Roy van der Weide : Citation Profile


Are you Roy van der Weide?

World Bank Group

10

H index

10

i10 index

319

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Books

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 18
   Journals where Roy van der Weide has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 6 (1.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva22
   Updated: 2019-04-20    RAS profile: 2019-03-25    
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Relations with other researchers


Works with:

Verme, Paolo (2)

Milanovic, Branko (2)

Durevall, Dick (2)

Fujii, Tomoki (2)

Ianchovichina, Elena (2)

Lakner, Christoph (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roy van der Weide.

Is cited by:

Hommes, Cars (27)

Nguyen, Cuong (14)

McAleer, Michael (13)

Lütkepohl, Helmut (12)

Laurent, Sébastien (11)

Caporin, Massimiliano (9)

Francq, Christian (9)

Hafner, Christian (9)

Westerhoff, Frank (9)

Wagener, Florian (7)

Anufriev, Mikhail (7)

Cites to:

Lanjouw, Peter (11)

Elbers, Chris (10)

Brock, William (9)

Özler, Berk (8)

Hommes, Cars (8)

Fujii, Tomoki (7)

Ferreira, Francisco (6)

Lebaron, Blake (6)

Martin, Will (4)

Engle, Robert (4)

Yin, Wesley (4)

Main data


Where Roy van der Weide has published?


Journals with more than one article published# docs
World Bank Economic Review2

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank12
Tinbergen Institute Discussion Papers / Tinbergen Institute4
MPRA Paper / University Library of Munich, Germany3
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance3

Recent works citing Roy van der Weide (2018 and 2017)


YearTitle of citing document
2019Social Divisiveness and Conflicts: Grievances Matter!. (2019). Boucekkine, Raouf ; Melindi-Ghidi, Paolo ; Desbordes, Rodolphe. In: AMSE Working Papers. RePEc:aim:wpaimx:1906.

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2018On monitoring development indicators using high resolution satellite images. (2018). Suraj, Potnuru Kishen ; Banerjee, Subhashis ; Paul, Sourabh Bikash ; Sharma, Makkunda ; Gupta, Ankesh. In: Papers. RePEc:arx:papers:1712.02282.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1712.05121.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2018Towards an explanation of inequality in premodern societies: the role of colonies, urbanization, and high population density. (2018). Milanovic, Branko. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:4:p:1029-1047.

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2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS. (2017). Westerhoff, Frank ; Franke, Reiner ; Zamparelli, Luca ; Veneziani, Roberto. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:5:p:1152-1182.

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2018Intergenerationelle Einkommensmobilität: Schlusslicht Deutschland?. (2018). Peichl, Andreas ; Weishaar, Daniel ; Hufe, Paul. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:71:y:2018:i:20:p:20-28.

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2017Measuring inequality in the Middle East 1990-2016: The Worlds Most Unequal Region?. (2017). Piketty, Thomas ; Alvaredo, Facundo ; Assouad, Lydia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12405.

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2017Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis. (2017). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1672.

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2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1750.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Carl’s nonlinear cobweb. (2018). Hommes, Cars. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:7-20.

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2017Does urbanization reduce rural poverty? Evidence from Vietnam. (2017). Nguyen, Cuong ; BEN YOUSSEF, Adel ; AROURI, Mohamed. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:253-270.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2019Evaluation of multivariate GARCH models in an optimal asset allocation framework. (2019). Hasim, Haslifah M ; Vrontos, Spyridon ; Abdul, Nor Syahilla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:568-596.

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2018The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds. (2018). Raberto, Marco ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:144:y:2018:i:c:p:228-243.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:223-247.

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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2018Investor implications of divesting from fossil fuels. (2018). Henriques, Irene ; Sadorsky, Perry. In: Global Finance Journal. RePEc:eee:glofin:v:38:y:2018:i:c:p:30-44.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1075-1083.

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2017Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). tule, moses ; Ndako, Umar ; Onipede, Samuel F. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:57-65.

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2018Household vulnerability as expected poverty in Vietnam. (2018). Vo, Thang T. In: World Development Perspectives. RePEc:eee:wodepe:v:10-12:y:2018:i::p:1-14.

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2018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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2018Is the Output Growth Rate in NIPA a Welfare Measure?. (2018). Duran, Jorge ; Licandro, Omar. In: Working Papers. RePEc:hal:wpaper:halshs-01943948.

