11
H index
12
i10 index
458
Citations
Philip Rothman : Citation Profile
East Carolina University | RESEARCH PRODUCTION: 20 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1988 - 2011). 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:
| Cites to:
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Main data
Where Philip Rothman has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Macroeconomics | 4 |
| Studies in Nonlinear Dynamics & Econometrics | 3 |
| Macroeconomic Dynamics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / C.V. Starr Center for Applied Economics, New York University | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Philip Rothman (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2017 | Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle . In: Discussion Papers. RePEc:bca:bocadp:17-5. Full description at Econpapers || Download paper |
| 2016 | Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey. (2016). Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:343-346:n:9. Full description at Econpapers || Download paper |
| 2016 | On the estimation of short memory components in long memory time series models. (2016). George, Kapetanios ; Richard, Baillie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:365-375:n:8. Full description at Econpapers || Download paper |
| 2016 | Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7. Full description at Econpapers || Download paper |
| 2016 | The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743. Full description at Econpapers || Download paper |
| 2016 | Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration. (2016). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Yang, Hong-Lue . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:51:y:2016:i:c:p:86-89. Full description at Econpapers || Download paper |
| 2016 | On business cycle fluctuations in USA macroeconomic time series. (2016). Kiani, Khurshid. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:179-186. Full description at Econpapers || Download paper |
| 2016 | Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37. Full description at Econpapers || Download paper |
| 2016 | Forecasting unemployment across countries: The ins and outs. (2016). Garda, Paula ; Barnichon, Régis. In: European Economic Review. RePEc:eee:eecrev:v:84:y:2016:i:c:p:165-183. Full description at Econpapers || Download paper |
| 2017 | Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173. Full description at Econpapers || Download paper |
| 2017 | Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper |
| 2016 | Financial development and economic growth in MENA countries. (2016). Mroua, Mourad ; Abid, Fathi ; Bahloul, Slah . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:6:p:1099-1117. Full description at Econpapers || Download paper |
| 2017 | Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112. Full description at Econpapers || Download paper |
| 2017 | Time varying international financial integration for GCC stock markets. (2017). Mishra, Anil ; Alotaibi, Abdullah R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:66-78. Full description at Econpapers || Download paper |
| 2016 | Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:107-120. Full description at Econpapers || Download paper |
| 2017 | The ENSO Effect and Asymmetries in Wheat Price Dynamics. (2017). Ubilava, David. In: World Development. RePEc:eee:wdevel:v:96:y:2017:i:c:p:490-502. Full description at Econpapers || Download paper |
| 2016 | Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions. (2016). Stasinakis, Charalampos ; Karathanasopoulos, Andreas ; Sermpinis, Georgios . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-014-9479-y. Full description at Econpapers || Download paper |
| 2016 | Stock Markets under the Changing Terms of Trade. (2016). Zyamalov, Vadim ; Turuntseva, Marina. In: Journal of the New Economic Association. RePEc:nea:journl:y:2016:i:31:p:93-109. Full description at Econpapers || Download paper |
| 2016 | Generalizing smooth transition autoregressions. (2016). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0114. Full description at Econpapers || Download paper |
| 2017 | Generalizing Smooth Transition Autoregressions. (2017). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0138. Full description at Econpapers || Download paper |
| 2016 | Local Explosion Modelling by Noncausal Process. (2016). Zakoian, Jean-Michel ; gourieroux, christian. In: MPRA Paper. RePEc:pra:mprapa:71105. Full description at Econpapers || Download paper |
| 2016 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:74922. Full description at Econpapers || Download paper |
| 2017 | Crises and mortality: Does the level of unemployment matter?. (2017). Laliotis, Ioannis ; Stavropoulou, Charitini . In: MPRA Paper. RePEc:pra:mprapa:77873. Full description at Econpapers || Download paper |
| 2016 | More than 20 years of chaos in economics. (2016). Faggini, Marisa ; Parziale, Anna . In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:15:y:2016:i:1:d:10.1007_s11299-015-0164-1. Full description at Econpapers || Download paper |
| 2016 | Testing for Poisson arrivals in INAR(1) processes. (2016). Weiss, Christian H ; Schweer, Sebastian . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:3:d:10.1007_s11749-015-0466-y. Full description at Econpapers || Download paper |
| 2016 | Testing for Symmetry in Weakly Dependent Time Series. (2016). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-18. Full description at Econpapers || Download paper |
| 2017 | The ENSO Effect and Asymmetries in Wheat Price Dynamics. (2017). Ubilava, David. In: Working Papers. RePEc:syd:wpaper:2014-06. Full description at Econpapers || Download paper |
| 2017 | Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices. (2017). Donadelli, Michael ; Curatola, Giuliano ; Gruning, Patrick . In: SAFE Working Paper Series. RePEc:zbw:safewp:163. Full description at Econpapers || Download paper |
Works by Philip Rothman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | Nonlinear Monetary Dynamics: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 2010 | Oil and US GDP: A real-time out-of-sample examination In: Working Paper. [Full Text][Citation analysis] | paper | 24 |
| 2011 | Oil 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: 24 | paper | |
| 2008 | Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1997 | FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1998 | The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1997 | The Current Depth of Recession and Unemployment Rate Forecasts.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1998 | FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
| 1997 | A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2001 | MULTIVARIATE STAR ANALYSIS OF MONEY OUTPUT RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 25 |
| 1988 | FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers. [Full Text][Citation analysis] | paper | 58 |
| 1991 | Further evidence on the asymmetric behavior of unemployment rates over the business cycle.(1991) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 1988 | CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1992 | A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Time Irreversibility and Business Cycle Asymmetry In: Working Papers. [Full Text][Citation analysis] | paper | 78 |
| 1996 | Time Irreversibility and Business Cycle Asymmetry..(1996) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
| 1994 | Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
| 2010 | An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
| 2009 | An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2008 | Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 1995 | Chaotic dynamics. Theory and applications to economics : Alfredo Medio, (Cambridge University Press, Cambridge 1992) pp. xv + 344, $54.95 In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
| 1996 | Further evidence on the stabilization of postwar economic fluctuations In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 1997 | More Uncertainty about the Unit Root in U.S. Real GNP In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 11 |
| 1996 | More Uncertainty About the Unit Root in U.S. Real GNP.(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2006 | Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1988 | THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics. [Citation analysis] | paper | 36 |
| 1990 | The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications..(1990) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
| 1992 | The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2004 | An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods In: Economic Inquiry. [Full Text][Citation analysis] | article | 5 |
| 2000 | An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2003 | An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | Equity Returns and Business Cycles in Small Open Economies In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 1994 | A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1998 | Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 76 |
| 1996 | Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2000 | A Multivariate STAR Analysis of the Relationship Between Money and Output In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 1999 | A Multivariate STAR Analysis of the Relationship Between Money and Output.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2000 | Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Is the Size Distribution of Income Stationary? In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | FORTRAN Programs for Running the TR Test: A Guide and Some Examples In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers. [Citation analysis] | paper | 7 |
| 1998 | Independence and Changes in the Size Distribution of Income In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Time Irreversible Unemployment Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Multivariate STAR Unemployment Rate Forecasts In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
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