Donald Robertson : Citation Profile


Are you Donald Robertson?

University of Cambridge

12

H index

14

i10 index

580

Citations

RESEARCH PRODUCTION:

23

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 18
   Journals where Donald Robertson has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 14 (2.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro466
   Updated: 2021-03-01    RAS profile: 2018-12-11    
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Relations with other researchers


Works with:

Dessi, Roberta (4)

Attanasi, Giuseppe (4)

Moisan, Frederic (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Donald Robertson.

Is cited by:

Pesaran, M (32)

Sarafidis, Vasilis (30)

Smith, Ronald (12)

Yamagata, Takashi (10)

Juodis, Artūras (9)

Hall, Stephen (9)

Baltagi, Badi (9)

Forchini, Giovanni (8)

Dees, Stephane (7)

Petreski, Marjan (6)

Becker, Bettina (6)

Cites to:

Pesaran, M (19)

Rogoff, Kenneth (10)

Sarafidis, Vasilis (9)

shin, yongcheol (9)

Stiglitz, Joseph (8)

Watson, Mark (8)

Bai, Jushan (7)

Reichlin, Lucrezia (7)

Reinhart, Carmen (7)

Stock, James (7)

Campbell, John (7)

Main data


Where Donald Robertson has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics4
Economic Journal3
Journal of Applied Econometrics2
Journal of Econometrics2
The Manchester School of Economic & Social Studies2
Education Economics2

Working Papers Series with more than one paper published# docs
GREDEG Working Papers / Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Universit Cte d'Azur, France2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Donald Robertson (2021 and 2020)


YearTitle of citing document
2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020Does deregulation decrease unemployment? An empirical analysis of the Spanish labour market. (2020). Cardenas, Luis ; Herrero, Daniel ; Gallego, Julian Lopez. In: International Labour Review. RePEc:bla:intlab:v:159:y:2020:i:3:p:367-396.

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2020Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Janke, Katharina ; Lee, Kevin ; Propper, Carol ; Shields, Kalvinder K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14507.

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2020The effects of maritime container transport on economic growth in the countries on the west coast of Latin America. (2020). de la Peña, Ignacio ; de la Pea, Ignacio ; Lopez-Bermudez, Beatriz ; Freire-Seoane, Maria Jesus. In: Revista CEPAL. RePEc:ecr:col070:45977.

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2020The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136.

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2020Foreign aid, institutional quality and economic growth: Evidence from the developing world. (2020). Banerjee, Rajabrata ; Cavoli, Tony ; Maruta, Admasu Asfaw. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:444-463.

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2021Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661.

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2020The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries. (2020). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830247x.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259.

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2020The impact of renewable energy consumption on income inequality: Evidence from developed countries. (2020). Tugcu, Can ; Topcu, Mert. In: Renewable Energy. RePEc:eee:renene:v:151:y:2020:i:c:p:1134-1140.

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2020Nexus of biomass energy, key determinants of economic development and environment: A fresh evidence from Asia. (2020). Abbas, Nasir ; Anwar, Sofia ; Riaz, Sabahat ; Ali, Syed Asif ; Raza, Syed Ale. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120305335.

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2020The exchange rate and export variety: A cross-country analysis with long panel estimators. (2020). Goya, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:649-665.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

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2020Dynamic Modelling of Causal Relationship between Energy Consumption, CO 2 Emission, and Economic Growth in SE Asian Countries. (2020). Chontanawat, Jaruwan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6664-:d:463692.

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2020How Knowledge Assets Affect the Learning-by-Exporting Effect: Evidence Using Panel Data for Manufacturing Firms. (2020). Sung, Bongsuk ; Kim, Hyun-Jee. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3105-:d:344805.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Hernandez, Jose Arreola ; Uddin, Gazi Salah ; Lahmiri, Salim ; Kang, Sang Hoon. In: Post-Print. RePEc:hal:journl:hal-02779489.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

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2020Dividend Growth Predictability and the Price–Dividend Ratio. (2020). Trojani, Fabio ; Piatti, Ilaria . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:130-158.

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2021The Effect of Monetary Policy on Bank Wholesale Funding. (2021). Choi, Hyun-Soo. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:388-416.

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2020Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Shields, Michael ; Lee, Kevin ; Propper, Carol ; Janke, Katharina. In: IZA Discussion Papers. RePEc:iza:izadps:dp13091.

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2021Myth or Measurement: What Does the New Minimum Wage Research Say about Minimum Wages and Job Loss in the United States?. (2021). Neumark, David ; Shirley, Peter. In: NBER Working Papers. RePEc:nbr:nberwo:28388.

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2020Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751.

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2020Banking sector development and economic growth in developing countries: a bootstrap panel Granger causality analysis. (2020). Mhadhbi, Khalil ; Bouchrika, Ali ; Terzi, Chokri. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01670-z.

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2020The effects of test scores and truancy on youth unemployment and inactivity: a simultaneous equations approach. (2020). Crouchley, Rob ; Bradley, Steve. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01691-8.

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2021General diagnostic tests for cross-sectional dependence in panels. (2021). Pesaran, Hashem M. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01875-7.

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2021Alternative estimation approaches for the factor augmented panel data model with small T. (2021). Hansen, Philipp ; Breitung, Jorg. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01948-7.

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2021A homogeneous approach to testing for Granger non-causality in heterogeneous panels. (2021). Karavias, Yiannis ; Juodis, Artras ; Sarafidis, Vasilis. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01970-9.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202013.

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2021Inflation?growth nexus in developing economies: New empirical evidence from a disaggregated approach. (2021). Worz, Julia ; Ayyoub, Muhammad . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:241-257.

