Timothy Vogelsang : Citation Profile


Are you Timothy Vogelsang?

Michigan State University

19

H index

27

i10 index

2224

Citations

RESEARCH PRODUCTION:

43

Articles

26

Papers

RESEARCH ACTIVITY:

   28 years (1991 - 2019). See details.
   Cites by year: 79
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 25 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo70
   Updated: 2021-11-28    RAS profile: 2021-03-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Sun, Yixiao (101)

Leybourne, Stephen (77)

Perron, Pierre (76)

Harvey, David (71)

Taylor, Robert (63)

Phillips, Peter (31)

Tamarit, Cecilio (27)

Al-Sadoon, Majid (24)

Shahbaz, Muhammad (24)

Kruse, Robinson (24)

Hwang, Jungbin (23)

Cites to:

Kiefer, Nicholas (28)

Phillips, Peter (27)

Andrews, Donald (17)

Perron, Pierre (16)

Stock, James (13)

Sun, Yixiao (11)

Bunzel, Helle (9)

Ploberger, Werner (9)

Watson, Mark (8)

Jin, Sainan (7)

Jansson, Michael (6)

Main data


Where Timothy Vogelsang has published?


Journals with more than one article published# docs
Econometric Theory9
Journal of Econometrics5
Econometrica4
Journal of Business & Economic Statistics4
Journal of Time Series Analysis4
Econometrics Journal2
Journal of Business & Economic Statistics2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
Working Papers / Cornell University, Center for Analytic Economics8
Staff General Research Papers Archive / Iowa State University, Department of Economics3
Economics Series / Institute for Advanced Studies3
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Timothy Vogelsang (2021 and 2020)


YearTitle of citing document
2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06.

Full description at Econpapers || Download paper

2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2020Exploring the geographical bias of manufactured exports in MERCOSUR. (2020). González, Germán ; Gonzalez, German ; Fioriti, Andres ; Delbianco, Fernando. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4339.

Full description at Econpapers || Download paper

2020Board-related corporate governance practices and performance of Argentine banks. (2020). Narvaez, Marcos ; Jullier, Juan ; Carlevaro, Emiliano A ; Dutto, Martin Leandro. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4340.

Full description at Econpapers || Download paper

2021Trends and Structural Changes in Japanese Post-2011 Agri-Food Trade Flows. (2021). Tatsi, Stevi ; Karpetis, Christos ; Dadakas, Dimitrios. In: Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics). RePEc:ags:jpjjre:314905.

Full description at Econpapers || Download paper

2021Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

Full description at Econpapers || Download paper

2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2020Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782.

Full description at Econpapers || Download paper

2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

Full description at Econpapers || Download paper

2020Inference without smoothing for large panels with cross-sectional and temporal dependence. (2020). Schafgans, M ; Hidalgo, J. In: Papers. RePEc:arx:papers:2006.14409.

Full description at Econpapers || Download paper

2021Nonparametric prediction with spatial data. (2020). Hidalgo, Javier ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.04269.

Full description at Econpapers || Download paper

2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

Full description at Econpapers || Download paper

2021Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

Full description at Econpapers || Download paper

2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

Full description at Econpapers || Download paper

2021Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

Full description at Econpapers || Download paper

2020The pathway toward pollution mitigation: Does institutional quality make a difference?. (2020). Ulucak, Recep. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3571-3583.

Full description at Econpapers || Download paper

2021The share of the global energy mix: Signs of convergence?. (2021). Ghoshray, Atanu ; Malki, Issam. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50.

Full description at Econpapers || Download paper

2020An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550.

Full description at Econpapers || Download paper

2021Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002.

Full description at Econpapers || Download paper

2021Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

Full description at Econpapers || Download paper

2020Asymptotic F test in Regressions with Observations Collected at High Frequency over Long Span. (2020). Sun, Yixiao ; Pellatt, Daniel . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt19f0d9wz.

Full description at Econpapers || Download paper

2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

Full description at Econpapers || Download paper

2020Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform. (2020). la Spada, Gabriele ; Cipriani, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14375.

Full description at Econpapers || Download paper

2021On Multicointegration. (2021). Kheifets, Igor ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2306.

