12
H index
13
i10 index
605
Citations
Philip Rothman : Citation Profile
East Carolina University | RESEARCH PRODUCTION: 26 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1988 - 2016). 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 |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 5 |
| Journal of Macroeconomics | 4 |
| Journal of Money, Credit and Banking | 3 |
| Macroeconomic Dynamics | 2 |
| Journal of Money, Credit and Banking | 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper |
| 2020 | A Second Order Cumulant Spectrum Based Test for Strict Stationarity. (2018). Roberts, Denisa ; Hinich, Melvin ; Patterson, Douglas . In: Papers. RePEc:arx:papers:1801.06727. Full description at Econpapers || Download paper |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper |
| 2021 | Quantifying 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. Full description at Econpapers || Download paper |
| 2021 | Quantifying 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. Full description at Econpapers || Download paper |
| 2021 | Tackling 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. Full description at Econpapers || Download paper |
| 2020 | Stall Speed and Escape Velocity: Empty Metaphors or Empirical Realities?. (2020). Diggle, Paul ; Bartholomew, Luke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14290. Full description at Econpapers || Download paper |
| 2021 | Expecting 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2020 | Country 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. Full description at Econpapers || Download paper |
| 2020 | Crude 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. Full description at Econpapers || Download paper |
| 2021 | Time-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. Full description at Econpapers || Download paper |
| 2020 | Crude 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. Full description at Econpapers || Download paper |
| 2021 | U.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. Full description at Econpapers || Download paper |
| 2021 | Asset 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. Full description at Econpapers || Download paper |
| 2020 | Oil 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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2021 | Are 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2020 | Crude 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. Full description at Econpapers || Download paper |
| 2020 | Does 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. Full description at Econpapers || Download paper |
| 2020 | Using 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. Full description at Econpapers || Download paper |
| 2020 | Fundamentals 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Understanding 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. Full description at Econpapers || Download paper |
| 2020 | Prediction 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. Full description at Econpapers || Download paper |
| 2021 | Unemployment 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. Full description at Econpapers || Download paper |
| 2020 | Time 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. Full description at Econpapers || Download paper |
| 2020 | Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2021 | Crude 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. Full description at Econpapers || Download paper |
| 2020 | On Using Triples to Assess Symmetry Under Weak Dependence. (2020). Vavra, Marian ; Psaradakis, Zacharias. In: Working and Discussion Papers. RePEc:svk:wpaper:1075. Full description at Econpapers || Download paper |
| 2021 | Quantifying 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. 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 | 47 |
| 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: 47 | paper | |
| 2013 | Oil and U.S. GDP: A Real-Time Out-of-Sample Examination.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 2013 | Oil and U.S. GDP: A Real?Time Out?of?Sample Examination.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 2008 | Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1997 | FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Oil-price density forecasts of US GDP In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1998 | The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 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: 7 | paper | |
| 1998 | FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 22 |
| 1997 | A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2001 | MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 28 |
| 1988 | FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers. [Citation analysis] | paper | 68 |
| 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: 68 | article | |
| 1988 | CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers. [Citation analysis] | paper | 7 |
| 1992 | A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers. [Citation analysis] | paper | 1 |
| 1993 | Time Irreversibility and Business Cycle Asymmetry In: Working Papers. [Citation analysis] | paper | 110 |
| 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: 110 | article | |
| 1994 | Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 23 |
| 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 | 36 |
| 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: 36 | paper | |
| 2008 | Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
| 2007 | Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 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 | 2 |
| 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 | 12 |
| 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: 12 | paper | |
| 2006 | Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1999 | A multivariate STAR analysis of the relationship between money and output In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 18 |
| 2000 | A Multivariate STAR Analysis of the Relationship Between Money and Output.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 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 | |
| 1988 | THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics. [Citation analysis] | paper | 42 |
| 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: 42 | article | |
| 1992 | The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2013 | Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 9 |
| 2009 | Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2013 | Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 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 | |
| 1994 | A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1998 | Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 93 |
| 1996 | Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 93 | 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 | 9 |
| 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 | 2 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team