Aaron Smith : Citation Profile


Are you Aaron Smith?

University of California-Davis

8

H index

6

i10 index

305

Citations

RESEARCH PRODUCTION:

9

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 16
   Journals where Aaron Smith has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 2 (0.65 %)

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   Permalink: http://citec.repec.org/psm55
   Updated: 2020-07-04    RAS profile: 2011-03-04    
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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 Aaron Smith.

Is cited by:

Perron, Pierre (13)

Balcilar, Mehmet (12)

Gil-Alana, Luis (11)

GUEGAN, Dominique (10)

tansel, aysıt (10)

Ozdemir, Zeynel (10)

Sibbertsen, Philipp (9)

Franses, Philip Hans (6)

Rodríguez, Gabriel (6)

Leschinski, Christian (5)

Guérin, Pierre (5)

Cites to:

Ploberger, Werner (6)

Andrews, Donald (6)

Hamilton, James (5)

Timmermann, Allan (4)

Engle, Robert (4)

Hayes, Dermot (3)

Marion, Justin (3)

Granger, Clive (3)

Muehlegger, Erich (3)

Goodwin, Barry (2)

Filardo, Andrew (2)

Main data


Where Aaron Smith has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / University of California, Davis, Department of Agricultural and Resource Economics6

Recent works citing Aaron Smith (2018 and 2017)


YearTitle of citing document
2017Media Coverage and Food Commodities: Agricultural Futures Prices and Volatility Effects. (2017). Torero, Maximo ; Almanzar, Miguel . In: Discussion Papers. RePEc:ags:ubzefd:264781.

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2019Continual Learning Augmented Investment Decisions. (2019). Batchelor, Roy ; D'Avila, Artur ; Weyde, Tillman ; Philps, Daniel. In: Papers. RePEc:arx:papers:1812.02340.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2018The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao . In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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2018Impact of the Chinese embargo against MIR162 corn on Canadian corn producers. (2018). Schmitz, Troy G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:66:y:2018:i:4:p:571-586.

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2017Trends in Approval Times for Genetically Engineered Crops in the United States and the European Union. (2017). Wesseler, Justus ; Blum, Matthias ; Smart, Richard D. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:182-198.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2018Measuring the Impact of Insurance on Urban Recovery with Light: The 2010-2011 New Zealand Earthquakes. (2018). Noy, Ilan ; Nguyen, Cuong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7031.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2018A multivariate test against spurious long memory. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Busch, Marie. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:33-49.

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2019Living like there’s no tomorrow: The psychological effects of an earthquake on savings and spending behavior. (2019). Zhang, Xiaobo ; Jin, Ling ; Filipski, Mateusz ; Chen, Kevin Z. In: European Economic Review. RePEc:eee:eecrev:v:116:y:2019:i:c:p:107-128.

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2017The term structure of credit spreads and business cycle in Japan. (2017). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:27-36.

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2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adeboye, Olusegun S ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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2017Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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2019Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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2019Food safety in low and middle-income countries: The evidence through an economic lens. (2019). Saak, Alexander ; Moser, Christine ; Hoffmann, Vivian. In: World Development. RePEc:eee:wdevel:v:123:y:2019:i:c:7.

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2017Volatility Dynamics of Precious Metals: Evidence from Russia. (2017). Kirkulak, Berna ; Lkhamazhapov, Zorikto ; Kirkulak-Uludag, Berna. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:300-317.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

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2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

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2017Mass Releases of Genetically Modified Insects in Area-Wide Pest Control Programs and Their Impact on Organic Farmers. (2017). Reeves, Guy R ; Phillipson, Martin . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:1:p:59-:d:86728.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-660.

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2018Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach. (2018). Deng, Kaihua. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-016-9596-x.

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2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

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2018Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods. (2018). ALAGIDEDE, PAUL ; Boako, Gidoen ; Omane-Adjepong, Maurice. In: MPRA Paper. RePEc:pra:mprapa:86617.

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2018Household vulnerability on the frontline of climate change: the Pacific atoll nation of Tuvalu. (2018). Noy, Ilan ; Cuffe, Harold ; Taupo, Tauisi. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:20:y:2018:i:4:d:10.1007_s10018-018-0212-2.

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2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). Rodríguez, Gabriel ; Alvaro, Dennis ; Guillen, Angel . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0271-z.

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2017Estimating the cost of pre‐harvest forward contracting corn and soybeans in Illinois before and after 2007. (2017). Etienne, Xiaoli ; Irwin, Scott H ; Mallory, Mindy L. In: Agribusiness. RePEc:wly:agribz:v:33:y:2017:i:3:p:358-377.

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2018E-commerce in agriculture: The case of crop protection product purchases in a discrete choice experiment. (2018). Musshoff, Oliver ; Danne, Michael ; Fecke, Wilm. In: DARE Discussion Papers. RePEc:zbw:daredp:1803.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168206.

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Works by Aaron Smith:


YearTitleTypeCited
2004IMPACTS OF POLICY REFORMS ON THE SUPPLY OF MEXICAN LABOR TO U.S. FARMS: NEW EVIDENCE FROM MEXICO In: 2004 Annual meeting, August 1-4, Denver, CO.
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paper6
2009An Empirical Evaluation of Poverty Mapping Methodology: Explicitly Spatial versus Implicitly Spatial Approach In: 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia.
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paper3
2011The Effects of the Food Stamp Program on Energy Balance and Obesity In: 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia.
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paper0
2006Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
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paper16
2007Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn.(2007) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 16
article
2004Computer and Internet Use by Great Plains Farmers In: Journal of Agricultural and Resource Economics.
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article17
2004Computer and Internet Use by Great Plains Farmers.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2004Level Shifts and the Illusion of Long Memory in Economic Time Series In: Working Papers.
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paper59
2005Level Shifts and the Illusion of Long Memory in Economic Time Series.(2005) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 59
article
2005Markov-Switching Model Selection Using Kullback-Leibler Divergence In: Working Papers.
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paper46
2006Markov-switching model selection using Kullback-Leibler divergence.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 46
article
2004Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures In: Working Papers.
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paper13
2005Partially overlapping time series: a new model for volatility dynamics in commodity futures.(2005) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 13
article
2004Forecasting in the Presence of Level Shifts In: Working Papers.
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paper6
2005Forecasting in the presence of level shifts.(2005) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 6
article
2004The Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn In: Working Papers.
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paper9
2007Maximum Likelihood Estimation of VARMA Models Using a State‐Space EM Algorithm In: Journal of Time Series Analysis.
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article9
2007Efficiency of the California electricity reserves market In: Journal of Applied Econometrics.
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article1
2014Comment on Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files In: NBER Chapters.
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chapter0
2017Food vs. Fuel? Impacts of Petroleum Shipments on Agricultural Prices In: NBER Working Papers.
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paper0
1999Stochastic Permanent Breaks In: The Review of Economics and Statistics.
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article120

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