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2018Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Working Papers. RePEc:hal:wpaper:halshs-01944656.

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2019Social Divisiveness and Conflicts: Grievances Matter!. (2019). Melindi-Ghidi, Paolo ; Boucekkine, Raouf ; Desbordes, Rodolphe. In: Working Papers. RePEc:hal:wpaper:halshs-02044350.

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2018Bounded-rationality and heterogeneous agents: Long or short forecasters?. (2018). Serpieri, Carolina ; Di Pietro, Marco ; Di Bartolomeo, Giovanni ; beqiraj, elton. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc111392.

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2018Robust Optimal Policies in a Behavioural New Keynesian Model. (2018). Serpieri, Carolina ; Di Bartolomeo, Giovanni. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc111603.

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2017Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach. (2017). Gallegati, Mauro ; Colasante, Annarita ; Camacho Cuena, Eva ; Alfarano, Simone ; Camacho-Cuena, Eva. In: Working Papers. RePEc:jau:wpaper:2017/03.

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2019Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison. (2019). Alfarano, Simone ; Camacho-Cuena, Eva ; Colasante, Annarita. In: Working Papers. RePEc:jau:wpaper:2019/02.

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2018Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9662-z.

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2017Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1711.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1803.

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2017Monetary Policy under Behavioral Expectations: Theory and Experiment. (2017). Weber, Matthias ; Massaro, Domenico ; Hommes, Cars. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:42.

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2018Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2018). MORANA, CLAUDIO ; Claudio, Morana. In: Working Papers. RePEc:mib:wpaper:382.

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2017Combining Multivariate Volatility Forecasts: An Economic-Based Approach. (2017). Santos, Andre ; Moura, Guilherme ; Nogales, Francisco J ; Caldeira, Joo F. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285..

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2017Updating poverty estimates in the absence of regular and comparable consumption data: methods and illustration with reference to a middle-income country. (2017). Serajuddin, Umar ; Dang, Hai-Anh ; Lanjouw, Peter F. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:69:y:2017:i:4:p:939-962..

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2017Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach. (2017). Colasante, Annarita ; Camacho Cuena, Eva ; Alfarano, Simone ; Gallegati, Mauro. In: MPRA Paper. RePEc:pra:mprapa:77618.

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2017Forecasting realized volatility: a review. (2017). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:83232.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: MPRA Paper. RePEc:pra:mprapa:83988.

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2018Income inequality, consumption, credit and credit risk in a data-driven agent-based model. (2018). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:89764.

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2019Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison. (2019). Alfarano, Simone ; Camacho-Cuena, Eva ; Colasante, Annarita. In: MPRA Paper. RePEc:pra:mprapa:92391.

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2019Using local expert knowledge to measure prices: Evidence from a survey experiment in Vietnam. (2019). Le, Trinh ; Gibson, John. In: MPRA Paper. RePEc:pra:mprapa:92533.

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2018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Anufriev, Mikhail ; Tramontana, Fabio ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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2017Vietnam’s Evolving Poverty Index Map: Patterns and Implications for Policy. (2017). Nguyen, Cuong ; Marra, Marleen ; Lanjouw, Peter . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:1:d:10.1007_s11205-016-1355-9.

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2017Bounded-rationality and heterogeneous agents: Long or short forecasters?. (2017). Serpieri, Carolina ; Di Bartolomeo, Giovanni ; beqiraj, elton ; Elton, Beqiraj. In: wp.comunite. RePEc:ter:wpaper:00132.

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2017Do cultural factors alter the relationship between risk attitudes and economic welfare?. (2017). Pham, Huong Dien. In: TVSEP Working Papers. RePEc:tvs:wpaper:wp-003.

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2017Is inequality underestimated in Mozambique? Accounting for underreported consumption. (2017). Arndt, Channing ; Mahrt, Kristi. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2017-153.

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2018Improved Modelling of Spatial Cost of Living Differences in Developing Countries: A Comparison of Expert Knowledge and Traditional Price Surveys. (2018). Le, Trinh ; Gibson, John. In: Working Papers in Economics. RePEc:wai:econwp:18/08.

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2018Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments. (2018). Jolliffe, Dean ; Dang, Hai-Anh ; Carletto, Calogero. In: GLO Discussion Paper Series. RePEc:zbw:glodps:179.

