Joakim Westerlund : Citation Profile


Are you Joakim Westerlund?

Lunds Universitet (80% share)
Deakin University (20% share)

21

H index

35

i10 index

2340

Citations

RESEARCH PRODUCTION:

105

Articles

59

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 146
   Journals where Joakim Westerlund has often published
   Relations with other researchers
   Recent citing documents: 461.    Total self citations: 55 (2.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe289
   Updated: 2020-05-16    RAS profile: 2020-03-04    
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Relations with other researchers


Works with:

Narayan, Paresh (17)

Sharma, Susan (6)

Phan, Dinh (3)

Hosseinkouchack, Mehdi (3)

Solberger, Martin (2)

Sarafidis, Vasilis (2)

Poon, Wai-Ching (2)

Urbain, Jean-Pierre (2)

Blomquist, Johan (2)

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

Is cited by:

Asongu, Simplice (122)

Rault, Christophe (66)

Afonso, Antonio (51)

Tchamyou, Vanessa (42)

Salisu, Afees (37)

Narayan, Paresh (35)

Sharma, Susan (33)

Saadaoui, Jamel (28)

Fachin, Stefano (25)

Dreger, Christian (25)

Herzer, Dierk (24)

Cites to:

Phillips, Peter (136)

Pesaran, M (129)

Bai, Jushan (102)

Moon, Hyungsik (96)

Ng, Serena (68)

Narayan, Paresh (60)

Perron, Benoit (47)

Pedroni, Peter (42)

Perron, Pierre (34)

Campbell, John (32)

Sul, Donggyu (31)

Main data


Where Joakim Westerlund has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics11
Economics Letters10
Journal of Econometrics7
Econometric Reviews6
Economic Modelling6
Journal of Applied Econometrics6
Pacific-Basin Finance Journal5
Empirical Economics5
Journal of Business & Economic Statistics4
Journal of Time Series Analysis4
Journal of Financial Econometrics3
Journal of Asian Economics3
Energy Economics3
Journal of Futures Markets2
Emerging Markets Review2
Applied Economics2
Statistical Papers2
Journal of International Financial Markets, Institutions and Money2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Deakin University, Department of Economics14
MPRA Paper / University Library of Munich, Germany6
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)6
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)2
Working Papers / Deakin University, Department of Economics2

Recent works citing Joakim Westerlund (2019 and 2018)


YearTitle of citing document
2018BAYESIAN SHRINKAGE ESTIMATION OF TIME-VARYING COVARIANCE MATRICES IN FINANCIAL TIME SERIES. (2018). , Amanda ; Ki, Wing. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:369-404.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/029.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/009.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022.

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2019The Role of ICT and Financial Development on CO2 Emissions and Economic Growth. (2019). Tiwari, Aviral ; Balsalobre-Lorente, Daniel ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/058.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/077.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/009.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/024.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022.

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2019The Role of ICT and Financial Development on CO2 Emissions and Economic Growth. (2019). Tiwari, Aviral ; Balsalobre-Lorente, Daniel ; Raheem, Ibrahim D. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/058.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/077.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010.

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2018The role of economic growth and energy consumption on CO2 emissions in E7 countries. (2018). doğan, buhari ; Deer, Osman ; Doan, Buhari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:231-246.

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2018The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, Matthias ; Odening, Martin ; Yang, Xinyue. In: FORLand Project Publications. RePEc:ags:bokufo:275485.

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2018Evaluating The Effect of Regional Trade Quota Policy on The Market Integration : A Case Study of The Indonesian Beef Industry. (2018). Brummer, B ; Utami, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277312.

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2018The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, Matthias ; Odening, Martin ; Yang, X. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277414.

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2018Harmonization of Sanitary and Phytosanitary Standards in Cocoa Trade: How Competitive are the Major Exporting Countries?. (2018). Okoruwa, V ; Yusuf, S ; Akin-Olagunju, O. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277463.

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2018Demand peaks and cost pass-through: a case of Iranss poultry market. (2018). Zamani, Omid ; Loy, J.-P., ; Bittmann, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277490.

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2018Impacts of R&D Expenditures on High Technology Product Exports in BRICST Countries. (2018). Sezer, Sevgi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:165-175.

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604.

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2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2019Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration. (2019). Arshed, Noman ; Aziz, Osama ; Grant, Kenneth A ; Hassan, Muhammad Shahid. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:52-65.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2019Estimating Industrial Natural Gas Demand Elasticities in Selected OECD Countries. (2019). Mousavi, Mir Hossein ; Rajabi, Mona Mashhadi. In: Energy Economics Letters. RePEc:asi:eneclt:2019:p:52-65.

