Robert Sollis : Citation Profile


Are you Robert Sollis?

Newcastle University

8

H index

7

i10 index

327

Citations

RESEARCH PRODUCTION:

17

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2000 - 2016). See details.
   Cites by year: 20
   Journals where Robert Sollis has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (0.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso294
   Updated: 2021-10-16    RAS profile: 2016-03-15    
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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 Robert Sollis.

Is cited by:

Omay, Tolga (20)

Chang, Tsangyao (17)

MacDonald, Ronald (16)

cerrato, mario (16)

Kim, Hyunsok (15)

Hasanov, Mübariz (13)

Cuestas, Juan (13)

Emirmahmutoglu, Furkan (12)

Gil-Alana, Luis (9)

Zanetti Chini, Emilio (8)

GUPTA, RANGAN (6)

Cites to:

Sarno, Lucio (10)

Granger, Clive (9)

Taylor, Mark (9)

Enders, Walter (8)

Leybourne, Stephen (7)

Peel, David (6)

Perron, Pierre (5)

shin, yongcheol (5)

Kapetanios, George (5)

Teräsvirta, Timo (5)

Shiller, Robert (4)

Main data


Where Robert Sollis has published?


Journals with more than one article published# docs
Economics Letters2
Applied Financial Economics2

Recent works citing Robert Sollis (2021 and 2020)


YearTitle of citing document
2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2021Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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2020Public finances in the EU-27: Are they sustainable?. (2020). Cuestas, Juan ; Sauci, Laura ; Gil-Alana, Luis A. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9411-0.

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2020Global Cities and Local Housing Market Cycles. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09734-8.

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2020On the Stationarity of Futures Hedge Ratios. (2020). Degiannakis, Stavros ; Vougas, Dimitrios ; Salvador, Enrique ; Floros, Christos. In: MPRA Paper. RePEc:pra:mprapa:102907.

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2020Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103175.

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2020Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103232.

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2021Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: MPRA Paper. RePEc:pra:mprapa:107691.

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2021The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4). (2021). Elk, Ali Kemal ; Yalinkaya, Omer. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:35-54.

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2021The Impact of Interest Rate on Exchange Rate Within ASEAN Countries: Evidence from Linear and Nonlinear ARDL Frameworks. (2021). Mazlan, Nur Syazwani ; Tareq, H F. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:1:p:7-34.

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2020Asymmetric effect of exchange rate changes on cross-border trade in Nigeria. (2020). Apanisile, Olumuyiwa Tolulope ; Oloba, Olusola Mathew. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00013-0.

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2021Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore. (2021). Yip, Sau Leung ; Yan, Fangli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:171-184.

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2021The sustainability of the Turkish current account: Smooth structural break and asymmetric adjustments. (2021). BAKIRTAS, Ibrahim ; Koc, Suleyman ; Abioglu, Vasif. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3916-3929.

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Works by Robert Sollis:


YearTitleTypeCited
2004Asymmetric adjustment and smooth transitions: a combination of some unit root tests In: Journal of Time Series Analysis.
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article46
2004A Cautionary Note on the Order of Integration of Post?war Aggregate Wage, Price and Productivity Measures In: Manchester School.
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article0
2016Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null In: Journal of Time Series Econometrics.
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article0
2009A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries In: Economic Modelling.
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article99
2011Spurious regression: A higher-order problem In: Economics Letters.
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article3
2011Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests In: Economics Letters.
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article5
2008U.S. dollar real exchange rates: Nonlinearity revisited In: Journal of International Money and Finance.
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article12
2009Value at risk: a critical overview In: Journal of Financial Regulation and Compliance.
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article6
2006The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration In: International Journal of Finance & Economics.
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article8
2005Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity In: Journal of Applied Econometrics.
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article27
2004Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
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This paper has another version. Agregated cites: 27
paper
2005Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing In: Journal of Forecasting.
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article1
2002Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates. In: Journal of Money, Credit and Banking.
[Citation analysis]
article79
2007Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight (formerly the Journal of Economics (MVEA)).
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article0
2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: Journal of Financial Econometrics.
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article13
2000Stochastic unit roots modelling of stock price indices In: Applied Financial Economics.
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article7
2006Testing for bubbles: an application of tests for change in persistence In: Applied Financial Economics.
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article12
2015The Saturday effect: an interesting anomaly in the Saudi stock market In: Applied Economics.
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article4
2001U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers.
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paper4
2001U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration In: Trinity Economics Papers.
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paper1

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