Robert Taylor : Citation Profile


Are you Robert Taylor?

University of Essex

18

H index

36

i10 index

1049

Citations

RESEARCH PRODUCTION:

108

Articles

87

Papers

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 47
   Journals where Robert Taylor has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 69 (6.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta27
   Updated: 2017-12-09    RAS profile: 2017-11-17    
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Relations with other researchers


Works with:

Cavaliere, Giuseppe (27)

del Barrio Castro, Tomás (8)

Nielsen, Morten (7)

Rodrigues, Paulo (7)

Rahbek, Anders (4)

Iacone, Fabrizio (4)

Astill, Sam (3)

De Angelis, Luca (3)

Boswijk, H. Peter (3)

Smeekes, Stephan (3)

Osborn, Denise (3)

Trenkler, Carsten (3)

Phillips, Peter (2)

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

Is cited by:

Kruse, Robinson (48)

Rodrigues, Paulo (38)

Skrobotov, Anton (36)

Demetrescu, Matei (31)

del Barrio Castro, Tomás (31)

Sibbertsen, Philipp (24)

Perron, Pierre (24)

Phillips, Peter (24)

Noriega, Antonio (21)

Smeekes, Stephan (21)

Sanso, Andreu (21)

Cites to:

Perron, Pierre (80)

Phillips, Peter (67)

Cavaliere, Giuseppe (64)

Stock, James (39)

Hansen, Bruce (35)

Vogelsang, Timothy (28)

Elliott, Graham (25)

Andrews, Donald (23)

Burridge, Peter (22)

Rahbek, Anders (20)

Watson, Mark (20)

Main data


Where Robert Taylor has published?


Journals with more than one article published# docs
Journal of Econometrics26
Econometric Theory22
Journal of Time Series Analysis13
Oxford Bulletin of Economics and Statistics12
Econometric Reviews8
Journal of Business & Economic Statistics5
Econometrics Journal3
Journal of Empirical Finance3
Economics Bulletin3
Economics Letters2
International Journal of Forecasting2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Discussion Papers / Department of Economics, University of Birmingham9
Essex Finance Centre Working Papers / University of Essex, Essex Business School6
Quaderni di Dipartimento / Department of Statistics, University of Bologna5
Discussion Papers / University of Copenhagen. Department of Economics4
Working Papers / Queen's University, Department of Economics3
Working Papers / Banco de Portugal, Economics and Research Department2
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2

Recent works citing Robert Taylor (2017 and 2016)


YearTitle of citing document
2016Fixed-b Inference in the Presence of Time-Varying Volatility. (2016). Kruse, Robinson ; Demetrescu, Matei ; Hanck, Christoph . In: CREATES Research Papers. RePEc:aah:create:2016-01.

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2016The cointegrated vector autoregressive model with general deterministic terms. (2016). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2016-22.

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2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12.

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2016Changes in sovereign debt dynamics in Central and Eastern Europe. (2016). Cuestas, Juan. In: Working Papers. RePEc:aee:wpaper:1610.

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2016The Impact of Pre-marital Sex Ratios on Household Saving in Two Asian Countries: The Competitive Saving Motive Revisited. (2016). Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: AGI Working Paper Series. RePEc:agi:wpaper:00000111.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard . In: Papers. RePEc:arx:papers:1709.09583.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: BIS Working Papers. RePEc:bis:biswps:560.

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2017Money-Multiplier Shocks. (2017). Ireland, Peter ; Benati, Luca. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:933.

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2016The Demand for Divisia Money: Theory and Evidence. (2016). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2016Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027.

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2017Testing for a Change in Mean under Fractional Integration. (2017). Iacone, Fabrizio ; Fabrizio, Iacone ; Taylor, Robert ; Stephen, Leybourne . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:8:n:2.

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2016Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Paul, Jones ; Walter, Enders . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:399-419:n:3.

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2016HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf.

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2017The Impact of Monetary Strategies on Inflation Persistence. (2017). Kočenda, Evžen ; Kocenda, Even ; Varga, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6306.

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2017The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends. (2017). Liang, Zhongwen ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6313.

