17
H index
24
i10 index
883
Citations
Jean-Pierre Urbain : Citation Profile
| RESEARCH PRODUCTION: 37 Articles 38 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1988 - 2016). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Urbain. | Is cited by:
| Cites to:
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Main data
Where Jean-Pierre Urbain has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 6 |
| Economics Letters | 6 |
| Oxford Bulletin of Economics and Statistics | 5 |
| Journal of Applied Econometrics | 4 |
| Econometric Reviews | 3 |
Recent works citing Jean-Pierre Urbain (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach. (2018). Varneskov, Rasmus T ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2018-16. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta ; le Roux, Sara. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Okafor, Chinelo ; Efobi, Uchenna ; Tanankem, Belmondo. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/009. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. In: AFEA Working Papers. RePEc:afe:wpaper:18/024. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2018 | Competitiveness of local food: an empirical analysis of the tomato market dynamics. (2018). Fang, Xin ; Leung, Pingsun ; Huang, Hui. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:266451. Full description at Econpapers || Download paper | |
| 2018 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357. Full description at Econpapers || Download paper | |
| 2019 | Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181. Full description at Econpapers || Download paper | |
| 2019 | Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019. Full description at Econpapers || Download paper | |
| 2018 | Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18. Full description at Econpapers || Download paper | |
| 2017 | INCOME INEQUALITY, MEDIA FRAGMENTATION, AND INCREASED POLITICAL POLARIZATION. (2017). Saving, Jason ; Duca, John. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:2:p:392-413. Full description at Econpapers || Download paper | |
| 2017 | THE EFFECT OF MINIMUM WAGES ON EMPLOYMENT: A FACTOR MODEL APPROACH. (2017). Totty, Evan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1712-1737. Full description at Econpapers || Download paper | |
| 2017 | A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50. Full description at Econpapers || Download paper | |
| 2017 | Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers || Download paper | |
| 2017 | Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532. Full description at Econpapers || Download paper | |
| 2017 | A long-run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches. (2017). Piras, Romano. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:3:p:571-602. Full description at Econpapers || Download paper | |
| 2018 | The leverage ratio, risk-taking and bank stability. (2018). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0766. Full description at Econpapers || Download paper | |
| 2018 | Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120. Full description at Econpapers || Download paper | |
| 2018 | Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806. Full description at Econpapers || Download paper | |
| 2017 | Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392. Full description at Econpapers || Download paper | |
| 2018 | Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019. Full description at Econpapers || Download paper | |
| 2019 | Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Cui, Guowei ; Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda. In: ISER Discussion Paper. RePEc:dpr:wpaper:1019r. Full description at Econpapers || Download paper | |
| 2018 | A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Hayakawa, Kazuhiko ; Nagata, Shuichi . In: ISER Discussion Paper. RePEc:dpr:wpaper:1037. Full description at Econpapers || Download paper | |
| 2019 | A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2019). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037r. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Money Supply on Nigeria Economy: A Comparison of Mixed Data Sampling (MIDAS) and ARDL Approach. (2017). Oluseyi, Adeniji Sesan ; Eweke, Gamaliel O ; Olasehinde, Timilehin John. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:123-134. Full description at Econpapers || Download paper | |
| 2017 | The leverage ratio, risk-taking and bank stability. (2017). Lang, Jan Hannes ; Smith, Jonathan Acosta ; Grill, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172079. Full description at Econpapers || Download paper | |
| 2017 | Liberalization, bankers’ motivation and productivity: A simple model with an application. (2017). Bajracharya, Pushkar ; Luintel, Kul B ; Selim, Sheikh . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:102-112. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440. Full description at Econpapers || Download paper | |
| 2019 | Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224. Full description at Econpapers || Download paper | |
| 2018 | Capital market integration in ASEAN: A non-stationary panel data analysis. (2018). Chan, Kenneth S ; Lai, Jennifer T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:249-260. Full description at Econpapers || Download paper | |
| 2017 | Nonlinear error correction based cointegration test in panel data. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Denaux, Zulal S. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:1-4. Full description at Econpapers || Download paper | |
| 2018 | On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158. Full description at Econpapers || Download paper | |
| 2018 | A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:115-117. Full description at Econpapers || Download paper | |