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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

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2019How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_522_19.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2018Evaluating research and education performance in Indian agricultural development. (2018). Schimmelpfennig, David ; Rada, Nicholas. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:395-406.

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2017PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950.

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2018INEQUALITY AND GROWTH IN THE UNITED STATES: WHY PHYSICAL AND HUMAN CAPITAL MATTER. (2018). Karagiannis, Stelios ; Benos, Nikos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:572-619.

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2019Do economic sanctions affect protectionism? Evidence from agricultural support. (2019). Xu, Ting ; Lv, Zhike. In: Economics and Politics. RePEc:bla:ecopol:v:31:y:2019:i:1:p:27-42.

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2018Dealing with the consequences of exchange rate misalignments for macroeconomic adjustments in the EMU. (2018). Duwicquet, Vincent ; Saadaoui, Jamel ; Mazier, Jacques. In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:737-767.

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2017Fiscal Policy in Oil-exporting Countries: The Roles of Oil Funds and Institutional Quality. (2017). Koh, Wee Chian. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:567-590.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2018The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928.

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2018Modeling Fiscal Sustainability in Dynamic Macro-Panels with Heterogeneous Effects: Evidence from German Federal States. (2018). Feld, Lars ; Wolfinger, Julia ; Kohler, Ekkehard A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6976.

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2019Population size and the size of government. (2019). Krieger, Tim ; Meierrieks, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7574.

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2018Current Account Balance in Emerging Asia. (2018). Rocha de Sousa, Miguel ; Sek, Siok Kun ; Ari, Kivan Halil. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2018_02.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: Working Papers. RePEc:crt:wpaper:1806.

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2018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

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2018Improving the predictability of commodity prices in US inflation: The role of coffee price. (2018). Salisu, Afees ; Adediran, Idris ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0041.

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2018Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Olabisi, Nafisat ; Opeloyeru, Olaide ; Okunoye, Ismail. In: Working Papers. RePEc:cui:wpaper:0048.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Does the choice of estimator matter for forecasting? A revisit. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Omosebi, Paul Adeoye. In: Working Papers. RePEc:cui:wpaper:0053.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061.

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2019The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models. (2019). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0063.

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2018Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019.

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2019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019r.

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2018A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037.

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2019A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2019). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037r.

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2018Impact du financement par fonds de pension sur la performance des entreprises du CAC 40.. (2018). Durand, Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-4.

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2019Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment. (2019). Rath, Badri N ; Bal, Debi P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00220.

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2018Interest Rates, Inflation and Partial Fisher Effects under Nonlinearity: Evidence from Canada. (2018). Ongan, Serdar ; Gocer, Ismet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00532.

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2019Does participation in global value chain foster export concentration?. (2019). Akram, Vaseem ; Jangam, Bhushan P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00589.

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2020Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590.

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2020Long and short-run tax buoyancies in small states. (2020). Khadan, Jeetendra. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00906.

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2018Does Accounting Conservatism Reduce Default Risk? Evidence from Taiwan. (2018). Kuo, Chen-Yin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-29.

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2019An Analysis of Reciprocal Influence between Advertising Expenditures and Gross Domestic Product. (2019). GENC, Elif GUNEREN ; Bayazit, Zeynep. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-02-5.

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2019Investigation of Causality Analysis between Economic Growth and CO2 Emissions: The Case of BRICS – T Countries. (2019). Gedikli, Ayfer ; Ar, Durmu ; ERDOAN, Seyfettin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-06-52.

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2018FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813.

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2018GDP and energy consumption: A panel analysis of the US. (2018). Orman, Wafa ; Mahalingam, Brinda . In: Applied Energy. RePEc:eee:appene:v:213:y:2018:i:c:p:208-218.

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2019Integrated supply- and demand-side energy management for expeditionary environmental control. (2019). Craparo, E M ; Sprague, J G. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:352-366.

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2019Economic output in the era of changing energy-mix for G20 countries: New evidence with trade openness and research and development investment. (2019). Inekwe, John ; Bhattacharya, Mita ; Sikder, Arjita. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:930-938.

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2019Reliability, economic and environmental analysis of a microgrid system in the presence of renewable energy resources. (2019). Bansal, R C ; Adefarati, T. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:1089-1114.

