Timothy Vogelsang : Citation Profile


Are you Timothy Vogelsang?

Michigan State University

19

H index

26

i10 index

2038

Citations

RESEARCH PRODUCTION:

40

Articles

26

Papers

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 75
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 25 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo70
   Updated: 2020-09-22    RAS profile: 2019-03-26    
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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 (74)

Perron, Pierre (70)

Harvey, David (68)

Taylor, Robert (63)

Phillips, Peter (31)

Tamarit, Cecilio (27)

Al-Sadoon, Majid (24)

Hwang, Jungbin (23)

Montañés, Antonio (22)

Shahbaz, Muhammad (22)

Cites to:

Kiefer, Nicholas (29)

Phillips, Peter (26)

Andrews, Donald (17)

Perron, Pierre (17)

Stock, James (14)

Sun, Yixiao (11)

Ploberger, Werner (9)

Bunzel, Helle (9)

Watson, Mark (9)

Jin, Sainan (7)

Jansson, Michael (7)

Main data


Where Timothy Vogelsang has published?


Journals with more than one article published# docs
Econometric Theory7
Journal of Econometrics5
Journal of Time Series Analysis4
Econometrica4
Journal of Business & Economic Statistics4
Econometrics Journal2
Journal of the American Statistical Association2

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

Recent works citing Timothy Vogelsang (2020 and 2019)


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.

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2019Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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2019The Term Structure of Currency Carry Trade Risk Premia. (2019). Verdelhan, Adrien ; Stathopoulos, Andreas ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:12:p:4142-77.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2019Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

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2020Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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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.

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

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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

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

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

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2019ENERGY USE AND TEMPERATURE HABITUATION: EVIDENCE FROM HIGH FREQUENCY THERMOSTAT USAGE DATA. (2019). Ho, Benjamin ; Ge, QI. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1196-1214.

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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.

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2019On the Effects of Suggested Prices in Gasoline Markets. (2019). , Maarten ; Faber, Riemer P. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:2:p:676-705.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019Estimation and Inference in Semiparametric Quantile Factor Models. (2019). Gao, J ; Linton, O ; Ma, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1933.

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2019A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0ck2109g.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8.

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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.

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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.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Climate change implications for the catastrophe bonds market: An empirical analysis. (2019). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break. (2019). Matsuki, Takashi. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:99-118.

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2019A moving blocks empirical likelihood method for panel linear fixed effects models with serial correlations and cross-sectional dependences. (2019). Wu, Lang ; Ma, Qing ; Qiu, Jin . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:394-405.

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2019Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898.

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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.

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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.

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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.

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2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2019Estimation of longrun variance of continuous time stochastic process using discrete sample. (2019). Park, Joon Y ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:236-267.

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2019A simple and trustworthy asymptotic t test in difference-in-differences regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:327-362.

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2019Inference on Difference-in-Differences average treatment effects: A fixed-b approach. (2019). Yan, Karen X ; Sun, YU. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:560-588.

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2019Extreme canonical correlations and high-dimensional cointegration analysis. (2019). Wang, Chen ; Onatski, Alexei. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:307-322.

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2019Placebo inference on treatment effects when the number of clusters is small. (2019). Hagemann, Andreas. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:190-209.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Testing subspace Granger causality. (2019). Al-Sadoon, Majid M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:42-61.

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2019Rain, emotions and voting for the status quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Armando N. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:434-451.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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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.

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2019Knowing me, imagining you: Projection and overbidding in auctions. (2019). Breitmoser, Yves. In: Games and Economic Behavior. RePEc:eee:gamebe:v:113:y:2019:i:c:p:423-447.

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2019Institutional determinants of inward FDI: Evidence from Pakistan. (2019). Shafique, Sujana ; Zafar, Sheeba ; Chowdhury, Anup ; Uddin, Moshfique ; Liu, Jia. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:2:p:344-358.

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2019Do mobile banner ads increase sales? Yes, in the offline channel. (2019). , Mark ; Zevenbergen, Menno ; Osinga, Ernst C. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:36:y:2019:i:3:p:439-453.

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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.

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2019Assessing the accuracy of electricity production forecasts in developing countries. (2019). Steinbuks, Jevgenijs. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1175-1185.

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2019Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

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2019Negotiating housing deal on a polluted day: Consequences and possible explanations. (2019). Yan, Jubo ; Wu, Jing ; Qin, YU. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:94:y:2019:i:c:p:161-187.

