Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Philip Rothman : Citation Profile


Are you Philip Rothman?

East Carolina University

12

H index

12

i10 index

475

Citations

RESEARCH PRODUCTION:

20

Articles

27

Papers

RESEARCH ACTIVITY:

   23 years (1988 - 2011). See details.
   Cites by year: 20
   Journals where Philip Rothman has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 11 (2.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro90
   Updated: 2018-02-24    RAS profile: 2016-09-11    
   Missing citations? Add them    Incorrect content? Let us know

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:

Balcilar, Mehmet (13)

Kilian, Lutz (11)

GUPTA, RANGAN (10)

Gil-Alana, Luis (9)

Ubilava, David (9)

Majumdar, Anandamayee (9)

van Dijk, Dick (9)

Miller, Stephen (9)

Franses, Philip Hans (8)

Chang, Tsangyao (7)

Barnett, William (7)

Cites to:

Hamilton, James (16)

West, Kenneth (14)

Watson, Mark (14)

Stock, James (12)

McCracken, Michael (12)

White, Halbert (8)

Kilian, Lutz (8)

Harvey, Campbell (7)

Franses, Philip Hans (6)

Clark, Todd (6)

Swanson, Norman (6)

Main data


Where Philip Rothman has published?


Journals with more than one article published# docs
Journal of Macroeconomics4
Studies in Nonlinear Dynamics & Econometrics3
Macroeconomic Dynamics2

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 (2018 and 2017)


YearTitle of citing document
2017Assessing 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

2017Local explosion modelling by non-causal process. (2017). Gourieroux, Christian ; Zakoian, Jean-Michel . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:737-756.

Full description at Econpapers || Download paper

2017Dynamic 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

2017Psychological 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

2017The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

Full description at Econpapers || Download paper

2017Momentum 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

2017Time 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

2017The 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

2017Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data. (2017). Chudik, Alexander ; Choi, Chi-Young . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:330.

Full description at Econpapers || Download paper

2017Generalizing Smooth Transition Autoregressions. (2017). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0138.

Full description at Econpapers || Download paper

2017Crises 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

2018Oil Price Shocks and Economic Growth: The Volatility Link. (2018). Maheu, John M ; Song, Yong ; Yang, Qiao . In: MPRA Paper. RePEc:pra:mprapa:83779.

Full description at Econpapers || Download paper

2017The 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

2017Technology 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:


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.
[Full Text][Citation analysis]
paper26
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: 26
paper
2008Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
1997FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
1998The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article6
1997The 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
1998FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article21
1997A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2001MULTIVARIATE STAR ANALYSIS OF MONEY OUTPUT RELATIONSHIP In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article26
1988FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers.
[Full Text][Citation analysis]
paper59
1991Further 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: 59
article
1988CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers.
[Full Text][Citation analysis]
paper4
1992A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers.
[Full Text][Citation analysis]
paper0
1993Time Irreversibility and Business Cycle Asymmetry In: Working Papers.
[Full Text][Citation analysis]
paper82
1996Time Irreversibility and Business Cycle Asymmetry..(1996) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82
article
1994Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters.
[Full Text][Citation analysis]
article20
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article27
2009An 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
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article16
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.
[Full Text][Citation analysis]
article1
1996Further evidence on the stabilization of postwar economic fluctuations In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article4
1997More Uncertainty about the Unit Root in U.S. Real GNP In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article12
1996More Uncertainty About the Unit Root in U.S. Real GNP.(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2006Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
1988THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics.
[Citation analysis]
paper37
1990The 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: 37
article
1992The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
2004An 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]
article5
2000An 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
2003An 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
2009Equity Returns and Business Cycles in Small Open Economies In: MPRA Paper.
[Full Text][Citation analysis]
paper5
1994A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
1998Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article80
1996Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 80
paper
2000A Multivariate STAR Analysis of the Relationship Between Money and Output In: Working Papers.
[Full Text][Citation analysis]
paper18
1999A 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
2000Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry In: Working Papers.
[Full Text][Citation analysis]
paper0
1996Is the Size Distribution of Income Stationary? In: Working Papers.
[Citation analysis]
paper0
1996FORTRAN Programs for Running the TR Test: A Guide and Some Examples In: Working Papers.
[Citation analysis]
paper0
1996Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers.
[Citation analysis]
paper7
1998Independence and Changes in the Size Distribution of Income In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
1998Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test In: Working Papers.
[Full Text][Citation analysis]
paper2
1999Time Irreversible Unemployment Rates In: Working Papers.
[Full Text][Citation analysis]
paper1
1999Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric In: Working Papers.
[Full Text][Citation analysis]
paper2
2005Multivariate STAR Unemployment Rate Forecasts In: Econometrics.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team