Full description at Econpapers || Download paper

2020Changes in the tax-spend nexus: Evidence from selected European countries. (2020). Nojosa, Glauber ; Linhares, Fabricio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00514.

Full description at Econpapers || Download paper

2021On the Analysis of Food and Oil Markets in Nigeria: What Prices Tell Us from Asymmetric and Partial Structural Change Modeling?. (2021). Rong, Yang ; Gummi, Umar Muhammad ; Mu, Asiya ; Umar, Abdulhamid Sillah ; Bello, Utiya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-8.

Full description at Econpapers || Download paper

2021Long-run neutrality of money and inflation in Spanish economy, 1830-1998. (2021). Esteve, Vicente ; Congregado, Rafael Emilio. In: Working Papers. RePEc:eec:wpaper:2104.

Full description at Econpapers || Download paper

2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

Full description at Econpapers || Download paper

2020Too gloomy to invest: Weather-induced mood and crowdfunding. (2020). Mohammadi, Ali ; Shafi, Kourosh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302054.

Full description at Econpapers || Download paper

2020Structural breaks in the correlations between Asian and US stock markets. (2020). Chou, Pei-I, ; Lee, Chia-Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830250x.

Full description at Econpapers || Download paper

2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

Full description at Econpapers || Download paper

2020Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x.

Full description at Econpapers || Download paper

2020Nearly unbiased estimation of sample skewness. (2020). Li, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301324.

Full description at Econpapers || Download paper

2020A modified Wilcoxon test for change points in long-range dependent time series. (2020). Wenger, Kai ; Less, Vivien. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s016517652030166x.

Full description at Econpapers || Download paper

2020A mean-difference test based on self-normalization for alternating regime index data sets. (2020). Shin, Dong Wan ; Kim, Bo Gyeong. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176519300072.

Full description at Econpapers || Download paper

2020A self-normalization test for correlation change. (2020). Shin, Dong Wan ; Choi, Ji-Eun. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517651930045x.

Full description at Econpapers || Download paper

2020Trends in distributional characteristics: Existence of global warming. (2020). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:153-174.

Full description at Econpapers || Download paper

2020Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (2020). Wagner, Martin ; Hong, Seung Hyun ; Grabarczyk, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:216-255.

Full description at Econpapers || Download paper

2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Park, Sungkeun ; Kim, Chang Sik ; Kaufmann, Robert K ; Chang, Yoosoon. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:274-294.

Full description at Econpapers || Download paper

2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

Full description at Econpapers || Download paper

2020Autoregressive wild bootstrap inference for nonparametric trends. (2020). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:81-109.

Full description at Econpapers || Download paper

2020Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (2020). Cui, Guowei ; Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:327-353.

Full description at Econpapers || Download paper

2020Testing distributional assumptions using a continuum of moments. (2020). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:655-689.

Full description at Econpapers || Download paper

2020Testing-optimal kernel choice in HAR inference. (2020). Yang, Jingjing ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:123-136.

Full description at Econpapers || Download paper

2020Testing for a trend with persistent errors. (2020). Elliott, Graham. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:314-328.

Full description at Econpapers || Download paper

2020Heterogeneous panel data models with cross-sectional dependence. (2020). Zhu, Huanjun ; Xia, Kai ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:329-353.

Full description at Econpapers || Download paper

2021Estimation and inference in semiparametric quantile factor models. (2021). Gao, Jiti ; Linton, Oliver ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:295-323.

Full description at Econpapers || Download paper

2021Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023.

Full description at Econpapers || Download paper

2021Inference without smoothing for large panels with cross-sectional and temporal dependence. (2021). Schafgans, Marcia ; Hidalgo, Javier. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:125-160.

Full description at Econpapers || Download paper

2021Inference in time series models using smoothed-clustered standard errors. (2021). Vogelsang, Timothy J ; Rho, Seunghwa. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:113-133.

Full description at Econpapers || Download paper

2021Here comes the sun: Fashion goods retailing under weather fluctuations. (2021). Belkaid, Abdel ; Martinez-De, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:3:p:820-830.

