Robert Sollis : Citation Profile


Are you Robert Sollis?

Newcastle University

7

H index

6

i10 index

295

Citations

RESEARCH PRODUCTION:

17

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2000 - 2016). See details.
   Cites by year: 18
   Journals where Robert Sollis has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 2 (0.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso294
   Updated: 2020-02-08    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 (19)

Chang, Tsangyao (16)

Kim, Hyunsok (15)

MacDonald, Ronald (15)

cerrato, mario (15)

Emirmahmutoglu, Furkan (12)

Hasanov, Mübariz (12)

Cuestas, Juan (12)

Gil-Alana, Luis (8)

Zanetti Chini, Emilio (7)

GUPTA, RANGAN (6)

Cites to:

Sarno, Lucio (10)

Granger, Clive (9)

Taylor, Mark (9)

Enders, Walter (7)

Peel, David (6)

Teräsvirta, Timo (5)

shin, yongcheol (5)

Leybourne, Stephen (5)

Shiller, Robert (4)

Campbell, John (4)

Anderson, Heather (3)

Main data


Where Robert Sollis has published?


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

Recent works citing Robert Sollis (2018 and 2017)


YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing. (2017). Quirion, Philippe ; Chevallier, Julien ; Frederic, Philippe Quirion . In: The Energy Journal. RePEc:aen:journl:ej37-3-branger.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Guri, Burak ; Yurttaguler, Pek M ; Tiraolu, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

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2017Inflation convergence among the next eleven economies: Evidence from asymmetric nonlinear unit root test. (2017). Hepsag, Aycan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:43-52.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

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2017Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Gur, Burak . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:237-248.

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2018Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics. (2018). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:942-952.

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2017Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16.

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2017Validity of Purchasing Power Parity in BRICS under a DFA Approach. (2017). Gyamfi, Emmanuel Numapau ; Mohammed, Adam Anokye. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:1:p:17-28.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2018On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359.

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2018Determinants of the real impact of banking crises: A review and new evidence. (2018). de Haan, Jakob ; Swank, Job ; Wilms, Philip . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:54-70.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2019Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis. (2019). Ahmad, Ahmad Hassan ; Aworinde, Olalekan B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300154.

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2018Spurious regressions with high-order models: A reconsideration. (2018). Zhang, Lingxiang. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:70-72.

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2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

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2019Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies. (2019). Menegaki, Angeliki N ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:324-334.

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2017Do cointegrated commodities bubble together? the case of hog, corn, and soybean. (2017). Bagnarosa, Guillaume ; Dowling, Michael ; Alexakis, Christos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:96-102.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:711-732.

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2017Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2019Does Islamic stock sensitivity to oil prices have economic significance?. (2019). Sharma, Susan Sunila ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:497-512.

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2018On the effects of income volatility on income distribution: Asymmetric evidence from state level data in the U.S.. (2018). Bahmani-Oskooee, Mohsen ; Motavallizadeh-Ardakani, Amid. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:2:p:224-239.

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2017Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis. (2017). Khan, Atif ; Zakaria, Muhammad ; Bibi, Salma ; Ahmed, Mumtaz. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:86-97.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach. (2017). Arize, Augustine C ; Igwe, Emmanuel U ; Malindretos, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:313-326.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2018Kirilgan Beslide Cari Aciklarin Surdurulebilirligi: Dogrusal Olmayan Birim Kok Testleri Ile Kanitlar. (2018). CEYLAN, Resat . In: Ege Academic Review. RePEc:ege:journl:v:18:y:2018:i:1:p:121-134.

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2018A New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks. (2018). Lee, Chien-Chiang ; Chang, Tsangyao ; Ranjbar, Omid ; Elmi, Zahra Mila. In: Iranian Economic Review (IER). RePEc:eut:journl:v:22:y:2018:i:1:p:51.

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2019.

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2019Investigation of the Validity of Purchasing Power Parity Hypothesis with Fourier Unit Root Tests: The Case of Turkey. (2019). Aydın, Mücahit. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:35-48.