| 2019 | Unbiased CCE estimator for Interactive Fixed Effects panels. (2019). Yan, Jingzhou ; Chen, Mingjing. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:1-4. Full description at Econpapers || Download paper | |
| 2019 | Separate cointegration in a VAR system subject to structural breaks. (2019). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:19-23. Full description at Econpapers || Download paper | |
| 2017 | On the role of the rank condition in CCE estimation of factor-augmented panel regressions. (2017). Reese, Simon ; Karabiyik, Hande ; Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:60-64. Full description at Econpapers || Download paper | |
| 2017 | Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78. Full description at Econpapers || Download paper | |
| 2018 | Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673. Full description at Econpapers || Download paper | |
| 2018 | Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66. Full description at Econpapers || Download paper | |
| 2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86. Full description at Econpapers || Download paper | |
| 2019 | Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12. Full description at Econpapers || Download paper | |
| 2019 | Urbanization and non-renewable energy demand: A comparison of developed and emerging countries. (2019). Saleh, Ali Salman ; Alsamara, Mouyad ; Al Samara, Mouyad ; Mrabet, Zouhair ; Anwar, Sajid. In: Energy. RePEc:eee:energy:v:170:y:2019:i:c:p:832-839. Full description at Econpapers || Download paper | |
| 2017 | Institutional investors’ allocation to emerging markets: A panel approach to asset demand. (2017). Bonizzi, Bruno. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:47-64. Full description at Econpapers || Download paper | |
| 2017 | Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430. Full description at Econpapers || Download paper | |
| 2018 | What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145. Full description at Econpapers || Download paper | |
| 2019 | Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407. Full description at Econpapers || Download paper | |
| 2019 | Remittances, finance and industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Okafor, Chinelo ; Efobi, Uchenna ; Tanankem, Belmondo. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:54-66. Full description at Econpapers || Download paper | |
| 2017 | Corporate innovation and economic freedom: Cross-country comparisons. (2017). Zhu, Hui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:50-65. Full description at Econpapers || Download paper | |
| 2018 | Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190. Full description at Econpapers || Download paper | |
| 2018 | The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266. Full description at Econpapers || Download paper | |
| 2019 | Linear process bootstrap unit root test. (2019). Zou, Nan ; Politis, Dimitris N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:74-80. Full description at Econpapers || Download paper | |
| 2017 | Enhancing ICT for inclusive human development in Sub-Saharan Africa. (2017). le Roux, Sara ; Asongu, Simplice. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:118:y:2017:i:c:p:44-54. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers. RePEc:exs:wpaper:19/009. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2017 | An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR. (2017). Arlt, Josef ; Mandel, Martin . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:199-220. Full description at Econpapers || Download paper | |
| 2017 | Equity Regulation and U.S. Venture Capital Investment. (2017). Duca, John ; Atkinson, Tyler. In: Working Papers. RePEc:fip:feddwp:1707. Full description at Econpapers || Download paper | |
| 2018 | On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root. (2018). Skrobotov, Anton ; Anton, Skrobotov. In: Working Papers. RePEc:gai:wpaper:wpaper-2018-302. Full description at Econpapers || Download paper | |
| 2019 | Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048. Full description at Econpapers || Download paper | |
| 2017 | Common correlated effects and international risk sharing. (2017). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hae:wpaper:2017-5r. Full description at Econpapers || Download paper | |
| 2017 | Finite Sample Critical Values of the Generalized KPSS Stationarity Test. (2017). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9586-z. Full description at Econpapers || Download paper | |
| 2018 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, Jose Carlos ; Iglesias, Jesus ; Golpe, Antonio A. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2. Full description at Econpapers || Download paper | |
| 2017 | Natural Resources and Economic Development: New Panel Evidence. (2017). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Environmental & Resource Economics. RePEc:kap:enreec:v:66:y:2017:i:2:d:10.1007_s10640-015-9954-5. Full description at Econpapers || Download paper | |
| 2018 | Oil Abundance and Income Inequality. (2018). Kim, Dong-Hyeon ; Lin, Shu-Chin. In: Environmental & Resource Economics. RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0185-9. Full description at Econpapers || Download paper | |
| 2018 | Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9477-0. Full description at Econpapers || Download paper | |
| 2017 | Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704. Full description at Econpapers || Download paper | |
| 2018 | Bootstrap Model Averaging Unit Root Inference. (2018). Racine, Jeffrey ; Hansen, Bruce E. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-09. Full description at Econpapers || Download paper | |