Full description at Econpapers || Download paper

2020Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB: A tale of two targeters. (2020). Huynh, Toan ; Balsalobre-Lorente, Daniel ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300013.

Full description at Econpapers || Download paper

2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

Full description at Econpapers || Download paper

2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

Full description at Econpapers || Download paper

2020A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Khalid, Usman ; Shafiullah, Muhammad ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301547.

Full description at Econpapers || Download paper

2021Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks. (2021). Pan, Lei ; Matsuki, Takashi. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002322.

Full description at Econpapers || Download paper

2020Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293.

Full description at Econpapers || Download paper

2021Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Lobon, Oana-Ramona ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x.

Full description at Econpapers || Download paper

2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

Full description at Econpapers || Download paper

2020Investigating Asian regional income convergence using Fourier Unit Root test with Break. (2020). YAYA, OLAOLUWA ; JACOB, RAY ; Furuoka, Fumitaka ; Ezeoke, Chinyere M ; Pui, Kiew Ling. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:120-129.

Full description at Econpapers || Download paper

2020In the mood to consume: Effect of sunshine on credit card spending. (2020). Zou, Xin ; Meier, Stephan ; Chomsisengphet, Souphala ; Agarwal, Sumit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302223.

Full description at Econpapers || Download paper

2021Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:504-522.

Full description at Econpapers || Download paper

2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

Full description at Econpapers || Download paper

2021Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform. (2021). la Spada, Gabriele ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:250-269.

Full description at Econpapers || Download paper

2020Asymmetric effects of U.S. monetary policy on the U.S. bilateral trade deficit with China: A Markov switching ARDL model approach. (2020). Nguyen, Canh ; Dinhthanh, SU ; Doytch, Nadia ; Canh, Nguyen Phuc. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300153.

Full description at Econpapers || Download paper

2021The dynamic linkages between food prices and oil prices. Does asymmetry matter?. (2021). Kroupis, Nikolaos ; Katrakilidis, Constantinos ; Karakotsios, Achillefs. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000086.

Full description at Econpapers || Download paper

2021The impact of weather on consumer behavior and retail performance: Evidence from a convenience store chain in China. (2021). Song, Yan ; Cao, Shasha ; Tian, Xin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:62:y:2021:i:c:s0969698921001491.

Full description at Econpapers || Download paper

2020The relationship between crude oil exports, crude oil prices and military expenditures in some OPEC countries. (2020). Akpolat, Ahmet Goke ; Bakirtas, Tahsin. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719308104.

Full description at Econpapers || Download paper

2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

Full description at Econpapers || Download paper

2021The competing role of natural gas and oil as fossil fuel and the non-linear dynamics of resource curse in Russia. (2021). Koondhar, Mansoor Ahmed ; Umar, Muhammad ; Tan, Zhixiong ; Abbas, Syed Kumail ; Yang, Jinxuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001148.

Full description at Econpapers || Download paper

2021Recessions and recoveries: Multinational banks in the business cycle. (2021). Minetti, Raoul ; Romanini, Giacomo ; Olivero, Maria Pia ; Cao, Qingqing. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:203-219.

Full description at Econpapers || Download paper

2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

Full description at Econpapers || Download paper

2021Attribution bias in major decisions: Evidence from the United States Military Academy. (2021). Feudo, Aaron ; Pope, Nolan G ; Patterson, Richard W ; Haggag, Kareem. In: Journal of Public Economics. RePEc:eee:pubeco:v:200:y:2021:i:c:s0047272721000815.

Full description at Econpapers || Download paper

2021On the dynamic equicorrelations in cryptocurrency market. (2021). Golitsis, Petros ; Demiralay, Sercan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:524-533.

Full description at Econpapers || Download paper

2020Regional convergence-and divergence-in the US. (2020). Miles, William. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:2:p:131-139.

Full description at Econpapers || Download paper

2020Analyzing slowdown and meltdowns in the African countries: New evidence using Fourier quantile unit root test. (2020). Chang, Tsangyao ; Jahangard, Fateme ; Ranjbar, Omid ; Lee, Yi-Lung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:187-198.