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2019Moving second generation biofuel manufacturing forward: Investigating economic viability and environmental sustainability considering two strategies for supply chain restructuring. (2019). Sun, Zeyi ; Kesharwani, Rajkamal ; Xiong, Haoyi ; Dagli, Cihan. In: Applied Energy. RePEc:eee:appene:v:242:y:2019:i:c:p:1467-1496.

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2020Economic viability and environmental impact investigation for the biofuel supply chain using co-fermentation technology. (2020). Wang, Donghai ; Zhang, Meng ; Dagli, Cihan ; Qin, Ruwen ; Sun, Zeyi ; Kesharwani, Rajkamal. In: Applied Energy. RePEc:eee:appene:v:259:y:2020:i:c:s0306261919319221.

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2018Foreign aid and growth: A Sp P-VAR analysis using satellite sub-national data for Uganda. (2018). Civelli, Andrea ; Teixeira, Arilton ; Horowitz, Andrew . In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:50-67.

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2019Do visas hinder international trade in goods?. (2019). Umana-Dajud, Camilo. In: Journal of Development Economics. RePEc:eee:deveco:v:140:y:2019:i:c:p:106-126.

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2019The effect of military spending on output: New evidence at the global and country group levels using panel data cointegration techniques. (2019). Alvarado, Rafael ; Ortiz, Cristian ; Salinas, Aldo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:402-414.

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2017Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market. (2017). Arčabić, Vladimir ; Lee, Hyejin ; Arabi, Vladimir ; Banerjee, Piyali. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:114-124.

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2018Stock market development and economic growth: Empirical evidence from China. (2018). Pan, Lei ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:661-673.

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2018Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219.

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2018Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300.

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2018Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:561-570.

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2018Education and democracy: New evidence from 161 countries. (2018). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:59-67.

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2018Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach. (2018). Arguello, Ricardo ; Ramirez, Manuel ; Oviedo, Juan Daniel ; Otero, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:190-201.

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2018Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274.

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2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

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2019Twin deficits and fiscal spillovers in the EMUs periphery. A Keynesian perspective. (2019). Gaysset, Isabelle ; Neaime, Simon ; Lagoarde-Segot, Thomas. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:101-116.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

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2019Is nuclear energy clean? Revisit of Environmental Kuznets Curve hypothesis in OECD countries. (2019). Liew, Feng-Mei ; Ng, Cheong-Fatt ; Choong, Chee-Keong ; Lau, Lin-Sea ; Ching, Suet-Ling. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:12-20.

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2019Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks. (2019). Chang, Chun-Ping ; Wei, Wei ; Hu, Haiqing. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:21-33.

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2019Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. (2019). Lin, Hai ; Premachandra, IM ; Kuruppuarachchi, Duminda. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:92-112.

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2019Too small to be independent? On the influence of ECB monetary policy on interest rates of the EEA countries. (2019). Goczek, Lukasz ; Partyka, Karol J. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:180-191.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019Transmission channels of the resource curse in Africa: A time perspective. (2019). Henry, Alexandre. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:13-20.

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2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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2019A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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

Joakim Westerlund is editor of


Journal
Empirical Economics

Works by Joakim Westerlund:


YearTitleTypeCited
2005The Present Value Model, Farmland Prices and Structural Breaks In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
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paper0
2008Error–correction–based cointegration tests for panel data In: Stata Journal.
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article209
2008Error-correction–based cointegration tests for panel data.(2008) In: Stata Journal.
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This paper has another version. Agregated cites: 209
article
2007New Improved Tests for Cointegration with Structural Breaks In: Journal of Time Series Analysis.
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article20
2006New Improved Tests for Cointegration with Structural Breaks.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 20
paper
2013A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending In: Journal of Time Series Analysis.
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article1
2019Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data In: Journal of Time Series Analysis.
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article0
2019On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects In: Journal of Time Series Analysis.
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article0
2012TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS In: Manchester School.
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article1
2005Data Dependent Endogeneity Correction in Cointegrated Panels* In: Oxford Bulletin of Economics and Statistics.
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article7
2006Testing for Panel Cointegration with Multiple Structural Breaks* In: Oxford Bulletin of Economics and Statistics.
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article104
2005Testing for Panel Cointegration with Multiple Structural Breaks.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 104
paper
2007Testing for Error Correction in Panel Data* In: Oxford Bulletin of Economics and Statistics.
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article675
2005Testing for Error Correction in Panel Data.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 675
paper
2006Testing for Error Correction in Panel Data.(2006) In: Research Memorandum.
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This paper has another version. Agregated cites: 675
paper
2008A Simple Test for Cointegration in Dependent Panels with Structural Breaks* In: Oxford Bulletin of Economics and Statistics.
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article95
2007Simple Tests for Cointegration in Dependent Panels with Structural Breaks.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 95
paper
2011Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article8
2013PANIC in the Presence of Uncertainty about the Deterministic Trend In: Oxford Bulletin of Economics and Statistics.
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article0
2014Indirect Estimation of Semiparametric Binary Choice Models In: Oxford Bulletin of Economics and Statistics.
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article1
2015On the Importance of the First Observation in GLS Detrending in Unit Root Testing In: Oxford Bulletin of Economics and Statistics.
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article1
2014On the importance of the first observation in GLS detrending in unit root testing.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions In: Oxford Bulletin of Economics and Statistics.
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article1
2016An IV Test for a Unit Root in Generally Trending and Correlated Panels In: Oxford Bulletin of Economics and Statistics.
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article0
2017A Factor Analytical Approach to Price Discovery In: Oxford Bulletin of Economics and Statistics.
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article2
2014A Factor Analytical Approach to Price Discovery.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2009A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS In: Econometric Theory.
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article9
2007A Note on the Pooling of Individual PANIC Unit Root Tests.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2012Does the choice of estimator matter when forecasting returns? In: Working Papers.
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paper87
2012Does the choice of estimator matter when forecasting returns?.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 87
article
2014Testing for predictability in conditionally heteroskedastic stock returns In: Working Papers.
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paper37
2015Testing for Predictability in Conditionally Heteroskedastic Stock Returns.(2015) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 37
article
2014Heteroskedasticity robust panel unit root tests In: Working Papers.
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paper7
2014Heteroscedasticity Robust Panel Unit Root Tests.(2014) In: Journal of Business & Economic Statistics.
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article
2014On the asymptotic distribution of the DF-GLS test statistic In: Working Papers.
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paper0
2014The local power of the CADF and CIPS panel unit root tests In: Working Papers.
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paper2
2016The Local Power of the CADF and CIPS Panel Unit Root Tests.(2016) In: Econometric Reviews.
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article
2014Pooled panel unit root tests and the effect of past initialization In: Working Papers.
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paper1
2016Pooled Panel Unit Root Tests and the Effect of Past Initialization.(2016) In: Econometric Reviews.
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This paper has another version. Agregated cites: 1
article
2014Do oil prices predict economic growth? New global evidence In: Working Papers.
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paper46
2014Do oil prices predict economic growth? New global evidence.(2014) In: Energy Economics.
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This paper has another version. Agregated cites: 46
article
2014A random coefficient approach to the predictability of stock returns in panels In: Working Papers.
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paper14
2015A Random Coefficient Approach to the Predictability of Stock Returns in Panels.(2015) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 14
article
2014A factor analytical approach to the efficient futures market hypothesis In: Working Papers.
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paper9
2015A Factor Analytical Approach to the Efficient Futures Market Hypothesis.(2015) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 9
article
2014Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns In: Working Papers.
[Citation analysis]
paper0
2014A practical note on the determination of the number of factors using information criteria with data-driven penalty In: Working Papers.
[Citation analysis]
paper0
2015Does cash flow predict returns? In: Working Papers.
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paper2
2014Does cash flow predict returns?.(2014) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 2
article
2015Testing for predictability in panels with general predictors In: Working Papers.
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paper2
2017Testing for Predictability in panels with General Predictors.(2017) In: Journal of Applied Econometrics.
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article
2014Testing slope homogeneity in large panels with serial correlation In: Working Papers.
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paper5
2013Testing slope homogeneity in large panels with serial correlation.(2013) In: Economics Letters.
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This paper has another version. Agregated cites: 5
article
2015Testing for stock return predictability in a large Chinese panel In: Working Papers.
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paper15