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2017The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Emirmahmutolu, Furkan . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9574-3.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2018Catching-up process in the transition countries. (2018). Lee, Chien-Chiang ; Elmi, Zahra Mila ; Chang, Tsangyao ; Ranjbar, Omid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:3:d:10.1007_s10644-017-9214-5.

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2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions. (2018). Spagnolo, Nicola ; Zhao, Yuqian ; Barassi, Marco R. In: Environmental & Resource Economics. RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0190-z.

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2018A nonlinear pairwise approach for the convergence of UK regional house prices. (2018). Panagiotidis, Theodore ; Kyriazakou, Eleni . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0399-x.

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2017The Sustainability of Japans Government Debt: A Review. (2017). Onji, Kazuki ; Miyazaki, Tomomi. In: Discussion Papers. RePEc:koe:wpaper:1716.

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2017Testing for a unit root against ESTAR stationarity. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/02.

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2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8.

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2017Generalizing Smooth Transition Autoregressions. (2017). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0138.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0156.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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2017Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: MPRA Paper. RePEc:pra:mprapa:81453.

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2017A unit root test based on smooth transitions and nonlinear adjustment. (2017). Hepsag, Aycan. In: MPRA Paper. RePEc:pra:mprapa:81788.

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2017A New Nonlinear Unit Root Test with Fourier Function. (2017). Güriş, Burak ; Guri, Burak. In: MPRA Paper. RePEc:pra:mprapa:82260.

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2017New unit root tests with two smooth breaks and nonlinear adjustment. (2017). Hepsag, Aycan. In: MPRA Paper. RePEc:pra:mprapa:83353.

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2018Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis. (2018). Habimana, Olivier. In: MPRA Paper. RePEc:pra:mprapa:87823.

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2018Industry rates of return in Korea and alternative theories of competition: equalising convergence versus tendential equalisation. (2018). Trofimov, Ivan D. In: MPRA Paper. RePEc:pra:mprapa:88390.

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2019Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective. (2019). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:201926.

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2017The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty. (2017). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:1-27.

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2017Testing time series for the bubbles (with application to Russian data). (2017). Skrobotov, Anton ; Sinelnikova-Muryleva, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0319.

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2017The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries. (2017). solarin, sakiru. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:109-123.

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2017THEORETICAL ASPECTS OF THE ROLE OF INFORMATION IN THE PROCESS OF DECISIONS/RISKS MODELING. (2017). Anghelache, Constantin ; Bodo, Gyorgy ; Madalina - Gabriela Anghel, . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:102-111.

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2017Real interest rates: nonlinearity and structural breaks. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-015-1065-1.

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2017Unemployment hysteresis and structural change in Europe. (2017). Akdoan, Kurma . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1171-8.

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2019Debt sustainability, structural breaks and nonlinear fiscal adjustment: empirical evidence from Algeria. (2019). BENBOUZIANE, Mohamed ; Chekouri, Sidi Mohamed ; Chibi, Abderrahim. In: International Review of Economics. RePEc:spr:inrvec:v:66:y:2019:i:4:d:10.1007_s12232-019-00327-8.

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2018Asymmetric mean reversion and volatility in African real exchange rates. (2018). Kuttu, Saint. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:3:d:10.1007_s12197-017-9412-z.

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2018Mean-reversion and structural change in European food prices. (2018). Akdoğan, Kurmaş ; Akdogan, Kurmas . In: Central Bank Review. RePEc:tcb:cebare:v:18:y:2018:i:4:p:163-173.

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2019Modelling Housing Market Cycles in Global Cities.. (2019). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201901.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Zsurkis, Gabriel Florin ; Lopes, Artur Silva . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20175.

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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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article42
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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article85
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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article7
2005Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity In: Journal of Applied Econometrics.
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article26
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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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.
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article73
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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article9
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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article11
2015The Saturday effect: an interesting anomaly in the Saudi stock market In: Applied Economics.
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article3
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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