Philip Rothman : Citation Profile


Are you Philip Rothman?

East Carolina University

12

H index

13

i10 index

605

Citations

RESEARCH PRODUCTION:

26

Articles

29

Papers

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 21
   Journals where Philip Rothman has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 13 (2.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro90
   Updated: 2022-05-14    RAS profile: 2021-03-19    
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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 Philip Rothman.

Is cited by:

Gil-Alana, Luis (14)

Zanetti Chini, Emilio (14)

Balcilar, Mehmet (13)

Kilian, Lutz (12)

Caporale, Guglielmo Maria (11)

GUPTA, RANGAN (11)

Majumdar, Anandamayee (9)

Ubilava, David (9)

Miller, Stephen (9)

van Dijk, Dick (9)

Chang, Tsangyao (9)

Cites to:

Hamilton, James (19)

Kilian, Lutz (18)

Watson, Mark (13)

Stock, James (12)

West, Kenneth (11)

McCracken, Michael (9)

Clark, Todd (9)

barsky, robert (7)

Diebold, Francis (7)

White, Halbert (7)

Marcellino, Massimiliano (6)

Main data


Where Philip Rothman has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics5
Journal of Macroeconomics4
Journal of Money, Credit and Banking3
Macroeconomic Dynamics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Working Papers / C.V. Starr Center for Applied Economics, New York University4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Philip Rothman (2021 and 2020)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2020A Second Order Cumulant Spectrum Based Test for Strict Stationarity. (2018). Roberts, Denisa ; Hinich, Melvin ; Patterson, Douglas . In: Papers. RePEc:arx:papers:1801.06727.

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2022Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

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2020Stall Speed and Escape Velocity: Empty Metaphors or Empirical Realities?. (2020). Diggle, Paul ; Bartholomew, Luke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14290.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2021The Integrated Copula Spectrum. (2021). Hallin, Marc ; Dette, Holger ; Volgushev, Stanislav ; van Hecke, Ria ; Kley, Tobias ; Goto, Yuichi. In: Working Papers ECARES. RePEc:eca:wpaper:2013/335426.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302514.

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2021Time-varying model averaging. (2021). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang ; Lee, Tae-Hwy. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:974-992.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2021U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis. (2021). Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:88-95.

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2021Asset pricing in the Middle East’s equity markets. (2021). Waqas, Muhammad ; Li, Jing ; Hearn, Bruce ; Mykhayliv, Dariya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000561.

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2020Oil price shocks and economic growth: The volatility link. (2020). Maheu, John ; Yang, Qiao ; Song, Yong. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:570-587.

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2020A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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2021Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Bachmeier, Lance J ; Pozo, Veronica F. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040.

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2021The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.

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2020Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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2020Does the Euro–Mediterranean Partnership contribute to regional integration?. (2020). Boubaker, Sabri ; ben Slimane, Faten ; Jouini, Jamel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:328-348.

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2020Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2021The asymmetric effects of changes in price and income on renewable and nonrenewable energy. (2021). Tatolu, Ferda Yerdelen ; En, Huseyin. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:144-152.

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2021Understanding the credit cycle and business cycle dynamics in India. (2021). Bekiros, Stelios ; Ahmad, Wasim ; Saini, Seema. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:988-1006.

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2020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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2021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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2020Time Varying Stock MarketIntegration and DiversificationOpportunities within Emergingand Frontier Markets. (2020). Ur, Mobeen ; Kashif, Muhammad ; Salahuddin, Sultan. In: Public Finance Quarterly. RePEc:pfq:journl:v:65:y:2020:i:2:p:168-195.

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2020Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705.

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2020A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State. (2020). Cassim, Lucius. In: MPRA Paper. RePEc:pra:mprapa:101453.

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2021Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7.

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2020On Using Triples to Assess Symmetry Under Weak Dependence. (2020). Vavra, Marian ; Psaradakis, Zacharias. In: Working and Discussion Papers. RePEc:svk:wpaper:1075.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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Works by Philip Rothman:


YearTitleTypeCited
1994Nonlinear Monetary Dynamics: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
2010Oil and US GDP: A real-time out-of-sample examination In: Working Paper.
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paper47
2011Oil and US GDP: A Real-Time out-of Sample Examination.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2013Oil and U.S. GDP: A Real-Time Out-of-Sample Examination.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 47
article
2013Oil and U.S. GDP: A Real?Time Out?of?Sample Examination.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 47
article
2008Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics.
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article6
1997FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2016Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2016Oil-price density forecasts of US GDP In: Studies in Nonlinear Dynamics & Econometrics.
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article12
1998The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics.
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article7
1997The Current Depth of Recession and Unemployment Rate Forecasts.(1997) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
1998FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics.
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article22
1997A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2001MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP In: Macroeconomic Dynamics.
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article28
1988FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers.
[Citation analysis]
paper68
1991Further evidence on the asymmetric behavior of unemployment rates over the business cycle.(1991) In: Journal of Macroeconomics.
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article
1988CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers.
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paper7
1992A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers.
[Citation analysis]
paper1
1993Time Irreversibility and Business Cycle Asymmetry In: Working Papers.
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paper110
1996Time Irreversibility and Business Cycle Asymmetry..(1996) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 110
article
1994Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters.
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article23
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
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article36
2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 36
paper
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
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article24
2007Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series.
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This paper has another version. Agregated cites: 24
paper
1995Chaotic dynamics. Theory and applications to economics : Alfredo Medio, (Cambridge University Press, Cambridge 1992) pp. xv + 344, $54.95 In: Journal of Economic Behavior & Organization.
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article2
1996Further evidence on the stabilization of postwar economic fluctuations In: Journal of Macroeconomics.
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article4
1997More Uncertainty about the Unit Root in U.S. Real GNP In: Journal of Macroeconomics.
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article12
1996More Uncertainty About the Unit Root in U.S. Real GNP.(1996) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2006Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics.
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article0
1999A multivariate STAR analysis of the relationship between money and output In: Econometric Institute Research Papers.
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paper18
2000A Multivariate STAR Analysis of the Relationship Between Money and Output.(2000) In: Working Papers.
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paper
1999A Multivariate STAR Analysis of the Relationship Between Money and Output.(1999) In: Working Papers.
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paper
1988THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics.
[Citation analysis]
paper42
1990The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications..(1990) In: International Economic Review.
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article
1992The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics.
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article6
2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
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article9
2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2013Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking.
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article
2004An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods In: Economic Inquiry.
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article5
2000An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2000) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2003An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2003) In: Working Papers.
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paper
1994A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters.
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article4
1998Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics.
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article93
1996Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers.
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This paper has another version. Agregated cites: 93
paper
2000Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry In: Working Papers.
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1996Is the Size Distribution of Income Stationary? In: Working Papers.
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paper0
1996FORTRAN Programs for Running the TR Test: A Guide and Some Examples In: Working Papers.
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paper0
1996Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers.
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paper9
1998Independence and Changes in the Size Distribution of Income In: Working Papers.
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paper0
1998Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited In: Working Papers.
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paper0
1998Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test In: Working Papers.
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paper2
1999Time Irreversible Unemployment Rates In: Working Papers.
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paper2
1999Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric In: Working Papers.
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paper2
2005Multivariate STAR Unemployment Rate Forecasts In: Econometrics.
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paper0

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