| 2017 | The Price Convergence of Individual Goods in the Russian Regions. (2017). Skrobotov, Anton ; Perevyshin, YU. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017:i:35:p:71-102. Full description at Econpapers || Download paper | |
| 2017 | The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology. (2017). Eberhardt, Markus ; Teal, Francis . In: Discussion Papers. RePEc:not:notgep:17/16. Full description at Econpapers || Download paper | |
| 2018 | A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0161. Full description at Econpapers || Download paper | |
| 2017 | Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomic Trends and Factors of Production Affecting Potato Producer Price in Developing Countries. (2017). Salmensuu, Olli . In: MPRA Paper. RePEc:pra:mprapa:79163. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:84344. Full description at Econpapers || Download paper | |
| 2018 | Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Andres, Antonio ; Amavilah, Voxi Heinrich. In: MPRA Paper. RePEc:pra:mprapa:93236. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: MPRA Paper. RePEc:pra:mprapa:93533. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio. In: MPRA Paper. RePEc:pra:mprapa:93662. Full description at Econpapers || Download paper | |
| 2018 | Crude oil price and speculative activity: a cointegration analysis. (2018). Socha, Robert ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:263-304. Full description at Econpapers || Download paper | |
| 2019 | Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913. Full description at Econpapers || Download paper | |
| 2018 | Detecting Co-Movements in Noncausal Time Series. (2018). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:430. Full description at Econpapers || Download paper | |
| 2018 | Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Socha, Robert ; Wdowiski, Piotr. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2018:i:1:p:103-135. Full description at Econpapers || Download paper | |
| 2018 | A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0784-5. Full description at Econpapers || Download paper | |
| 2017 | Are state–local government expenditures converging? New evidence based on sequential unit root tests. (2017). Mahdavi, Saeid ; Westerlund, Joakim. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1123-3. Full description at Econpapers || Download paper | |
| 2017 | A new approach to testing unemployment hysteresis. (2017). Furuoka, Fumitaka. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1164-7. Full description at Econpapers || Download paper | |
| 2018 | Short- and long-run heterogeneous investment dynamics. (2018). Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Bontempi, Maria ; Bacchini, Fabio. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1211-4. Full description at Econpapers || Download paper | |
| 2017 | Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Boistard, H ; Bourguignon, M ; Levy-Leduc, C ; Reisen, V A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8. Full description at Econpapers || Download paper | |
| 2017 | Testing economic convergence in non-stationary panel. (2017). Niang, Abdou-Aziz . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0361-z. Full description at Econpapers || Download paper | |
| 2017 | Testing weak exogeneity in multiplicative error models. (2017). Xu, Yongdeng ; Luintel, Kul B. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:10:p:1617-1630. Full description at Econpapers || Download paper | |
| 2017 | Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704. Full description at Econpapers || Download paper | |
| 2017 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2017). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Research Memorandum. RePEc:unm:umagsb:2017010. Full description at Econpapers || Download paper | |
| 2018 | AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES. (2018). Douady, Raphael ; Kornprobst, Antoine. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:03:n:s021902491850022x. Full description at Econpapers || Download paper | |
| 2018 | A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018. Full description at Econpapers || Download paper | |
| 2018 | Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Jean-Pierre Urbain:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Bootstrap Unit-Root Tests: Comparison and Extensions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 30 |
| 2006 | Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 1992 | On Weak Exogeneity in Error Correction Models. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 117 |
| 1991 | On Weak Exogeneity in Error Correction Models..(1991) In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
| 2000 | Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 50 |
| 2006 | Cointegration Testing in Panels with Common Factors In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 55 |
| 2011 | Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 8 |
| 2014 | On the Applicability of the Sieve Bootstrap in Time Series Panels In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2011 | On the Applicability of the Sieve Bootstrap in Time series Panels.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1992 | Structural invariance and super exogeneity in: macroeconometric model building :MARIBELs consumption function revisited In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2000 | Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2002 | Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2002 | SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 1999 | Corporate governance structures, control and performance in European markets: a tale of two systems In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems.(1999) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | Bridging the gap between Ox and Gauss using OxGauss In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Bridging the gap between Ox and Gauss using OxGauss.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2004 | Bridging the Gap Between Ox and Gauss using OxGauss.(2004) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1994 | To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536 In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Citation analysis] | paper | 0 |
