Philip Rothman : Citation Profile


Are you Philip Rothman?

East Carolina University

11

H index

12

i10 index

458

Citations

RESEARCH PRODUCTION:

20

Articles

27

Papers

RESEARCH ACTIVITY:

   23 years (1988 - 2011). See details.
   Cites by year: 19
   Journals where Philip Rothman has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 11 (2.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro90
   Updated: 2017-10-14    RAS profile: 2016-09-11    
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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 Philip Rothman.

Is cited by:

Balcilar, Mehmet (13)

Kilian, Lutz (11)

GUPTA, RANGAN (10)

van Dijk, Dick (9)

Ubilava, David (9)

Majumdar, Anandamayee (9)

Miller, Stephen (9)

Gil-Alana, Luis (8)

Franses, Philip Hans (8)

Serletis, Apostolos (7)

Barnett, William (7)

Cites to:

Hamilton, James (16)

Watson, Mark (14)

West, Kenneth (14)

McCracken, Michael (12)

Stock, James (12)

White, Halbert (8)

Kilian, Lutz (8)

Harvey, Campbell (7)

Clark, Todd (6)

Marcellino, Massimiliano (6)

Franses, Philip Hans (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 (2017 and 2016)


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.

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2016Introduction 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.

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2016On 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.

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2016Oil-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.

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2016The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743.

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2016Revisiting 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.

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2016On 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.

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2016Fractional 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.

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2016Forecasting 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.

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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.

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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.

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2016Financial 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.

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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.

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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.

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2016Stock 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.

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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.

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2016Forecasting 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.

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2016Stock 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.

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2016Generalizing smooth transition autoregressions. (2016). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0114.

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

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2016Local Explosion Modelling by Noncausal Process. (2016). Zakoian, Jean-Michel ; gourieroux, christian. In: MPRA Paper. RePEc:pra:mprapa:71105.

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2016Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:74922.

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2017Crises and mortality: Does the level of unemployment matter?. (2017). Laliotis, Ioannis ; Stavropoulou, Charitini . In: MPRA Paper. RePEc:pra:mprapa:77873.

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2016More 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.

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2016Testing 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.

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2016Testing for Symmetry in Weakly Dependent Time Series. (2016). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-18.

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2017The ENSO Effect and Asymmetries in Wheat Price Dynamics. (2017). Ubilava, David. In: Working Papers. RePEc:syd:wpaper:2014-06.

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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.

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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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paper24
2011Oil and US GDP: A Real-Time out-of Sample Examination.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 24
paper
2008Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics.
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article5
1997FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics.
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article0
1998The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics.
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article6
1997The Current Depth of Recession and Unemployment Rate Forecasts.(1997) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
1998FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics.
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article19
1997A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2001MULTIVARIATE STAR ANALYSIS OF MONEY OUTPUT RELATIONSHIP In: Macroeconomic Dynamics.
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article25
1988FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers.
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paper58
1991Further evidence on the asymmetric behavior of unemployment rates over the business cycle.(1991) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 58
article
1988CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers.
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paper4
1992A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers.
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paper0
1993Time Irreversibility and Business Cycle Asymmetry In: Working Papers.
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paper78
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: 78
article
1994Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters.
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article21
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
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article27
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: 27
paper
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
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article15
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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article1
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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article11
1996More 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
2006Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics.
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article0
1988THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics.
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paper36
1990The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications..(1990) In: International Economic Review.
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This paper has another version. Agregated cites: 36
article
1992The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics.
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article4
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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This paper has another version. Agregated cites: 5
paper
2009Equity Returns and Business Cycles in Small Open Economies In: MPRA Paper.
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paper5
1994A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters.
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article3
1998Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics.
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article76
1996Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers.
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This paper has another version. Agregated cites: 76
paper
2000A Multivariate STAR Analysis of the Relationship Between Money and Output In: Working Papers.
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paper18
1999A Multivariate STAR Analysis of the Relationship Between Money and Output.(1999) In: Working Papers.
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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.
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paper0
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.
[Citation analysis]
paper0
1996Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers.
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paper7
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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paper0
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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