Timothy Vogelsang : Citation Profile

Are you Timothy Vogelsang?

Michigan State University

19

H index

29

i10 index

3057

Citations

RESEARCH PRODUCTION:

43

Articles

26

Papers

RESEARCH ACTIVITY:

   28 years (1991 - 2019). See details.
   Cites by year: 109
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 194.    Total self citations: 25 (0.81 %)

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   Permalink: http://citec.repec.org/pvo70
   Updated: 2023-03-02    RAS profile: 2021-03-19    
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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)

Perron, Pierre (90)

Leybourne, Stephen (81)

Harvey, David (75)

Taylor, Robert (66)

Montañés, Antonio (40)

Tamarit, Cecilio (38)

Shahbaz, Muhammad (35)

Carrion-i-Silvestre, Josep (34)

Phillips, Peter (34)

Camarero, Mariam (27)

Cites to:

Phillips, Peter (28)

Kiefer, Nicholas (28)

Andrews, Donald (19)

Perron, Pierre (16)

Stock, James (13)

Sun, Yixiao (12)

Bunzel, Helle (10)

Ploberger, Werner (9)

Bai, Jushan (8)

Jin, Sainan (8)

Watson, Mark (8)

Main data

Where Timothy Vogelsang has published?

Journals with more than one article published# docs
Econometric Theory9
Journal of Econometrics5
Journal of Business & Economic Statistics4
Journal of Time Series Analysis4
Econometrica4
Journal of Business & Economic Statistics2
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
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 (2022 and 2021)

YearTitle of citing document
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.

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2022.

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

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2022Export Boom and Re-Primarisation in Latin America (1994-2019): Determining Factors of Agri-Food Product Exports. (2022). Ayuda, Maria-Isabel ; Belloc, Ignacio ; Pinilla, Vicente. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:2206.

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2021Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

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

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2022Inference 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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2021Nonparametric prediction with spatial data. (2020). Hidalgo, Javier ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.04269.

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

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

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2021Spatial Correlation Robust Inference. (2021). Watson, Mark W ; Muller, Ulrich K. In: Papers. RePEc:arx:papers:2102.09353.

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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.

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2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2021Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2021Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling. (2021). Lee, Sokbae (Simon) ; Liao, Yuan ; Shin, Youngki ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2106.03156.

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2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2022Some Impossibility Results for Inference With Cluster Dependence with Large Clusters. (2021). Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2109.03971.

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2022On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

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2022Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2022A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2022Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2022Wealth and income inequality in the long run. (2022). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Papers. RePEc:aut:wpaper:202202.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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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.

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2021Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2021Assessing Trust and Risk Perceptions in the Sharing Economy: An Empirical Study. (2021). Lu, Can ; Zhang, Tingting ; Gu, Huimin ; Song, Xiaoxiao. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:4:p:1002-1032.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

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2021A simple nearly unbiased estimator of cross?covariances. (2021). Rao, Yao ; Li, Yifan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:2:p:240-266.

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2022Does air pollution affect investor cognition and land valuation? Evidence from the Chinese land market. (2022). Du, Xuejun ; Huang, Zhonghua. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:593-613.

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2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

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2021External imbalances from a GVAR perspective. (2021). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Carrionisilvestre, Josep Lluis. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:11:p:3202-3245.

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2021US trade deficit, a reality check: New evidence incorporating asymmetric and non?linear effects of exchange rate dynamics. (2021). Nasir, Muhammad Ali ; Leung, Mary. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:3:p:818-836.

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2022MODELING THE IMPACTS OF MSMES CONTRIBUTIONS TO GDP AND THEIR CONSTRAINTS ON UNEMPLOYMENT: THE CASE OF AFRICAN’S MOST POPULOUS COUNTRY. (2022). Sava, Evk ; Hakan, Acet ; Taiwo, Onifade Stephen. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:1:p:154-170.

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

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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.

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2022Nonparametric prediction with spatial data. (2022). Hidalgo, Javier ; Gupta, Abhimanyu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:621.

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

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2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-20.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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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.

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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.

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2022Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain. (2022). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2202.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2022The COVID-19 pandemic and the world trade network. (2022). Kiyota, Kozo. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001470.

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2022The effect of air pollution on migration: Evidence from China. (2022). Zhang, Peng ; Oliva, Paulina ; Chen, Shuai. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s0304387822000153.

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2021Financial inclusion and economic growth in India amid demonetization: A case study based on panel cointegration and causality. (2021). Ghosh, Sajal ; Singh, Vinay Kumar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:674-693.

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2022Unit roots in lower-bounded series with outliers. (2022). Alanya-Beltran, Willy. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002279.

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2021Who is more important, parents or children? Economic and environmental factors and health insurance purchase. (2021). Gao, Feng ; Wang, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000991.

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2022On robust testing for trend. (2022). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000040.

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2022Adjusted-range self-normalized confidence interval construction for censored dependent data. (2022). Hong, Yongmiao ; Zhao, Xiao Lu ; Linton, Oliver ; Sun, Jiajing. In: Economics Letters. RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003470.

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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.

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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.

