Til Schuermann : Citation Profile

21

H index

26

i10 index

2837

Citations

RESEARCH PRODUCTION:

32

Articles

51

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 91
   Journals where Til Schuermann has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 30 (1.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc73
   Updated: 2025-04-19    RAS profile: 2024-07-04    
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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 Til Schuermann.

Is cited by:

Pesaran, Mohammad (139)

Chudik, Alexander (73)

Feldkircher, Martin (49)

Mohaddes, Kamiar (42)

Huber, Florian (42)

Rebucci, Alessandro (36)

Lucas, Andre (26)

Michaelides, Panayotis (22)

Dees, Stephane (21)

Konstantakis, Konstantinos (21)

Cesa-Bianchi, Ambrogio (21)

Cites to:

Pesaran, Mohammad (40)

Altman, Edward (24)

Diebold, Francis (21)

Berger, Allen (19)

Gordy, Michael (19)

Lando, David (18)

Acharya, Viral (17)

Jarrow, Robert (11)

Rajan, Raghuram (11)

merton, robert (10)

Dees, Stephane (10)

Main data

Production by document typearticlechapterpaper19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents123456789101112131415161718192021222305001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Til Schuermann has published?

Journals with more than one article published# docs
Journal of Risk Management in Financial Institutions6
Journal of Banking & Finance4
International Journal of Forecasting3
Current Issues in Economics and Finance2
Journal of Business & Economic Statistics2
Journal of Risk Finance2
The Review of Financial Studies2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York8
Working Papers / University of Pennsylvania, Wharton School, Weiss Center7
CESifo Working Paper Series / CESifo4
NBER Working Papers / National Bureau of Economic Research, Inc3
IEPR Working Papers / Institute of Economic Policy Research (IEPR)2

Recent works citing Til Schuermann (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2025Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2024A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868.

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2024Calibration of the rating transition model for high and low default portfolios. (2024). Spreij, Peter ; Khedher, Asma. In: Papers. RePEc:arx:papers:2405.00576.

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2025Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework. (2025). Botha, Arno ; Breedt, Roland ; Verster, Tanja. In: Papers. RePEc:arx:papers:2502.14479.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2024Approaches to Default Probability Estimation of Credit Rating Agencies Rating Scales. (2024). Ozerov, Kirill ; Kutenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:98-118.

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2024.

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2024.

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2024Fiscal Impacts of Climate Anomalies. (2024). Jacobs, Jan ; Pintus, Francesco Jacopo ; Sterken, Elmer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548.

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2024Regional Disparities in the Efficacy of Renewable Energy Development for Alleviating Energy Poverty in Indonesia: An In-depth Analysis. (2024). Kadir, Nuraeni ; Sobarsyah, Muhammad ; Sabbar, Sabbar Dahham ; Gunawan, Ujang Hendra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-25.

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2024Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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2024High-dimensional low-rank tensor autoregressive time series modeling. (2024). Li, Guodong ; Zheng, Yao ; Wang, DI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002609.

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2024Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Hassan, M. Kabir ; Shakib, Mohammed ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591.

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2024Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain. (2024). Chen, Ying ; Peng, Hanqiu ; Trimborn, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000641.

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2024The impact of energy diversification on firm performance: The moderating role of corporate social responsibility. (2024). Gözgör, Giray ; Mousavi, Mohammad Mahdi ; Li, Jing ; Ho, Thang ; Gozgor, Giray. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006367.

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2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir ; Qin, Zhaohui ; Chen, Yijie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2024Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies. (2024). Saha, Sujata ; Glebocki, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001264.

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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2024Modeling your stress away. (2024). Stebunovs, Viktors ; Niepmann, Friederike. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327.

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2024Competition, Product differentiation and Crises: Evidence from 18 million securitized loans. (2024). Thakor, Anjan V ; Srinivasan, Kandarp ; Haslag, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001703.

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2024Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Wel, Michel ; van der Zwan, Terri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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2024International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925.

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2024China’s macroeconomic performance affects trading partners: How can their policies respond?. (2024). Hussain, Ibrar ; Ma, Jingmei ; Alam, Aftab. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:2:p:448-474.

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2024Driving towards net zero emissions: The role of natural resources, government debt and political stability. (2024). Niu, Yanfang ; Bao, Mengqi ; Han, Yue ; Ur, Jamshaid. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301190x.

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2024Do the grey clouds of geopolitical risk and political globalization exacerbate environmental degradation? Evidence from resource-rich countries. (2024). Abbas, Shujaat ; Wang, Jianxin ; Quddus, Abdul ; Sabir, Saeed Ahmad ; Feng, Yanchao. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012448.

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2024Natural resources, decentralized system, financial inclusion and sustainable development: Evidence from top emerging economies with resources abundance. (2024). Wu, Hong ; Gan, Yue ; He, Kang. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000412.