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2018To Impute or Not to Impute? A Review of Alternative Poverty Estimation Methods in the Context of Unavailable Consumption Data. (2018). Dang, Hai-Anh. In: GLO Discussion Paper Series. RePEc:zbw:glodps:201.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Bertsche, Dominik ; Braun, Robin. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181631.

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2018Inference for structural impulse responses in SVAR-GARCH models. (2018). Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:281.

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Works by Roy van der Weide:


YearTitleTypeCited
2008A Note on Different Approaches to Index Number Theory In: American Economic Review.
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article10
2006Wake me up before you GO-GARCH In: CeNDEF Working Papers.
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paper11
2004Wake me up before you GO-GARCH.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 11
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2006Wake me up before you GO-GARCH.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 11
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2006E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers.
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paper20
2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics.
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This paper has another version. Agregated cites: 20
article
2012Volatility: Expectations and Realizations In: CeNDEF Working Papers.
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paper0
2010Poverty and Inequality Maps in Rural Vietnam: An Application of Small Area Estimation In: Asian Economic Journal.
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article12
2018Is Inequality Underestimated in Egypt? Evidence from House Prices In: Review of Income and Wealth.
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article4
2016Is inequality underestimated in Egypt ? evidence from house prices.(2016) In: Policy Research Working Paper Series.
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2005Herding, a-synchronous updating and heterogeneity in memory in a CBS In: Journal of Economic Dynamics and Control.
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article65
2003Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 65
paper
2011Method of moments estimation of GO-GARCH models In: Journal of Econometrics.
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article20
2014Importing High Food Prices by Exporting: Rice Prices in Lao PDR In: Working Papers in Economics.
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paper0
2014Importing high food prices by exporting : rice prices in Lao PDR.(2014) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 0
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2002GO-GARCH: a multivariate generalized orthogonal GARCH model In: Journal of Applied Econometrics.
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article124
2016Estimating Quarterly Poverty Rates Using Labor Force Surveys: A Primer In: World Bank Economic Review.
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article11
2013Estimating quarterly poverty rates using labor force surveys : a primer.(2013) In: Policy Research Working Paper Series.
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2018Inequality is Bad for Growth of the Poor (but Not for That of the Rich) In: World Bank Economic Review.
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article5
2014Inequality is bad for growth of the poor (but not for that of the rich).(2014) In: Policy Research Working Paper Series.
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2007Construction of poverty map for the HCM city in Vietnam using the 2004 VHLSS and the 2004 HCM Mid-Census In: MPRA Paper.
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paper2
2007Updating Poverty Maps of Vietnam using Vietnam Household Living Standard Survey 2002 and Population Census 1999 In: MPRA Paper.
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2009Rural Poverty and Inequality Maps in Vietnam: Estimation using Vietnam Household Living Standard Survey 2006 and Rural Agriculture and Fishery Census 2006 In: MPRA Paper.
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2001Asset pricing with a continuum of belief types In: Computing in Economics and Finance 2001.
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2003The Evolution of Expectations Towards Expiration In: Computing in Economics and Finance 2003.
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2003Continuous Beliefs Dynamics In: Tinbergen Institute Discussion Papers.
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paper5
2003Heterogeneity as a Natural Source of Randomness In: Tinbergen Institute Discussion Papers.
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2018Fair Progress? In: World Bank Publications.
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2010Poverty and inequality maps for rural Vietnam: an application of small area estimation In: Policy Research Working Paper Series.
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2013Cost-effective estimation of the population mean using prediction estimators In: Policy Research Working Paper Series.
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paper1
2014Estimation of normal mixtures in a nested error model with an application to small area estimation of poverty and inequality In: Policy Research Working Paper Series.
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paper5
2014GLS estimation and empirical bayes prediction for linear mixed models with Heteroskedasticity and sampling weights : a background study for the POVMAP project In: Policy Research Working Paper Series.
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2016Is predicted data a viable alternative to real data ? In: Policy Research Working Paper Series.
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2016Unequal opportunity, unequal growth In: Policy Research Working Paper Series.
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2017Approximating income distribution dynamics using aggregate data In: Policy Research Working Paper Series.
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2018Obstacles on the road to Palestinian economic growth In: Policy Research Working Paper Series.
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