Anton Skrobotov : Citation Profile


Are you Anton Skrobotov?

Russian Presidential Academy of National Economy and Public Administration (RANEPA) (80% share)
Gaidar Institute for Economic Policy (20% share)

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H index

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i10 index

40

Citations

RESEARCH PRODUCTION:

18

Articles

20

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 4
   Journals where Anton Skrobotov has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 7 (14.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk77
   Updated: 2024-11-08    RAS profile: 2022-07-22    
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Relations with other researchers


Works with:

Polbin, Andrey (2)

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

Is cited by:

Fokin, Nikita (9)

Polbin, Andrey (7)

Shumilov, Andrei (2)

Kulkov, Alexander (2)

Gluschenko, Konstantin (2)

Tzavalis, Elias (1)

Kostyrka, Andreï (1)

Yazgan, Ege (1)

Miroshnichenko, Olga (1)

Turuntseva, Marina (1)

Zubarev, Andrey (1)

Cites to:

Taylor, Robert (85)

Leybourne, Stephen (48)

Perron, Pierre (47)

Harvey, David (42)

Cavaliere, Giuseppe (41)

Phillips, Peter (37)

Lütkepohl, Helmut (20)

Saikkonen, Pentti (18)

Andrews, Donald (17)

Park, Joon (12)

Vogelsang, Timothy (11)

Main data


Where Anton Skrobotov has published?


Journals with more than one article published# docs
Applied Econometrics6
Oxford Bulletin of Economics and Statistics2
Economics Letters2
Journal of Time Series Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Gaidar Institute for Economic Policy9
Papers / arXiv.org7
Published Papers / Russian Presidential Academy of National Economy and Public Administration2

Recent works citing Anton Skrobotov (2024 and 2023)


YearTitle of citing document
2024Time-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

2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2023Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173.

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2023Copula-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

2023Theory 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.

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2024Volatility 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.

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2024Сравнительный анализ прогнозных моделей российского ВВП в условиях наличия структурных сдвигов. (2020). Fokin, Nikita ; Haritonova, Marina. In: MPRA Paper. RePEc:pra:mprapa:103412.

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2023Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935.

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2023SECTORAL FISCAL MULTIPLIERS AND TECHNOLOGY IN OPEN ECONOMY.. (2023). Cardi, Olivier ; Restout, Romain. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-20.

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Works by Anton Skrobotov:


YearTitleTypeCited
2018Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade In: Economics of Contemporary Russia.
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article0
2023New robust inference for predictive regressions In: Papers.
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paper1
2023New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence In: Papers.
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paper0
2021COVID-19: Tail Risk and Predictive Regressions In: Papers.
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paper0
2021Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility In: Papers.
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paper0
2021Robust Inference on Income Inequality: $t$-Statistic Based Approaches In: Papers.
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paper1
2022On the asymptotic behavior of bubble date estimators In: Papers.
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paper1
2022Testing for explosive bubbles: a review In: Papers.
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paper0
2015Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis In: Oxford Bulletin of Economics and Statistics.
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article1
2013Trend and initial condition in stationarity tests: the asymptotic analysis.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2018Confidence Sets for the Break Date in Cointegrating Regressions In: Oxford Bulletin of Economics and Statistics.
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article1
2016Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2016Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2018On Trend Breaks and Initial Condition in Unit Root Testing In: Journal of Time Series Econometrics.
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article1
2016On Trend Breaks and Initial Condition in Unit Root Testing.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2013Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion In: Journal of Time Series Econometrics.
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article0
2013Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2022Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations In: Journal of Economic Dynamics and Control.
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article3
2018On bootstrap implementation of likelihood ratio test for a unit root In: Economics Letters.
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article1
2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2022On robust testing for trend In: Economics Letters.
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article0
2014On GLS-detrending for deterministic seasonality testing In: Working Papers.
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paper0
2013Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions In: Working Papers.
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paper0
2014A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time In: Working Papers.
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paper0
2016Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility In: Working Papers.
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paper2
2019Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility.(2019) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 2
article
2020How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia In: Emerging Markets Finance and Trade.
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article7
2017The Price Convergence of Individual Goods in the Russian Regions In: Journal of the New Economic Association.
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article1
2017Testing time series for the bubbles (with application to Russian data) In: Applied Econometrics.
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article0
2019Limits of regional food price differences and invisible hand In: Applied Econometrics.
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article1
2020Survey on structural breaks and unit root tests In: Applied Econometrics.
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article5
2021Structural breaks in cointegration models In: Applied Econometrics.
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article1
2021Structural breaks in cointegration models: Multivariate case In: Applied Econometrics.
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article1
2022On decrease in oil price elasticity of GDP and investment in Russia In: Applied Econometrics.
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article0
2018Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting In: Ekonomicheskaya Politika / Economic Policy.
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article4
2018Analysis of Regional Price Differentiations In: Published Papers.
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paper3
2015Likelihood Ratio Test for Change in Persistence In: Published Papers.
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paper1
2018Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime In: Working Papers.
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paper4

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