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2016Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2058.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

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2016The Impact of Pre-marital Sex Ratios on Household Saving in Two Asian Countries: The Competitive Saving Motive Revisited. (2016). Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: ISER Discussion Paper. RePEc:dpr:wpaper:0975.

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2016Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

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2016Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors. (2016). McCulloch, Huston J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:712-733.

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2016A Gini-based unit root test. (2016). Shelef, Amit. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:763-772.

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2016Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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2016Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests. (2016). Yoon, Gawon . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:725-732.

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2017Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.

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2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2016A simple proposal to improve the power of income convergence tests. (2016). Silva Lopes, Artur. In: Economics Letters. RePEc:eee:ecolet:v:138:y:2016:i:c:p:92-95.

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2016Sieve bootstrap monitoring for change from short to long memory. (2016). Chen, Zhanshou ; Li, Fuxiao ; Xing, Yuhong . In: Economics Letters. RePEc:eee:ecolet:v:140:y:2016:i:c:p:53-56.

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2016A nonparametric unit root test under nonstationary volatility. (2016). Yigit, Taner ; Erolu, Burak Alparslan ; Yiit, Taner . In: Economics Letters. RePEc:eee:ecolet:v:140:y:2016:i:c:p:6-10.

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2016Inference on the long-memory properties of time series with non-stationary volatility. (2016). Sibbertsen, Philipp ; Demetrescu, Matei. In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:80-84.

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2016Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown. (2016). Harvey, David I ; Leybourne, Stephen J. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:239-245.

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2016Testing for deterministic seasonality in mixed-frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, Tomás. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:20-24.

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2017Two simple tests of the trend hypothesis under time-varying variance. (2017). Yang, Yang ; Wang, Shaoping . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:123-128.

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2016Inference in VARs with conditional heteroskedasticity of unknown form. (2016). Trenkler, Carsten ; Jentsch, Carsten ; Bruggemann, Ralf . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:69-85.

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2016A reexamination of stock return predictability. (2016). Choi, Yongok ; Park, Joon Y ; Jacewitz, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:168-189.

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2016Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2017A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models. (2017). Yamagata, Takashi ; Orme, Chris D ; Halunga, Andreea G. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:209-230.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Vrontos, Ioannis ; Meligkotsidou, Loukia ; Tzavalis, Elias . In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2016Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets. (2016). Enders, Walter ; Brooks, Robert ; Teterin, Pavel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:22-36.

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2016The shine of precious metals around the global financial crisis. (2016). Figuerola-Ferretti, Isabel ; McCrorie, Roderick J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:717-738.

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2016‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2). (2016). Trachanas, Emmanouil ; de Vita, Glauco . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:150-160.

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2016Stationarity changes in long-run energy commodity prices. (2016). Zaklan, Aleksandar ; Neumann, Anne ; Abrell, Jan. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:96-103.

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2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. (2016). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper N. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:168-175.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc . In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2016Reducing CO2 emissions in Chinas manufacturing industry: Evidence from nonparametric additive regression models. (2016). Lin, Boqiang ; Xu, Bin . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:161-173.

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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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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima ; Soon, Siew-Voon . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2016Forecasting using sparse cointegration. (2016). Croux, Christophe ; Wilms, Ines . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1256-1267.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2016Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries. (2016). Panagiotidis, Theodore ; Kaufmann, Robert ; Dergiades, Theologos. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:76:y:2016:i:c:p:67-85.

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2016Short interest and aggregate stock returns. (2016). Zhou, Guofu ; Ringgenberg, Matthew ; Rapach, David E. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:46-65.

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2016Multivariate trend function testing with mixed stationary and integrated disturbances. (2016). Xu, Ke-Li. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:38-57.

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2016Exploring the oil prices and exchange rates nexus in some African economies. (2016). Molero, Juan Carlos ; Pershin, Vitaly ; de Gracia, Fernando Perez . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:1:p:166-180.

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2017Cointegrated market-neutral strategy for basket trading. (2017). , Philip ; Lu, Renjie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:112-124.

