Juergen Wolters : Citation Profile


Deceased: 2015-11-21

16

H index

20

i10 index

858

Citations

RESEARCH PRODUCTION:

51

Articles

45

Papers

1

Books

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   46 years (1969 - 2015). See details.
   Cites by year: 18
   Journals where Juergen Wolters has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 38 (4.24 %)

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   Permalink: http://citec.repec.org/pwo76
   Updated: 2019-07-14    RAS profile:    
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Relations with other researchers


Works with:

Dreger, Christian (6)

Proaño, Christian (4)

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

Is cited by:

Gil-Alana, Luis (80)

Caporale, Guglielmo Maria (32)

GUPTA, RANGAN (27)

Hassler, Uwe (17)

Carstensen, Kai (16)

Lütkepohl, Helmut (13)

Herzer, Dierk (13)

Baum, Christopher (12)

Hossfeld, Oliver (12)

Dreger, Christian (11)

Kool, Clemens (10)

Cites to:

Dreger, Christian (26)

Lütkepohl, Helmut (19)

Beyer, Andreas (16)

Gerlach, Stefan (16)

Carstensen, Kai (14)

Brand, Claus (9)

Funke, Michael (9)

juselius, katarina (9)

Hassler, Uwe (8)

Stock, James (8)

Breitung, Jörg (8)

Main data


Where Juergen Wolters has published?


Journals with more than one article published# docs
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)5
Empirical Economics5
EconStor Open Access Articles4
Scottish Journal of Political Economy3
The Review of Economics and Statistics3
International Economics and Economic Policy3
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research3
Journal of Macroeconomics2
Empirica2
Applied Economics Letters2
Swiss Journal of Economics and Statistics (SJES)2
AStA Advances in Statistical Analysis2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes10
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research8
Discussion Papers / Free University Berlin, School of Business & Economics6
Working Paper / FINESS / DIW Berlin, German Institute for Economic Research3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2
IMK Working Paper / IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute2
University of Regensburg Working Papers in Business, Economics and Management Information Systems / University of Regensburg, Department of Economics2
CESifo Working Paper Series / CESifo Group Munich2

Recent works citing Juergen Wolters (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2018Inflation unemployment dynamics in Hungary – A structured cointegration and vector error correction model approach. (2018). Jeeson, Florence ; Farkas, Maria Fekete ; Victor, Vijay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:195-204.

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2018The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971.

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2017Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India. (2017). Tiwari, Aviral ; Dash, Aruna Kumar ; Aviral, Subhendu Dutta. In: Asian Journal of Agriculture and Development. RePEc:ags:phajad:265766.

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2017Modelling and forecasting money demand: divide and conquer. (2017). Carrera, Cesar ; Flores, Jairo. In: Working Papers. RePEc:apc:wpaper:2017-091.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704.

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2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge E. In: Working Papers. RePEc:bde:wpaper:1825.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2018ardl: Estimating autoregressive distributed lag and equilibrium correction models. (2018). Kripfganz, Sebastian ; Schneider, Daniel. In: London Stata Conference 2018. RePEc:boc:usug18:09.

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2017Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

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2017Excess saving and low interest rates: Theory and empirical evidence. (2017). Bofinger, Peter ; Ries, Mathias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12111.

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2017Central Bank Policy Rates: Are They Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1648.

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2017Macroeconomic Effects of Rental Housing Regulations: The Case of Germany in 1950-2015. (2017). Kholodilin, Konstantin ; Licheron, Julien. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1649.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

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2017Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices. (2017). Voliotis, Dimitrios ; Apergis, Nicholas ; Eleftheriou, Sofia . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-18.

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2017The financial cycles in four East Asian economies. (2017). Pontines, Victor. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:51-66.

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2018Money and credit overhang in the euro area. (2018). Kool, Clemens ; Liu, Jingyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:622-633.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2017Beyond spreads: Measuring sovereign market stress in the euro area. (2017). Kremer, Manfred ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:153-156.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017Do changes in oil prices affect welfare programs? Evidence from Kern County. (2017). Michieka, Nyakundi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:116-121.

