:thk:wpaper:89.

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2019Recession Prediction with OptimalUse of Leading Indicators. (2019). Kauppi, Heikki. In: Discussion Papers. RePEc:tkk:dpaper:dp125.

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Works by Anthony P. Rodrigues:


YearTitleTypeCited
2000Is Aggregate Consumer Borrowing Consistent with the Permanent Income Hypothesis? In: Manchester School.
[Full Text][Citation analysis]
article2
1990The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series.
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paper6
1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1990The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
1995Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance.
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article8
1986A Model of Wage Contract Bargaining with Imperfect Information and Strikes In: Eastern Economic Journal.
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article0
1995Why do volatilities sometimes move together? In: Proceedings.
[Citation analysis]
article1
1990Tests of mean-variance efficiency of international equity markets In: Research Working Paper.
[Citation analysis]
paper12
1993Tests of Mean-Variance Efficiency of International Equity Markets..(1993) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
1992Tests of mean-variance efficiency of international equity markets.(1992) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1994Nonbank lenders and the credit slowdown In: Monograph.
[Citation analysis]
book1
1994Survey evidence on credit tightening and the factors behind the recent credit crunch In: Monograph.
[Citation analysis]
book1
1988Financial implications of the U.S. external deficit In: Quarterly Review.
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article2
1993Government securities investments of commercial banks In: Quarterly Review.
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article2
1988A test of international CAPM In: Research Paper.
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paper0
1986A Test of International CAPM.(1986) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
1989Conditional mean-variance efficiency of the U.S. stock market In: Research Paper.
[Citation analysis]
paper6
1989Conditional Mean-Variance Efficiency of the U.S. Stock Market.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1989U.S. external imbalances: financial strains and macroeconomic choices In: Research Paper.
[Citation analysis]
paper0
1991Financial reform and monetary control in Japan In: Research Paper.
[Citation analysis]
paper2
2000How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports.
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paper163
2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States.(2003) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 163
article
2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
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paper2
1998How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports.
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paper47
1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
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paper25
1989Tests of International CAPM with Time-Varying Covariances. In: Journal of Applied Econometrics.
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article87
1987Tests of International CAPM with Time-Varying Covariances.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper

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