Yong Song : Citation Profile


Are you Yong Song?

University of Melbourne (99% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)

6

H index

3

i10 index

89

Citations

RESEARCH PRODUCTION:

6

Articles

15

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 9
   Journals where Yong Song has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (2.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso326
   Updated: 2020-10-17    RAS profile: 2019-02-26    
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Relations with other researchers


Works with:

Maheu, John (5)

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

Is cited by:

Maheu, John (11)

Dufays, Arnaud (6)

Balcilar, Mehmet (6)

Fisher, Mark (6)

Jensen, Mark (6)

Jin, Xin (4)

Demirer, Riza (4)

Carpantier, Jean-François (3)

GUPTA, RANGAN (3)

Bec, Frédérique (3)

Ielpo, Florian (3)

Cites to:

Maheu, John (11)

Hamilton, James (8)

Timmermann, Allan (7)

Koop, Gary (6)

Kilian, Lutz (6)

Geweke, John (5)

Nelson, Charles (5)

Pettenuzzo, Davide (5)

Startz, Richard (4)

Stock, James (4)

Watson, Mark (4)

Main data


Where Yong Song has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Working Paper series / Rimini Centre for Economic Analysis4

Recent works citing Yong Song (2020 and 2019)


YearTitle of citing document
2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2019Truncated priors for tempered hierarchical Dirichlet process vector autoregression. (2019). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps47.

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2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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2020Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:259-290.

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2020On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Todorova, Neda ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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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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2019Thinking Outside the Box: Do SPF Respondents Have Anchored Inflation Expectations?. (2019). Verbrugge, Randal ; Binder, Carola ; Janson, Wesley. In: Working Papers. RePEc:fip:fedcwq:191500.

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2019Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *. (2019). Bec, Frédérique ; de Gaye, Annabelle . In: Working Papers. RePEc:hal:wpaper:hal-02014663.

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2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201915.

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2020Forecasting Stock Market Recessions in the US: Predictive Modeling using Different Identification Approaches. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Research Papers in Economics. RePEc:trr:wpaper:202001.

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2020Equity premium prediction and structural breaks. (2020). Smith, Simon C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:412-429.

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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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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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Works by Yong Song:


YearTitleTypeCited
2014A new structural break model, with an application to Canadian inflation forecasting In: International Journal of Forecasting.
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article7
2012A new structural break model with application to Canadian inflation forecasting.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2012A New Structural Break Model with Application to Canadian Inflation Forecasting.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 7
paper
2012A New Structural Break Model with Application to Canadian Inflation Forecasting.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2017Measuring inflation expectations uncertainty using high-frequency data In: CAMA Working Papers.
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paper1
2016Identifying Speculative Bubbles Using an Infinite Hidden Markov Model In: Journal of Financial Econometrics.
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article7
2012Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper.
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paper8
2012Identifying Speculative Bubbles with an Infinite Hidden Markov Model.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 8
paper
2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series In: MPRA Paper.
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paper1
2018An efficient Bayesian approach to multiple structural change in multivariate time series.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 1
article
2017The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models In: MPRA Paper.
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paper0
2018Oil Price Shocks and Economic Growth: The Volatility Link In: MPRA Paper.
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paper2
2018Oil Price Shocks and Economic Growth: The Volatility Link.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Oil Price Shocks and Economic Growth: The Volatility Link.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model In: Working Paper series.
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paper25
2014MODELLING REGIME SWITCHING AND STRUCTURAL BREAKS WITH AN INFINITE HIDDEN MARKOV MODEL.(2014) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 25
article
2017A fast estimation procedure for discrete choice random coefficients demand model In: Applied Economics.
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article0
2012Components of Bull and Bear Markets: Bull Corrections and Bear Rallies In: Journal of Business & Economic Statistics.
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article25
2010Components of bull and bear markets: bull corrections and bear rallies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 25
paper
2009Extracting bull and bear markets from stock returns In: Working Papers.
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paper10
2011Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model In: Working Papers.
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paper3

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