Full description at Econpapers || Download paper

2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

Full description at Econpapers || Download paper

2021Monetary policy transmission with two exchange rates of a single currency: The Chinese experience. (2021). Qian, Zongxin ; Korhonen, Iikka ; He, Qing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:558-576.

Full description at Econpapers || Download paper

2020An international analysis of the economic cost for countries located in crisis zones. (2020). Corbet, Shaen ; Larkin, Charles ; Abu-Ghunmi, Diana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919304672.

Full description at Econpapers || Download paper

2020A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers. (2020). Vo, Xuan Vinh ; Nasir, Muhammad. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:54:y:2020:i:c:p:42-61.

Full description at Econpapers || Download paper

2021Have jobs and wages stopped rising? Productivity and structural change in advanced countries. (2021). Valentini, Enzo ; Gentili, Andrea ; Compagnucci, Fabiano ; Gallegati, Mauro. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:412-430.

Full description at Econpapers || Download paper

2020The sustainability of external imbalances in the European periphery. (2020). Tunali, Cigdem Borke ; Monastiriotis, Vassilis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101540.

Full description at Econpapers || Download paper

2020Labour frictions in interwar Britain: industrial reshuffling and the origin of mass unemployment. (2020). Luzardo-Luna, Ivan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105707.

Full description at Econpapers || Download paper

2021Life expectancy in West African countries: Evidence of convergence and catching up with the north. (2021). Ogbonna, Ahamuefula ; Otekunrin, Oluwaseun A ; Yaya, Olaoluwa S. In: Statistics in Transition New Series. RePEc:exl:29stat:v:22:y:2021:i:1:p:75-88.

Full description at Econpapers || Download paper

2020Are Economics and Psychology Complements in Household Technology Diffusion? Evidence from a Natural Field Experiment. (2020). Price, Michael ; List, John ; Giaccherini, Matilde ; Ponti, Giovanni ; Jimenez-Gomez, David ; Herberich, David . In: Natural Field Experiments. RePEc:feb:natura:00713.

Full description at Econpapers || Download paper

2021A Dummy Test of Identification in Models with Bunching. (2021). Nielsen, Eric ; Caetano, Carolina ; Fe, Hao. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-68.

Full description at Econpapers || Download paper

2021Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade. (2021). Krane, Spencer ; Brave, Scott ; Aaronson, Daniel ; Karger, Ezra ; Fogarty, Michael. In: Working Paper Series. RePEc:fip:fedhwp:92147.

Full description at Econpapers || Download paper

2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

Full description at Econpapers || Download paper

2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

Full description at Econpapers || Download paper

2021Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2021). Wagner, Martin ; Grupe, Maximilian ; Knorre, Fabian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201.

Full description at Econpapers || Download paper

2020Oil Price, Energy Consumption, and CO 2 Emissions in Turkey. New Evidence from a Bootstrap ARDL Test. (2020). Samour, Ahmed ; Aga, Mehmet ; Abumunshar, Mohammed. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5588-:d:434882.

Full description at Econpapers || Download paper

2020Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598.

Full description at Econpapers || Download paper

2020An Analysis of the Effects on Rail Operational Efficiency Due to a Merger between Brazilian Rail Companies: The Case of RUMO-ALL. (2020). Marinov, Marin ; Magalhes, Renata Lucia ; Ferreira, Francisco Gildemir. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4827-:d:370825.

Full description at Econpapers || Download paper

2020Relationship between International Reserves and FX Rate Movements. (2020). Yoon, Seong-Min ; Lee, Yeonjeong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6961-:d:404583.

Full description at Econpapers || Download paper

2021Sustainable Agricultural Total Factor Productivity and Its Spatial Relationship with Urbanization in China. (2021). Li, Jinkai ; Chen, Jueying ; Liu, Heguang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6773-:d:575413.

Full description at Econpapers || Download paper

2021The Impacts of Agricultural Trade on Economic Growth and Environmental Pollution: Evidence from Bangladesh Using ARDL in the Presence of Structural Breaks. (2021). Zhuang, Peifen ; Lin, Feiting ; Ghimire, Amogh. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8336-:d:601727.