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2016Shipping investor sentiment and international stock return predictability. (2016). Papapostolou, Nikos ; Nomikos, Nikos K ; Pouliasis, Panos K ; Kyriakou, Ioannis . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:96:y:2016:i:c:p:81-94.

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2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day. (2017). Wohar, Mark ; Madsen, Jakob ; Kellard, Neil ; Harvey, David I. In: World Development. RePEc:eee:wdevel:v:89:y:2017:i:c:p:57-70.

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2016Crecimiento económico en México: restricción por la balanza de pagos.. (2016). Morones, Ana Lourdes . In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxv:y:2016:i:1:p:39-58.

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2017International Evidence on Long-Run Money Demand. (2017). Nicolini, Juan Pablo ; Lucas, Robert ; Weber, Warren E ; Benati, Luca . In: Working Papers. RePEc:fip:fedmwp:737.

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2017Online Appendix for: International Evidence on Long-Run Money Demand. (2017). Nicolini, Juan Pablo ; Lucas, Robert ; Weber, Warren E ; Benati, Luca . In: Working Papers. RePEc:fip:fedmwp:738.

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2017Consistency of Trend Break Point Estimator with Underspecified Break Number. (2017). Yang, Jingjing . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:4-:d:86944.

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2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

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2016Year Ahead Demand Forecast of City Natural Gas Using Seasonal Time Series Methods. (2016). Akpinar, Mustafa ; Yumusak, Nejat . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:9:p:727-:d:77779.

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2017On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525.

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2017Changes in Persistence in Outlier Contaminated Time Series. (2017). Hirsch, Tristan ; Rinke, Saskia . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-583.

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2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-598.

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2016A Modified ADF Test for Geometric ARMA Processes. (2016). Lien, Donald ; Firoozi, Fathali . In: International Journal of Business and Economics. RePEc:ijb:journl:v:15:y:2016:i:2:p:173-179.

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2016Algebra of Integrated Time Series: Evidence from Unit Root Analysis. (2016). Luitel, Hari ; Mahar, Gerry J. In: International Advances in Economic Research. RePEc:kap:iaecre:v:22:y:2016:i:2:d:10.1007_s11294-016-9577-9.

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2017The aggregate exports-GDP relation under the prism of infrequent trend breaks and multi-horizon causality. (2017). Konstantakopoulou, Ioanna. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0355-1.

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2016Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun. (2016). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Martínez García, Enrique ; Yusupova, Alisa ; Grossman, Valerie ; Mack, Adrienne ; Martinez-Garcia, Enrique . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:53:y:2016:i:4:d:10.1007_s11146-015-9531-2.

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2017The impact of sex ratios before marriage on household saving in two Asian countries: The competitive saving motive revisited. (2017). Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: Review of Economics of the Household. RePEc:kap:reveho:v:15:y:2017:i:3:d:10.1007_s11150-016-9344-y.

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2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: Discussion Papers. RePEc:kud:kuiedp:1703.

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2016The impact of monetary strategies on inflation persistence. (2016). Kočenda, Evžen ; Kocenda, Evzen ; Varga, Balazs . In: KIER Working Papers. RePEc:kyo:wpaper:938.

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2016The Impact of Pre-marital Sex Ratios on Household Saving in Two Asian Countries: The Competitive Saving Motive Revisited. (2016). Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: NBER Working Papers. RePEc:nbr:nberwo:22412.

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2016International Evidence on Long Run Money Demand. (2016). Nicolini, Juan Pablo ; Lucas, Robert ; Benati, Luca ; Weber, Warren ; Robert, JR. In: NBER Working Papers. RePEc:nbr:nberwo:22475.

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2017Explosiveness in G11 currencies. (2017). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/2.

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2017How bubbly is the New Zealand dollar?. (2017). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/3.

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2016Local Explosion Modelling by Noncausal Process. (2016). Zakoian, Jean-Michel ; gourieroux, christian. In: MPRA Paper. RePEc:pra:mprapa:71105.

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2016Modelling mortality: Are we heading in the right direction?. (2016). Li, Youwei ; O'Hare, Colin . In: MPRA Paper. RePEc:pra:mprapa:71392.