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2019Weather impact on retail sales: How can weather derivatives help with adverse weather deviations?. (2019). Petljak, Kristina ; Tulec, Ivana ; Naletina, Dora. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:49:y:2019:i:c:p:1-10.

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2019Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis. (2019). Shahbaz, Muhammad ; Nasir, Muhammad ; Hammoudeh, Shawkat ; Al-Emadi, Ahmed Abdulsalam. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:166-179.

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2019Persistence in firm’s asset and equity volatility. (2019). Lovreta, Lidija ; Gonzalez-Pla, Francisco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931310x.

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2019Where does economic growth in the Middle Eastern and North African countries come from?. (2019). ben Ali, Mohamed Sami ; Acikgoz, Senay . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:172-183.

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2019Fast short-term global solar irradiance forecasting with wrapper mutual information. (2019). Gueymard, Christian A ; Bouzgou, Hassen . In: Renewable Energy. RePEc:eee:renene:v:133:y:2019:i:c:p:1055-1065.

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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.

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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.

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2019Industrial development and social welfare: A case study of Iran. (2019). Mohaqeqi, Seyed Hossein ; Basakha, Mehdi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:68:y:2019:i:c:s003801211830048x.

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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.

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2019Central Bank credibility and inflation expectations: a microfounded forecasting approach. (2019). Soares, Ana Flavia ; Issler, Joo Victor. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:812.

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

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2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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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.

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2019Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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2019Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach. (2019). Vu, Tan ; Vo, Duc ; Ho, Chi ; Van, Loan Thi-Hong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:147-:d:266002.

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2019Revising the Environmental Kuznets Curve for Deforestation: An Empirical Study for Bulgaria. (2019). Arabatzis, Garyfallos ; Kyriakopoulos, Grigorios ; Zafeiriou, Eleni ; Tsiantikoudis, Stavros. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4364-:d:257023.

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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.

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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.

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2019Romanias Unsustainable Stabilization: 1929-1933. (2019). Torre, Dominique ; Chiappini, Raphaël ; Tosi, Elise . In: GREDEG Working Papers. RePEc:gre:wpaper:2019-43.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan. In: Working Papers. RePEc:hal:wpaper:hal-01742574.

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2019Many Balls in the Air Make Time Fly: The Effect of Multitasking on Time Perception and Time Preferences. (2019). Hardardottir, Hjordis. In: Working Papers. RePEc:hhs:lunewp:2019_011.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019MONETARY POLICY AND FINANCIAL CONDITIONS IN INDONESIA. (2019). Juhro, Solikin ; Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3:p:1-20.

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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.

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2019Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999. (2019). Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp01022019.

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2019Türkiye Konut Piyasasında Etkinlik Analizi. (2019). Seven, Ünal ; alp, esra. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:1:p:84-112.

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2019Paranın Dolaşım Hızının ve Para Talebi Fonksiyonunun Ekonometrik Analizi: Türkiye Örneği. (2019). Dermen, Suleyman ; Can, Zeynep Gizem. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:2:p:218-247.

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2019The Relationship Between the Popularity of Cryptocurrencies and their Prices, Returns and Trading Volumes: A Structural Break and Comparative Analysis. (2019). Ozyel, Mustafa. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:69:y:2019:i:2:p:133-157.

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2019On the evolution of competitiveness in Central and Eastern Europe: Is it broken?. (2019). Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/07.

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2019The current account sustainability in Central and Eastern Europe: Has it changed?. (2019). Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/10.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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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.

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2020Aggregate insider trading and the prediction of corporate credit spread changes. (2020). Launhardt, Patrick ; Hable, Patrick. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00344-6.

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2019Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. (2019). Begiazi, Kyriaki ; Katsiampa, Paraskevi. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-018-9652-5.

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2020The Sustainability of External Imbalances in the European Periphery. (2020). Monastiriotis, Vassilis ; Tunali, Cigdem Borke. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09560-8.

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2020Destructive entrepreneurship in the small business sector: bankruptcy fraud in Sweden, 1830–2010. (2020). Lin, Xiang ; Gratzer, Karl ; Box, Marcus. In: Small Business Economics. RePEc:kap:sbusec:v:54:y:2020:i:2:d:10.1007_s11187-018-0043-3.

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2019Effect of Real Economy Predictors on Monetary Policy Responses: Testing Model Fits For OLS, IV and IV-GMM Estimators. (2019). Shobande, Olatunji. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:3:p:90-96.