2015Testing for stock return predictability in a large Chinese panel.(2015) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 15
article
2010Why is Chinese provincial output diverging? In: Journal of Asian Economics.
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article10
2013Simple unit root testing in generally trending data with an application to precious metal prices in Asia In: Journal of Asian Economics.
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article0
2013On the implementation and use of factor-augmented regressions in panel data In: Journal of Asian Economics.
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article59
2014On the choice of test for a unit root when the errors are conditionally heteroskedastic In: Computational Statistics & Data Analysis.
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article3
2008Mixed signals among tests for panel cointegration In: Economic Modelling.
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article4
2007Mixed Signals Among Tests for Panel Cointegration.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2009Panel cointegration and the monetary exchange rate model In: Economic Modelling.
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article25
2008Panel Cointegration and the Monetary Exchange Rate Model.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 25
paper
2011The tax-spending nexus: Evidence from a panel of US state-local governments In: Economic Modelling.
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article11
2009The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments.(2009) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 11
paper
2008The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2014Panel versus GARCH information in unit root testing with an application to financial markets In: Economic Modelling.
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article4
2018Asymptotic collinearity in CCE estimation of interactive effects models In: Economic Modelling.
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article0
2018Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests In: Economic Modelling.
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article0
2012Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions In: Economics Letters.
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article0
2013Alternative representations for cointegrated panels with global stochastic trends In: Economics Letters.
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article2
2013On the estimation and inference in factor-augmented panel regressions with correlated loadings In: Economics Letters.
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article72
2014A simple test for nonstationarity in mixed panels with incidental trends In: Economics Letters.
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article0
2019Testing additive versus interactive effects in fixed-T panels In: Economics Letters.
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article0
2019On CCE estimation of factor-augmented models when regressors are not linear in the factors In: Economics Letters.
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article0
2006Reducing the size distortions of the panel LM Test for cointegration In: Economics Letters.
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article0
2006Testing for panel cointegration with a level break In: Economics Letters.
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article22
2007A panel bootstrap cointegration test In: Economics Letters.
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article99
2012Testing for a unit root in a random coefficient panel data model In: Journal of Econometrics.
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article3
2009Testing for a Unit Root in a Random Coefficient Panel Data Model.(2009) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2015Cross-sectional averages versus principal components In: Journal of Econometrics.
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article25
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
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article2
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 2
paper
2015The effect of recursive detrending on panel unit root tests In: Journal of Econometrics.
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article5
2015The power of PANIC In: Journal of Econometrics.
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article1
2015New tools for understanding the local asymptotic power of panel unit root tests In: Journal of Econometrics.
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article2
2017On the role of the rank condition in CCE estimation of factor-augmented panel regressions In: Journal of Econometrics.
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article2
2019The factor analytical method for interactive effects dynamic panel models with moving average errors In: Econometrics and Statistics.
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article0
2016Panel multi-predictor test procedures with an application to emerging market sovereign risk In: Emerging Markets Review.
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article1
2015On the use of panel cointegration tests in energy economics In: Energy Economics.
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article7
2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area In: Energy Economics.
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article0
2016A GARCH model for testing market efficiency In: Journal of International Financial Markets, Institutions and Money.
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article23
2016On the estimation and testing of predictive panel regressions In: Journal of International Financial Markets, Institutions and Money.
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article1
2016Testing for predictability in panels of any time series dimension In: International Journal of Forecasting.
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article2
2011Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments In: Journal of Policy Modeling.
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article29
2015Do order imbalances predict Chinese stock returns? New evidence from intraday data In: Pacific-Basin Finance Journal.
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article16
2016Are Islamic stock returns predictable? A global perspective In: Pacific-Basin Finance Journal.
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article21
2016Price discovery and asset pricing In: Pacific-Basin Finance Journal.
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article6
2018Some preliminary evidence of price discovery in Islamic banks In: Pacific-Basin Finance Journal.
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article4
2018Islamic spot and index futures markets: Where is the price discovery? In: Pacific-Basin Finance Journal.
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article1
2009Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production In: Working Papers in Economics.
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paper0
2009Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH In: Working Papers in Economics.
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paper0
2009Myths and Facts about Panel Unit Root Tests In: Working Papers in Economics.
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paper3
2009Are Crime Rates Really Stationary? In: Working Papers in Economics.
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paper0
2009Are Crime Rates Really Stationary?.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2009Testing for Unit Roots in Panel Time Series Models with Multiple Breaks In: Working Papers in Economics.
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paper0
2003Feasible Estimation in Cointegrated Panels In: Working Papers.
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paper2
2003A Panel CUSUM Test of the Null of Cointegration In: Working Papers.
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paper0
2003A Panel Data Test of the Bank Lending Channel in Sweden In: Working Papers.