| 1996 | Intertemporal Substitution in Import Demand and Habit Formation In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 14 |
| 1998 | Intertemporal substitution in import demand and habit formation.(1998) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 1996 | Intertemporal substitution in import demand and habit formation *.(1996) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1996 | Labor market dynamics when effort depends on wage growth comparisons In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 5 |
| 2000 | Labor market dynamics when effort depends on wage growth comparisons.(2000) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1996 | Labor market dynamics when effort depends on wage growth comparisons.(1996) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2007 | A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | On the implementation and use of factor-augmented regressions in panel data In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 35 |
| 2008 | A cautious note on the use of panel models to predict financial crises In: Economics Letters. [Full Text][Citation analysis] | article | 36 |
| 2013 | Alternative representations for cointegrated panels with global stochastic trends In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | On the estimation and inference in factor-augmented panel regressions with correlated loadings In: Economics Letters. [Full Text][Citation analysis] | article | 46 |
| 1989 | Model selection criteria and granger causality tests : An empirical note In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1993 | Common stochastic trends in European stock markets In: Economics Letters. [Full Text][Citation analysis] | article | 69 |
| 1993 | Misspecification tests, unit roots and level shifts In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2006 | Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
| 2006 | Causality and exogeneity in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Factor structures for panel and multivariate time series data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
| 2008 | Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2015 | Cross-sectional averages versus principal components In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 1995 | Partial versus full system modelling of cointegrated systems an empirical illustration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
| 2017 | Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 1996 | Japanese import behavior and cointegration: A comment In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 1997 | Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers. [Citation analysis] | paper | 1 |
| 1999 | Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1988 | FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
| 1988 | ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 3 |
| 1989 | STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBELS CONSUMPTION FUNCTION REVISITED. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
| 1989 | ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
| 1990 | ASSESSING LONG RUN PURCHASING POWER PARITY USING COINTEGRATION ANALYSIS: THE CASE OF SMALL AND OPEN ECONOMY. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
| 1991 | Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 15 |
| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands: Reply. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2005 | Book Reviews: Eric Ghysels, Norman R. Swanson and Mark W.Watson, Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory, C In: De Economist. [Full Text][Citation analysis] | article | 0 |
| 1990 | Modèles à correction derreur et fonctions dimportations agrégées In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 1997 | Lagrance-multiplier tersts for weak exogeneity: a synthesis In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
| 2010 | Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling In: Econometric Reviews. [Full Text][Citation analysis] | article | 46 |
| 2004 | Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling.(2004) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2013 | Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum. [Full Text][Citation analysis] | paper | 17 |
| 2014 | CCE estimation of factor-augmented regression models with more factors than observables In: Research Memorandum. [Full Text][Citation analysis] | paper | 3 |
| 2014 | A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing In: Research Memorandum. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data).(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | Panel Cointegration Testing in the Presence of Common Factors In: Research Memorandum. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration In: Research Memorandum. [Full Text][Citation analysis] | paper | 16 |
| 2008 | Panel Error Correction Testing with Global Stochastic Trends In: Research Memorandum. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Are Panel Unit Root Tests Useful for Real-Time Data? In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Cross sectional averages or principal components? In: Research Memorandum. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2016 | Error Correction Testing in Panels with Common Stochastic Trends In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
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