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2019Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances. (2019). Baltagi, Badi ; Liu, Long ; Kao, Chihwa. In: Center for Policy Research Working Papers. RePEc:max:cprwps:213.

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2019The Behavioralist Goes Door-To-Door: Understanding Household Technological Diffusion Using a Theory-Driven Natural Field Experiment. (2019). Price, Michael ; Ponti, Giovanni ; List, John ; Giaccherini, Matilde ; Jimenez-Gomez, David ; Herberich, David H. In: NBER Working Papers. RePEc:nbr:nberwo:26173.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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2020Banking Crises without Panics. (2020). Xiong, Wei ; Baron, Matthew ; Verner, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26908.

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2020Predictable Financial Crises. (2020). Shleifer, Andrei ; Hanson, Samuel ; Sorensen, Jakob Ahm ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27396.

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2020A Quantity-Driven Theory of Term Premia and Exchange Rates. (2020). Stein, Jeremy ; Hanson, Samuel ; Sunderam, Adi ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27615.

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2019Determinants of Economic Growth in Turkey in the Presence of Structural Breaks. (2019). Aydoan, Ebru Tomris ; Ketenci, Natalya. In: MPRA Paper. RePEc:pra:mprapa:100077.

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2020The Process of Convergence among the Japanese Prefectures: 1955 - 2012.. (2020). Delgado, Augusto Ricardo. In: MPRA Paper. RePEc:pra:mprapa:100361.

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2020A Nonparametric Analysis of Energy Environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Song, Malin. In: MPRA Paper. RePEc:pra:mprapa:100769.

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2020Investigating the Government Revenue–Expenditure Nexus: Empirical Evidence for the Free State Province in a Multivariate Model.. (2020). Omoshoro-Jones, Oyeyinka. In: MPRA Paper. RePEc:pra:mprapa:101349.

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

Works by Timothy Vogelsang:


YearTitleTypeCited
2007Projection Bias in Catalog Orders In: American Economic Review.
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article51
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
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article8
2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
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This paper has another version. Agregated cites: 8
paper
2002Asymptotic Theory for Econometricians (rev. ed.) In: Journal of the American Statistical Association.
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article0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article550
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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This paper has another version. Agregated cites: 550
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]
article124
1998Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters. In: Journal of Business & Economic Statistics.
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article21
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.
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article64
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.
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This paper has another version. Agregated cites: 64
paper
2003Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis.(2003) In: Econometrics.
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This paper has another version. Agregated cites: 64
paper
1999Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers In: Journal of Time Series Analysis.
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article3
2008Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators In: Journal of Time Series Analysis.
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article19
2006Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators.(2006) In: Working Papers.
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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.
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article0
2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data In: Journal of Time Series Analysis.
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article0
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
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paper0
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
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paper14
2002ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews.
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This paper has another version. Agregated cites: 14
article
1999Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics.
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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.
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article103
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
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article84
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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article162
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 162
paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
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article20
2011SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION In: Econometric Theory.
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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.
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article11
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]
article11
1999Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 In: The Journal of Economic History.
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article0
2000Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers.
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paper4
2002Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal.
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This paper has another version. Agregated cites: 4
article
2000The Application of Size Robust Trend Analysis to Global Warming Temperature Series In: Working Papers.
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paper6
2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
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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.
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paper8
2001Testing for Common Deterministic Trend Slopes In: Working Papers.
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paper14
2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 14
article
2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 14
paper
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]
article149
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]
article108
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
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This paper has another version. Agregated cites: 108
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]
article73
2011Fixed‐b analysis of LM‐type tests for a shift in mean In: Econometrics Journal.
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article11
2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters.
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article0
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
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article43
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
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article10
2011Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 10
paper
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
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article4
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 4
paper
1998Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series In: Journal of Econometrics.
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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.
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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]
article229
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 229
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: 229
paper
2011A Fixed-b Perspective on the Phillips-Perron Unit Root Tests In: Economics Series.
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paper0
2004Powerful Tests of Structural Change That are Robust to Strong Serial Correlation In: Discussion Papers.
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paper5
1993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics.
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article4
2002Are U.S. regions converging? Using new econometric methods to examine old issues In: Empirical Economics.
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article28
2014Comment In: Journal of Business & Economic Statistics.
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article0
1998On Seasonal Cycles, Unit Roots, And Mean Shifts In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article32
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]
article19

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