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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.

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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.

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2022Estimation and inference about tail features with tail censored data. (2022). Xiao, Zhijie ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:363-387.

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2022Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386.

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2021Fixed-bandwidth CUSUM tests under long memory. (2021). Leschinski, Christian ; Wenger, Kai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:46-61.

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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.

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2021China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions. (2021). Seiler, Volker. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003716.

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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.

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2022Projection bias in environmental beliefs and behavioural intentions - An application to solar panels and eco-friendly transport. (2022). Grolleau, Gilles ; Ibanez, Lisette ; Clot, Sophie. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005103.

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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.

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2022Asymmetric modeling of fuel consumption in Malaysia. (2022). Alin, James M ; Kogid, Mori ; Siong, Tang Chung. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021538.

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2022European energy transition: Decomposing the performance of nuclear power. (2022). Junqueira, Thibaut Manuel ; Marques, Antonio Cardoso. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001475.

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2022Estimating warfare-related civilian mortality in the early modern period: Evidence from the Low Countries, 1620–99. (2022). Curtis, Daniel R ; van Besouw, Bram . In: Explorations in Economic History. RePEc:eee:exehis:v:84:y:2022:i:c:s0014498321000474.

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2022Does it really pay off for investors to consider information from social media?. (2022). Muck, Matthias ; Klamer, Sebastian ; Eierle, Brigitte. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000473.

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2022The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model. (2022). Cui, Xin ; Xu, Boyu ; LI, Qifang ; Bao, Haohua ; Su, Zhifang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000307.

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2022How easy is it for investment managers to deploy their talent in green and brown stocks?. (2022). Ardia, David ; Tran, Thien Duy ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s154461232200232x.

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2021Model-based evaluation of cooling-off policies. (2021). Stenzel, Andre ; Michel, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:129:y:2021:i:c:p:270-293.

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2022Projection bias in effort choices. (2022). Kaufmann, Marc. In: Games and Economic Behavior. RePEc:eee:gamebe:v:135:y:2022:i:c:p:368-393.

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2022Do large-cap exchange-traded funds perform better than their small-cap counterparts in extreme market conditions??. (2022). Valadkhani, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s104402832200045x.

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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.

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2022Measuring and comparing risks of different types. (2022). Guillou, Armelle ; Chavez-Demoulin, Valerie ; Aigner, Maximilian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:1-21.

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2022Covered interest rate parity deviations in the Asia-Pacific. (2022). Rajaguru, Gulasekaran ; Brailsford, Tim ; Bilson, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000178.

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2022Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Seo, Boyoung ; Sacks, Daniel W ; Fogarty, Michael ; Butters, Andrew R ; Brave, Scott A ; Aaronson, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581.

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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.

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2022Asymmetric nexus between wages and productivity in the context of the global financial crisis. (2022). Nasir, Muhammad Ali ; Ripley, Helen ; Howes, Cameron ; Wu, Junjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:164-175.

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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.

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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.

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2022Biases in long-horizon predictive regressions. (2022). Richardson, Matthew ; Israel, Ronen ; Boudoukh, Jacob. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:937-969.

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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.

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2021Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach. (2021). Ramana, R V ; Behera, Smruti Ranjan ; Mallick, Lingaraj. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000244.

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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.

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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.

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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.

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2021Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317.

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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.

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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.

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2021Is inflation persistent? Evidence from a time-varying unit root model. (2021). , Lasitha ; Harischandra, P. K. G., ; Sharma, Susan Sunila ; Devpura, Neluka. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000846.

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2022The role of big data and predictive analytics in developing a resilient supply chain network in the South African mining industry against extreme weather events. (2022). Bryde, David J ; Chan, Hau-Ling ; Srivastava, Gautam ; Rahman, Muhammad Sabbir ; Bag, Surajit. In: International Journal of Production Economics. RePEc:eee:proeco:v:251:y:2022:i:c:s0925527322001347.

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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.

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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.

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2022Agriculture and inflation: Expected and unexpected shocks. (2022). Silva, Adriana Ferreira ; Castro, Nicole Renno ; Carrara, Aniela Fagundes ; de Camargo, Geraldo Santana. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:178-188.

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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.
[Full Text][Citation analysis]		article69
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]		article633
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: 633		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]		article147
1998Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters. In: Journal of Business & Economic Statistics.
[Citation analysis]		article25
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]		article75
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: 75		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: 75		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]		article61
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]		article2
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]		article1
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper519
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper18
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: 18		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]		article116
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article92
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article201
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 201		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]		article11
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: 11		paper
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article18
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]		article1
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]		paper4
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]		paper15
2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]		article171
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]		article133
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 133		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]		article100
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]		article2
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
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: 19		paper
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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]		article306
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: 306		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: 306		paper
2004Powerful Tests of Structural Change That are Robust to Strong Serial Correlation In: Discussion Papers.
[Full Text][Citation analysis]		paper7
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]		article8
2002Are U.S. regions converging? Using new econometric methods to examine old issues In: Empirical Economics.
[Full Text][Citation analysis]		article32
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]		article36
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

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