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paper7
2005New Simple Tests for Panel Cointegration In: Working Papers.
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paper64
2005New Simple Tests for Panel Cointegration.(2005) In: Econometric Reviews.
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article
2005Pooled Unit Root Tests in Panels with a Common Factor In: Working Papers.
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paper1
2005Panel Cointegration Tests of the Fisher Hypothesis In: Working Papers.
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paper3
2005Panel Cointegration Tests with Deterministic Trends and Structural Breaks In: Working Papers.
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paper2
2006Panel Cointegration and the Neutrality of Money In: Working Papers.
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paper15
2009Panel cointegration and the neutrality of money.(2009) In: Empirical Economics.
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2008Why is Chinese Regional Output Diverging? In: Working Papers.
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paper1
2014Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors In: Working Papers.
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paper2
2018Estimation of factor-augmented panel regressions with weakly influential factors.(2018) In: Econometric Reviews.
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2014A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root In: Working Papers.
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paper0
2015PANICCA - PANIC on Cross-Section Averages In: Working Papers.
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paper8
2016Panicca: Panic on Cross‐Section Averages.(2016) In: Journal of Applied Econometrics.
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2008Panel cointegration tests of the Fisher effect In: Journal of Applied Econometrics.
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2006Panel cointegration tests of the Fisher effect.(2006) In: Research Memorandum.
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2007Can panel data really improve the predictability of the monetary exchange rate model? In: Journal of Forecasting.
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article5
2006Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?.(2006) In: MPRA Paper.
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2008Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data In: Environmental & Resource Economics.
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article76
2007Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data.(2007) In: MPRA Paper.
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2009Using Panel Data to Test for Fiscal Sustainability within the European Union In: FinanzArchiv: Public Finance Analysis.
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article5
2019Optimal panel unit root testing with covariates In: Econometrics Journal.
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article0
2007Farmland prices, structural breaks and panel data In: European Review of Agricultural Economics.
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article18
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis In: Journal of Financial Econometrics.
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article0
2006Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models In: MPRA Paper.
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paper13
2014GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels In: MPRA Paper.
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paper4
2012Effects of rent dependency on quality of government In: Economics of Governance.
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article6
2009A note on the use of the LLC panel unit root test In: Empirical Economics.
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article2
2013A modified LLC panel unit root test of the PPP hypothesis In: Empirical Economics.
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article1
2016Panel bootstrap tests of slope homogeneity In: Empirical Economics.
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article1
2017Are state–local government expenditures converging? New evidence based on sequential unit root tests In: Empirical Economics.
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article0
2017On the determination of the number of factors using information criteria with data-driven penalty In: Statistical Papers.
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article0
2019Lag truncation and the local asymptotic distribution of the ADF test for a unit root In: Statistical Papers.
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article0
2007Is there really a unit root in the inflation rate? More evidence from panel data models In: Applied Economics Letters.
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article5
2011Financial systems and mechanisms of growth in different conditions of country risk In: Applied Economics Letters.
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article1
2010Panel cointegration tests of the sustainability hypothesis in rich OECD countries In: Applied Economics.
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article47
2009Estimating the gravity model without gravity using panel data In: Applied Economics.
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article37
2007Class size and student evaluations in Sweden In: Education Economics.
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article0
2013Lessons from a Decade of IPS and LLC In: Econometric Reviews.
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article14
2019Robust block bootstrap panel predictability tests In: Econometric Reviews.
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article0
2013Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum.
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2015A sequential purchasing power parity test for panels of large cross-sections and implications for investors In: The European Journal of Finance.
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article2
2015Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem In: Journal of Business & Economic Statistics.
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article0
2018On the Use of GLS Demeaning in Panel Unit Root Testing In: Journal of Business & Economic Statistics.
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article0
2018Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels In: Journal of Business & Economic Statistics.
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article1
2014CCE estimation of factor-augmented regression models with more factors than observables In: Research Memorandum.
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paper3
2019CCE estimation of factor‐augmented regression models with more factors than observables.(2019) In: Journal of Applied Econometrics.
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2006Some Cautions on the Use of the LLC Panel Unit Root Test In: Research Memorandum.
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paper1
2006Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration In: Research Memorandum.
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paper16
2008Panel Error Correction Testing with Global Stochastic Trends In: Research Memorandum.
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paper12
2011Cross sectional averages or principal components? In: Research Memorandum.
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paper10
2018CCE in panels with general unknown factors In: Econometrics Journal.
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article4
2011A new poolability test for cointegrated panels In: Journal of Applied Econometrics.
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article7
2016Error Correction Testing in Panels with Common Stochastic Trends In: Journal of Applied Econometrics.
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article5
2019CCE in fixed‐T panels In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2013Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article19

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