4
H index
0
i10 index
40
Citations
Anton Skrobotov : Citation Profile
Russian Presidential Academy of National Economy and Public Administration (RANEPA) (80% share) | RESEARCH PRODUCTION: 18 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2013 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Anton Skrobotov. | Is cited by:
| Cites to:
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Main data
Where Anton Skrobotov has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Econometrics | 6 |
| Economics Letters | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Journal of Time Series Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Gaidar Institute for Economic Policy | 9 |
| Papers / arXiv.org | 7 |
| Published Papers / Russian Presidential Academy of National Economy and Public Administration | 2 |
Recent works citing Anton Skrobotov (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper |
| 2023 | Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977. Full description at Econpapers || Download paper |
| 2023 | Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173. Full description at Econpapers || Download paper |
| 2023 | Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices. (2023). Polbin, Andrey ; Kulikov, Alexander ; Bedin, Andrey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:87-109. Full description at Econpapers || Download paper |
| 2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper |
| 2024 | Сравнительный анализ прогнозных моделей роÑÑийÑкого ВВП в уÑловиÑÑ… Ð½Ð°Ð»Ð¸Ñ‡Ð¸Ñ Ñтруктурных Ñдвигов. (2020). Fokin, Nikita ; Haritonova, Marina. In: MPRA Paper. RePEc:pra:mprapa:103412. Full description at Econpapers || Download paper |
| 2023 | Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935. Full description at Econpapers || Download paper |
| 2023 | SECTORAL FISCAL MULTIPLIERS AND TECHNOLOGY IN OPEN ECONOMY.. (2023). Cardi, Olivier ; Restout, Romain. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-20. Full description at Econpapers || Download paper |
Works by Anton Skrobotov:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade In: Economics of Contemporary Russia. [Full Text][Citation analysis] | article | 0 |
| 2023 | New robust inference for predictive regressions In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | COVID-19: Tail Risk and Predictive Regressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Robust Inference on Income Inequality: $t$-Statistic Based Approaches In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | On the asymptotic behavior of bubble date estimators In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Testing for explosive bubbles: a review In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Trend and initial condition in stationarity tests: the asymptotic analysis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Confidence Sets for the Break Date in Cointegrating Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | On Trend Breaks and Initial Condition in Unit Root Testing In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | On Trend Breaks and Initial Condition in Unit Root Testing.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2018 | On bootstrap implementation of likelihood ratio test for a unit root In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | On robust testing for trend In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | On GLS-detrending for deterministic seasonality testing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 7 |
| 2017 | The Price Convergence of Individual Goods in the Russian Regions In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 1 |
| 2017 | Testing time series for the bubbles (with application to Russian data) In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Limits of regional food price differences and invisible hand In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Survey on structural breaks and unit root tests In: Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Structural breaks in cointegration models In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Structural breaks in cointegration models: Multivariate case In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2022 | On decrease in oil price elasticity of GDP and investment in Russia In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting In: Ekonomicheskaya Politika / Economic Policy. [Full Text][Citation analysis] | article | 4 |
| 2018 | Analysis of Regional Price Differentiations In: Published Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Likelihood Ratio Test for Change in Persistence In: Published Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team