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2024Natural resources utilization, digital technology, and green development expenditures can reduce environmental stress: A case study of emerging economies. (2024). Li, Junhui. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005142.

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2024Unveiling the role of natural resources, energy transition and environmental policy stringency for sustainable environmental development: Evidence from BRIC +1. (2024). Tiwari, Sunil ; Rehman, Mohd Ziaur ; Si, Kamel ; Mentel, Grzegorz ; Lewandowska, Anna. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005713.

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2024The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x.

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2024Re-examining international spillovers: An Asian perspective. (2024). Magkonis, Georgios ; Rudkin, Simon ; Zhang, Shuonan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005732.

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2024Institutional investor heterogeneity and systemic financial risk: Evidence from China. (2024). Li, Shi ; Zhu, Yuanhao ; Huang, Wenli ; Xu, Yueling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s027553192300288x.

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2024Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

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2024Digital agriculture for sustainable development in China: The promise of computerization. (2024). Gokmenoglu, Korhan K ; Ozdemir, Dicle ; Chandio, Abbas Ali ; Jiang, Yuansheng ; Usman, Muhammad. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000277.

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2025Improving Credit Risk Assessment in Uncertain Times: Insights from IFRS 9. (2025). Jakubík, Petr ; Teleu, Saida ; Jakubik, Petr. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:38-:d:1595063.

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2024Did ESG Affect the Financial Performance of North American Fast-Moving Consumer Goods Firms in the Second Period of the Kyoto Protocol?. (2024). Akgun, Eray ; Helhel, Asiyenur. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10009-:d:1522450.

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2024Transforming Agriculture: Empirical Insights into How the Digital Economy Elevates Agricultural Productivity in China. (2024). Xu, Hao ; Ding, Kai ; Wang, Peilin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10225-:d:1527035.

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2025Building a Sustainable Future: The Nexus Between Artificial Intelligence, Renewable Energy, Green Human Capital, Geopolitical Risk, and Carbon Emissions Through the Moderating Role of Institutional Quality. (2025). Jahangir, Sayeda ; Zhang, Wei ; Iqbal, Amir. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:990-:d:1577155.

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2025A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation. (2025). GÜNDÜZ, HALİL ; Yucel, Eray M ; Gunduz, Halil Ibrahim ; Emirmahmutoglu, Furkan. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10569-6.

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2024Do remittances mitigate poverty? Evidence from selected countries in Africa, Asia and Latin America. (2024). Ibukun, Cleopatra Oluseye ; Ojeyinka, Titus Ayobami. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09666-1.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024Pooled mean group estimation of an energy-globalization-emissions nexus: Evidence from the selected South- and South-East Asian countries. (2024). Ahmed, Khalid. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3625-3646.

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2024Assessing the effectiveness of environmental policies in the OECD countries: An advanced panel data estimation study. (2024). Mahmood, Hamid ; Khalid, Samia ; Zhang, Jun. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:8:p:4294-4309.

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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2025Exploring risk resistant banking strategies: implications for sustainable practices. (2025). Ashik-Uz-Zaman, ; Hossain, Md Sharif ; Abedin, Md Thasinul. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00441-w.

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2024Financial Resilience of Young and Beginning Farmers under Recession: A Transition Probability Approach. (2024). Brewer, Brady E ; Escalante, Cesar L ; Rusiana, Hofner D. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:3:f:14_3_5.

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2024The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Discussion Paper. RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb.

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2024The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Other publications TiSEM. RePEc:tiu:tiutis:c8f68d8f-0035-4529-95af-17db16f12ffb.

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2025The Impact of Homicide on State-Level Life Expectancy and Lifespan Inequality in the US, 1968-2020. (2025). Olivia, Susan ; Cameron, Michael ; Oxley, Les ; M. D. J. W. Wijesinghe, . In: Working Papers in Economics. RePEc:wai:econwp:25/01.

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2025Pricing Vulnerable Options With Variance Gamma Systematic and Idiosyncratic Factors by Laplace Transform Inversion. (2025). Guo, Fenglong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:47-76.

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Til Schuermann has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Til Schuermann:

Year  ↓Title  ↓Type  ↓Cited  ↓
In: .
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2013Stress Testing Bank Profitability.(2013) In: Working Papers.
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2014Bank Capital for Operational Risk: A Tale of Fragility and Instability.(2014) In: Working Papers.
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2015Stress Testing Convergence.(2015) In: Working Papers.
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2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
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2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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2004Rejoinder In: Journal of Business & Economic Statistics.
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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
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2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2008Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics.
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2008Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series.
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2009Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting.
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2008Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports.
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2005Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series.
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2008Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance.
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2005Global Business Cycles and Credit Risk In: CESifo Working Paper Series.
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2007Global Business Cycles and Credit Risk.(2007) In: NBER Chapters.
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2005Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers.
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2012Robust Capital Regulation In: CEPR Discussion Papers.
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2000Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing.(2000) In: Center for Financial Institutions Working Papers.
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