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2020A cross‐section average‐based principal components approach for fixed‐T panels. (2020). Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:776-785.

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2020Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere. (2020). , Joakimwesterlund ; Petrova, Yana ; Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:7:p:960-964.

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Works by Donald Robertson:


YearTitleTypeCited
2005Permanent vs Transitory Components and Economic Fundamentals In: Birkbeck Working Papers in Economics and Finance.
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paper38
2006Permanent vs transitory components and economic fundamentals.(2006) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 38
article
2012The Predictive Space, or, If x predicts y, what does y tell us about x? In: Birkbeck Working Papers in Economics and Finance.
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paper3
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
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article41
1997Real Interest Rates and Index-Linked Gilts. In: The Manchester School of Economic & Social Studies.
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article4
1993Real Interest Rates and Index Linked Gilts.(1993) In: CEP Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
1993Real interest rates and index linked gilts.(1993) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 4
paper
2015Leverage Constraints and Real Interest Rates In: Manchester School.
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article1
2014Leverage constraints and real interest rates.(2014) In: Research Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
1993The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption. In: Oxford Bulletin of Economics and Statistics.
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article0
1994Five Weeks in the Life of the Pound. Interest Rates, Expectations and Sterlings Exit from the ERM. In: Oxford Bulletin of Economics and Statistics.
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article1
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
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article6
1995Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2008Miller and Modigliani, Predictive Return Regressions and Cointegration* In: Oxford Bulletin of Economics and Statistics.
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article0
2014The net worth trap: investment and output dynamics in the presence of financing constraints In: Research Discussion Papers.
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paper2
2013IV Estimation of Panels with Factor Residuals In: Cambridge Working Papers in Economics.
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paper32
2015IV estimation of panels with factor residuals.(2015) In: Journal of Econometrics.
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article
2010IV Estimation of Panels with Factor Residuals.(2010) In: MPRA Paper.
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paper
2016Long-Run Debt Ratios with Fiscal Fatigue In: Cambridge Working Papers in Economics.
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paper1
1997A Study of the Factors Affecting Participation in Post-compulsory, Full-time Education and Government Supported Training by 16-18 year-olds in England and Wales In: Cambridge Working Papers in Economics.
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paper1
1998The Good News and the Bad News about Long-run Stock Market Returns In: Cambridge Working Papers in Economics.
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paper3
1991Output, Inflation and the ERM In: CEP Discussion Papers.
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paper3
1992Output, Inflation and the ERM..(1992) In: Oxford Economic Papers.
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1991Some Strange Properties of Panel Data Estimators In: CEP Discussion Papers.
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paper93
1992Some Strange Properties of Panel Data Estimators..(1992) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 93
article
1993Five Weeks in the Life of the Pound: Interest Rates In: CEP Discussion Papers.
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paper0
1993Five weeks in the life of the pound: interest rates.(1993) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 0
paper
1996Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment In: CEP Discussion Papers.
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1996Self-Selection in The State School System In: CEP Discussion Papers.
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paper5
2003Self-selection in the state school system.(2003) In: Education Economics.
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This paper has another version. Agregated cites: 5
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1998Pre-School Education and Attainment in the NCDS and BCS In: CEP Discussion Papers.
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paper10
2000Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation In: CEP Discussion Papers.
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paper25
2000Factor residuals in SUR regressions: estimating panels allowing for cross sectional correlation.(2000) In: LSE Research Online Documents on Economics.
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2001Minimum Wages and Employment In: CEP Discussion Papers.
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paper7
2001Minimum wages and employment.(2001) In: LSE Research Online Documents on Economics.
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2017Public goods, role models and sucker aversion: the audience matters In: CEPR Discussion Papers.
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paper1
1990The Occupational Choice of British Children. In: Economic Journal.
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article17
1988THE OCCUPATIONAL CHOICE OF BRITISH CHILDREN.(1988) In: London School of Economics - Centre for Labour Economics.
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1992Term Structure Forecasts of Inflation. In: Economic Journal.
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article9
2003Debt, Incentives and Performance: Evidence from UK Panel Data In: Economic Journal.
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article17
2000Debt, Incentives and Performance: Evidence from UK Panel Data.(2000) In: FMG Discussion Papers.
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2009On the impact of error cross-sectional dependence in short dynamic panel estimation In: Econometrics Journal.
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article64
1996Firm behaviour under the threat of liquidation In: Journal of Economic Dynamics and Control.
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article40
2009A test of cross section dependence for a linear dynamic panel model with regressors In: Journal of Econometrics.
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article96
2007Maximum likelihood factor analysis with rank-deficient sample covariance matrices In: Journal of Multivariate Analysis.
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article8
2019Public Goods and Future Audiences: Acting as Role Models? In: GREDEG Working Papers.
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paper1
2019Public goods and future audiences: acting as role models?.(2019) In: TSE Working Papers.
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2020The Italian North-South Divide in Perceived Dishonesty: A Matter of Trust? In: GREDEG Working Papers.
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1997Measuring Economic Convergence. In: International Journal of Finance & Economics.
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article18
1997Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994. In: The Journal of Real Estate Finance and Economics.
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article2
2004Inside the black box: permanent vs transitory components and economic fundamentals In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper1
2014GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels In: MPRA Paper.
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paper4
1994Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission In: School of Economics Discussion Papers.
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1999Pre-school Education and Attainment in the National Child Developement Study and British Cohort Study In: Education Economics.
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2006Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions In: The Review of Economics and Statistics.
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article14
2016What univariate models tell us about multivariate macroeconomic models In: EMF Research Papers.
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1998THE DEGREE OF CONVERGENCE WITHIN THE EMS In: World Scientific Book Chapters.
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