Kalvinder Shields : Citation Profile


Are you Kalvinder Shields?

8

H index

6

i10 index

406

Citations

RESEARCH PRODUCTION:

28

Articles

39

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 18
   Journals where Kalvinder Shields has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 20 (4.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh206
   Updated: 2020-10-17    RAS profile: 2019-02-05    
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Relations with other researchers


Works with:

Lee, Kevin (8)

Morley, James (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kalvinder Shields.

Is cited by:

Clements, Michael (22)

Pelloni, Alessandra (14)

Galvão, Ana (14)

Serletis, Apostolos (12)

Fountas, Stilianos (11)

Annicchiarico, Barbara (8)

Tapsoba, Sampawende (8)

Baharumshah, Ahmad Zubaidi (7)

Medel, Carlos A. (6)

Coleman, Simeon (6)

Chortareas, Georgios (6)

Cites to:

Lee, Kevin (60)

Pesaran, M (60)

Orphanides, Athanasios (32)

Garratt, Anthony (32)

shin, yongcheol (21)

van Norden, Simon (17)

Henry, Ólan (16)

Gertler, Mark (13)

Gali, Jordi (12)

Campbell, John (12)

Koop, Gary (12)

Main data


Where Kalvinder Shields has published?


Journals with more than one article published# docs
Economic Change and Restructuring3
International Journal of Forecasting2
The Review of Economics and Statistics2
Manchester School2
Oxford Bulletin of Economics and Statistics2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
WIDER Working Paper Series / World Institute for Development Economic Research (UNU-WIDER)3

Recent works citing Kalvinder Shields (2020 and 2019)


YearTitle of citing document
2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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2020Measuring Macroeconomic Uncertainty: A Cross-Country Analysis. (2020). Sarferaz, Samad ; Dibiasi, Andreas. In: Papers. RePEc:arx:papers:2006.09007.

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2019Uncertainty and Exchange Rate Volatility: the Case of Mexico. (2019). Georgia, Bush ; Gabriela, Lopez Noria. In: Working Papers. RePEc:bdm:wpaper:2019-12.

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2019REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES. (2019). Sarkar, Nityananda ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:257-282.

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2020The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.

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2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

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2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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2019Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407.

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2020Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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2019On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies. (2019). Conrad, Christian ; Hartmann, Matthias . In: European Journal of Political Economy. RePEc:eee:poleco:v:56:y:2019:i:c:p:233-250.

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2020Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Xin Lv, ; Yu, Chang ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:85-100.

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2019How important are different aspects of uncertainty in driving industrial production in the CEE countries?. (2019). Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:252-266.

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2020MONETARY POLICY, MONETARY STABILITY AND ECONOMIC GROWTH IN THE DEMOCRATIC REPUBLIC OF CONGO. (2020). Katuala, Henock. In: Working Papers. RePEc:hal:wpaper:hal-02616124.

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2019Impact of external debt shocks on economic growth in Nigeria: a SVAR analysis. (2019). Onafowora, Olugbenga ; Owoye, Oluwole . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:2:d:10.1007_s10644-017-9222-5.

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2020Monetary policy options for managing resource revenue shocks when fiscal policy is laissez-faire. (2020). Chuku, Chuku. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09244-w.

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2020A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09445-6.

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2019The Euro and the CFA Franc: Evidence of Sectoral Trade Effects. (2019). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-018-09520-8.

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2019Volatility in the Cryptocurrency Market. (2019). Serletis, Apostolos ; Liu, Jinan. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09547-5.

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2020How Feasible Is the ECO Currency? A Study of ECOWAS Business Cycles Synchronicity. (2020). el Jai, Youssef. In: Research papers & Policy papers. RePEc:ocp:rpaper:rp-1916.

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2019DETERMINANTS DE LINFLATION DANS LES PAYS DE LA COMMUNAUTE ECONOMIQUE ET MONETAIRE DE LAFRIQUE CENTRALE, (CEMAC). (2019). Ntita, Jean Ntita ; de Dieu, Jean. In: MPRA Paper. RePEc:pra:mprapa:92902.

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2019Is the relationship between inflation and financial development symmetric or asymmetric? new evidence from Sudan based on NARDL. (2019). Masih, Abul ; Ismail, Yusra. In: MPRA Paper. RePEc:pra:mprapa:94694.

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2019(A)-symétrie des cycles économiques dans la Communauté Economique des Etats de lAfrique de lOuest (CEDEAO). (2019). ZOURI, STEPHANE. In: MPRA Paper. RePEc:pra:mprapa:95289.

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2019Synchronisation des chocs doffre et de demande dans la Communauté Economique des Etats de lAfrique de lOuest (CEDEAO). (2019). Zouri, Stephane. In: MPRA Paper. RePEc:pra:mprapa:95291.

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2020Una nuova moneta per gli stati dellAfrica dellOvest. Le condizioni teoriche e politiche della sua fattibilità (A new currency for West African states: The theoretical and political conditions of its . (2020). NUBUKPO, Kako ; Amato, Massimo. In: Moneta e Credito. RePEc:psl:moneta:2020:15.

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2019.

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2019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

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2019Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana. (2019). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Contemporary Economics. RePEc:wyz:journl:id:566.

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2020Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2158.