Full description at Econpapers || Download paper

2021Through the Irregular Paths of Inequality: An Analysis of the Evolution of Socioeconomic Inequality in Brazilian States Since 1976. (2021). Junqueira, Alexandre ; Mourao, Paulo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2356-:d:503701.

Full description at Econpapers || Download paper

2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: Working Papers. RePEc:hal:wpaper:hal-03279499.

Full description at Econpapers || Download paper

2020Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17.

Full description at Econpapers || Download paper

2021Efectos de la Covid-19 y la restricción a la movilidad de las personas sobre el consumo adictivo de cigarros en México, 2005-2020. (2021). Mendoza González, Miguel Ángel ; Villagra-Pia, Alberto ; Mendoza-Gonzlez, Miguel Ngel. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:3:a:14.

Full description at Econpapers || Download paper

2020Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

Full description at Econpapers || Download paper

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

Works by Timothy Vogelsang:


YearTitleTypeCited
2007Projection Bias in Catalog Orders In: American Economic Review.
[Full Text][Citation analysis]
article60
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article8
2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2002Asymptotic Theory for Econometricians (rev. ed.) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article589
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 589
paper
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]
article133
1998Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters. In: Journal of Business & Economic Statistics.
[Citation analysis]
article23
2005Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article65
2003Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis.(2003) In: Staff General Research Papers Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2003Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
1999Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article6
2008Fixed?b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article19
2006Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper17
2002ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
1999Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2009The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article7
1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series In: Econometric Theory.
[Full Text][Citation analysis]
article106
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]
article90
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]
article179
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179
paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]
article23
2011SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]
article0
2011TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS In: Econometric Theory.
[Full Text][Citation analysis]
article12
2013A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS In: Econometric Theory.
[Full Text][Citation analysis]
article10
2011A Fixed-b Perspective on the Phillips-Perron Unit Root Tests.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]
article13
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]
article0
1999Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 In: The Journal of Economic History.
[Full Text][Citation analysis]
article0
2000Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers.
[Full Text][Citation analysis]
paper5
2002Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2000The Application of Size Robust Trend Analysis to Global Warming Temperature Series In: Working Papers.
[Full Text][Citation analysis]
paper6
2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
[Full Text][Citation analysis]
paper0
2001Testing in GMM Models without Truncation In: Working Papers.
[Full Text][Citation analysis]
paper2
2001Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series In: Working Papers.
[Full Text][Citation analysis]
paper8
2001Testing for Common Deterministic Trend Slopes In: Working Papers.
[Full Text][Citation analysis]
paper14
2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]
article157
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]
article114
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 114
paper
2000A Simple Test of the Law of Demand for the United States In: Econometrica.
[Citation analysis]
article3
2002Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation In: Econometrica.
[Citation analysis]
article81
2011Fixed‐b analysis of LM‐type tests for a shift in mean In: Econometrics Journal.
[Full Text][Citation analysis]
article12
2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters.
[Full Text][Citation analysis]
article1
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
[Full Text][Citation analysis]
article56
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]
article16
2011Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
1998Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series In: Journal of Econometrics.
[Full Text][Citation analysis]
article19
1994On Testing for a Unit Root in the Presence of Additive Outliers. In: Cornell - Department of Economics.
[Citation analysis]
paper5
2016Fixed- b Inference for Testing Structural Change in a Time Series Regression In: Econometrics.
[Full Text][Citation analysis]
article0
2011Multivariate trend comparisons between autocorrelated climate series with general trend regressors In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review.
[Citation analysis]
article257
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 257
paper
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 257
paper
2004Powerful Tests of Structural Change That are Robust to Strong Serial Correlation In: Discussion Papers.
[Full Text][Citation analysis]
paper5
1993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
article5
2002Are U.S. regions converging? Using new econometric methods to examine old issues In: Empirical Economics.
[Full Text][Citation analysis]
article29
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2018Comment on HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
1998On Seasonal Cycles, Unit Roots, And Mean Shifts In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article33
2005Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems In: Department of Economics Working Papers.
[Full Text][Citation analysis]
paper10
2014HAC robust trend comparisons among climate series with possible level shifts In: Environmetrics.
[Full Text][Citation analysis]
article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team