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2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?. (2016). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:72094.

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2016Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:74922.

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2017How free admittance affects charged visits to museums: An analysis of the Italian case. (2017). Cuccia, Tiziana ; Cellini, Roberto. In: MPRA Paper. RePEc:pra:mprapa:78067.

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2017Structural change in non-stationary AR(1) models. (2017). CHONG, Terence Tai Leung ; Liang, Yanling ; Zhang, Danna ; Pang, Tianxiao . In: MPRA Paper. RePEc:pra:mprapa:80510.

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2017Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing. (2017). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: MPRA Paper. RePEc:pra:mprapa:81053.

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

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2017Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67.

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2016Residual-augmented IVX predictive regression. (2016). Rodrigues, Paulo ; Demetrescu, Matei. In: Working Papers. RePEc:ptu:wpaper:w201605.

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2016A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio . In: Working Papers. RePEc:ptu:wpaper:w201612.

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2016Interest rate pass-through: a nonlinear vector error-correction approach. (2016). Popiel, Michal. In: Working Papers. RePEc:qed:wpaper:1352.

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2016The cointegrated vector autoregressive model with general deterministic terms. (2016). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1363.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: Working Papers. RePEc:rbp:wpaper:2017-003.

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2016The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks. (2016). Pundit, Madhavi ; Ghoshray, Atanu. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0493.

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

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2016The Econometric Model for the Economic and Financial Analysis of Romanian International Trade. (2016). Mario, ; Anghel, Madalina Gabriela ; Manole, Alexandru ; Anghelache, Constantin . In: Romanian Statistical Review. RePEc:rsr:journl:v:64:y:2016:i:3:p:53-66.

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2016Using the Autoregressive Model for the Economic Forecast during the Period 2014- 2018. (2016). Anghelache, Constantin ; Dima, Ioan Constantin . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:64:y:2016:i:1:p:21-31.

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2017Spurious regression due to neglected of non-stationary volatility. (2017). Jin, Hao ; Zhang, Jinsuo . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-016-0687-x.

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2017Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. (2017). Sanso, Andreu ; del Barrio Castro, Tomás ; Bodnar, Andrii . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0688-9.

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2016Cyclical non-stationarity in commodity prices. (2016). Asche, Frank ; Oglend, Atle . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1060-6.

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2017Measuring species concentration, diversification and dependency in a macro-fishery. (2017). Díaz-Emparanza, Ignacio ; Diaz-Emparanza, Ignacio ; Astorkiza, Kepa ; Valle, Ikerne . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1102-8.

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More than 100 citations found, this list is not complete...

Works by Robert Taylor:


YearTitleTypeCited
2008Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility In: CREATES Research Papers.
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2009Co-integration Rank Testing under Conditional Heteroskedasticity In: CREATES Research Papers.
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2001Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration. In: Journal of Business & Economic Statistics.
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1999Regression-Based Seasonal Unit Root Tests with Recursive Mean Adjustment. In: Discussion Papers.
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1999The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-Selection in Unit Root Tests. In: Discussion Papers.
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2000 The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-Selection in Unit Root Tests..(2000) In: Oxford Bulletin of Economics and Statistics.
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2008Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility In: Journal of Time Series Analysis.
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2000 On the Power of GLS-Type Unit Root Tests. In: Oxford Bulletin of Economics and Statistics.
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2005Fluctuation Tests for a Change in Persistence In: Oxford Bulletin of Economics and Statistics.
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1995Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests. In: Cambridge Working Papers in Economics.
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1998Additional critical values and asymptotic representations for seasonal unit root tests.(1998) In: Journal of Econometrics.
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2003On Tests for Double Differencing: Some Extensions and the Role of Initial Values In: Economic Working Papers at Centro de Estudios Andaluces.
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2004ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES In: Econometric Theory.
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2004ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL In: Econometric Theory.
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2005STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER In: Econometric Theory.
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2004Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2005STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS In: Econometric Theory.
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2009ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION In: Econometric Theory.
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