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Works by Kalvinder Shields:


YearTitleTypeCited
2006Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper3
2006Real Time Representations of the Output Gap In: Birkbeck Working Papers in Economics and Finance.
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paper45
2005Real time Representations of the Output Gap.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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paper
2008Real-Time Representations of the Output Gap.(2008) In: The Review of Economics and Statistics.
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article
2009Measuring the Natural Output Gap using Actual and Expected Output Data In: Birkbeck Working Papers in Economics and Finance.
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2009Measuring the Natural Output Gap using Actual and Expected Output Data.(2009) In: Discussion Papers in Economics.
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paper
2010Measuring the Natural Output Gap Using Actual and Expected Output Data.(2010) In: Discussion Papers.
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paper
2017An Introduction to Data Cleaning Using Internet Search Data In: Australian Economic Review.
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2005The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa In: Economica.
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article8
2004The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa.(2004) In: WIDER Working Paper Series.
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paper
2007Overcoming Measurement Error Problems in the Use of Survey Data on Expectations In: The Economic Record.
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2004Overcoming Measurement Error Problems in the use of Survey Data on Expectations.(2004) In: Econometric Society 2004 Australasian Meetings.
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paper
2019Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA In: Journal of the Royal Statistical Society Series A.
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1997Stock Return Volatility on Emerging Eastern European Markets. In: The Manchester School of Economic & Social Studies.
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article7
2000Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975-98. In: Manchester School.
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2013Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods In: Manchester School.
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article7
2012Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods.(2012) In: Department of Economics - Working Papers Series.
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paper
2000 Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1996. In: Oxford Bulletin of Economics and Statistics.
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article2
2011Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities In: Oxford Bulletin of Economics and Statistics.
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article9
2007Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities.(2007) In: Working Papers.
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2018The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics In: Canadian Journal of Economics.
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2009Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available In: CEPR Discussion Papers.
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2008Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available.(2008) In: Discussion Papers in Economics.
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2000Is the Franc Zone an Optimal Currency Area? In: CSAE Working Paper Series.
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2000Is the Franc Zone an Optimal Currency Area?.(2000) In: Discussion Papers in Economics.
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2003The Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Royal Economic Society Annual Conference 2003.
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2004The asymmetric effects of uncertainty on inflation and output growth.(2004) In: Journal of Applied Econometrics.
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2001Modelling macroeconomic shocks in the CFA Franc Zone In: Journal of Development Economics.
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article35
2000Modeling Macroeconomic Shocks in the CFA Franc Zone.(2000) In: Discussion Papers in Economics.
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2016Information rigidities and the news-adjusted output gap In: Journal of Economic Dynamics and Control.
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2003A nation divided? Price and output dynamics in English regions In: Economic Modelling.
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2001A Nation Divided? Price and Output Dynamics in English Regions.(2001) In: Discussion Papers in Economics.
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2011Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one? In: The North American Journal of Economics and Finance.
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article2
2009Real time representation of the UK output gap in the presence of model uncertainty In: International Journal of Forecasting.
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article14
2016Forecasting global recessions in a GVAR model of actual and expected output In: International Journal of Forecasting.
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article3
2004Is there a unit root in inflation? In: Journal of Macroeconomics.
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article24
2010Sign and phase asymmetry: News, economic activity and the stock market In: Journal of Macroeconomics.
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article5
2006Regional asymmetries in monetary transmission: The case of South Africa In: Journal of Policy Modeling.
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article3
2013Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach In: Chapters.
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1997Threshold Modelling of Stock Return Volatility on Eastern European Markets. In: Economic Change and Restructuring.
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1997Threshold Modelling of Stock Return Volatility on Eastern European Markets..(1997) In: Economic Change and Restructuring.
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2012Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union In: Economic Change and Restructuring.
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1999Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies In: Discussion Papers in European Economics.
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2001Financial Liberalization and the Evolution of Banking and Financial Risks The Case of South Korea In: Discussion Papers in Economics.
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2001Dynamic Interaction Between Income and Health: Time-Series Evidence from Scandinavia In: Discussion Papers in Economics.
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2001Currency Unions and International Integration: Evidence from the CFA and the ECCU In: Discussion Papers in Economics.
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2003Economic Integration in West Africa: Does the CFA Make a Difference? In: Discussion Papers in Economics.
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2003Do Currency Unions Deliver More Economic Integration than Fixed Exchange Rates? Evidence from the CFA and the ECCU In: Discussion Papers in Economics.
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2008Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News In: Department of Economics - Working Papers Series.
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2011The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis In: Department of Economics - Working Papers Series.
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2013Misspecification, Identification or Measurement? Another Look at the Price Puzzle In: Department of Economics - Working Papers Series.
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2002Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia In: Department of Economics - Working Papers Series.
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2003Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series.
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2005Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics.
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2004TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION In: Department of Economics - Working Papers Series.
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2004Business survey forecasts and measurement of output trends in five European economies In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2010Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One? In: Discussion Papers.
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2011The Meta Taylor Rule In: Discussion Papers.
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2015The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 8
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2014Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7 In: Discussion Papers.
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2015Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US In: Discussion Papers.
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2018Measuring the fiscal multiplier when plans take time to implement In: Discussion Papers.
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2018The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies In: Discussion Papers.
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2004The Characteristics of Macroeconomic Shocks in the CFA Franc Zone In: Journal of African Economies.
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2004The Characteristics of Macroeconomic Shocks in the CFA Franc Zone.(2004) In: WIDER Working Paper Series.
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2004Predictability of stock markets with disequilibrium trading In: The European Journal of Finance.
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2004Modelling Macroeconomic Linkages in a Monetary Union: A West African Example In: WIDER Working Paper Series.
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2013Economic Sentiment, International Interdependence and Output Dynamics in the G7 In: EMF Research Papers.
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