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2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017Shocks affecting electricity prices in Kenya, a fractional integration study. (2017). Gil-Alana, Luis ; Carcel, Hector ; Mudida, Robert. In: Energy. RePEc:eee:energy:v:124:y:2017:i:c:p:521-530.

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2017The impacts of oil price shocks on small oil-importing economies: Time series evidence for Liberia. (2017). Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen ; Gbatu, Abimelech Paye. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:975-990.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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2018Contrasting financial and business cycles: Stylized facts and candidate explanations. (2018). HIEBERT, Paul ; Schuler, Yves ; Jaccard, Ivan. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:72-80.

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2018The potential for a backward-bending supply curve of non-timber forest products: An empirical case study of wild American ginseng production. (2018). Frey, Gregory E ; Prestemon, Jeffrey P ; Chamberlain, James L. In: Forest Policy and Economics. RePEc:eee:forpol:v:97:y:2018:i:c:p:97-109.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2019Forecasting the exchange rate using nonlinear Taylor rule based models. (2019). Stamatogiannis, Michalis P ; Morley, Bruce ; Wang, Rudan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:429-442.

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2018Price discovery in euro area sovereign credit markets and the ban on naked CDS. (2018). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:106-125.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2017Mundell’s trilemma: Policy trade-offs within the middle ground. (2017). Herwartz, Helmut ; Roestel, Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:1-13.

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2019Short and medium term financial-real cycles: An empirical assessment. (2019). Calvert Jump, Robert ; Kohler, Karsten ; Stockhammer, Engelbert ; Cavallero, Julian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:81-96.

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2018Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

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2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach. (2017). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Awe, Olushina. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:117-124.

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2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

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2017Introducing Hurst exponent in pair trading. (2017). Ramos-Requena, J P ; Sanchez-Granero, M A ; Trinidad-Segovia, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:488:y:2017:i:c:p:39-45.

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2018Effect of the signal filtering on detrended fluctuation analysis. (2018). Li, Ruixue ; Chen, Yingyuan ; Wang, Jiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:446-453.

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2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2019Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models. (2019). Kripfganz, Sebastian ; Schneider, Daniel C. In: Discussion Papers. RePEc:exe:wpaper:1901.

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2017Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

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2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

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2018Money demand stability, monetary overhang and inflation forecast in the CEE countries. (2018). Pépin, Dominique ; Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-01720319.

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2017Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates. (2017). Leschinski, Christian ; Rinke, Saskia ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-584.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Grol, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201504.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Groessl, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201802.

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2018Short and medium term financial-real cycles: An empirical assessment. (2018). Stockhammer, Engelbert ; Kohler, Karsten ; Calvert Jump, Robert ; Cavallero, Julian. In: FMM Working Paper. RePEc:imk:fmmpap:29-2018.

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2017Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK. (2017). Proaño, Christian ; Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: IMK Working Paper. RePEc:imk:wpaper:182-2017.

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2017Characterizing the financial cycle: evidence from a frequency domain analysis. (2017). Proaño, Christian ; Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: IMK Working Paper. RePEc:imk:wpaper:189-2017.

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2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

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2017Eurozone debt crisis and bond yields convergence: evidence from the new EU countries. (2017). Koukouritakis, Minoas. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9208-3.

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2019Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL. (2019). Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:2:d:10.1007_s10368-018-0421-y.

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2017In memoriam: Gebhard Kirchgässner (April 15, 1948–April 1, 2017). (2017). Feld, Lars. In: Public Choice. RePEc:kap:pubcho:v:172:y:2017:i:3:d:10.1007_s11127-017-0453-9.

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2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2019Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach. (2019). Poskitt, Donald S ; Martin, Gael M ; Nadarajah, Kanchana. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-7.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

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2019Inflation in Argentina: Analysis of Persistence Using Fractional Integration. (2019). Gil-Alana, Luis A ; Isoardi, Mateo. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00133-8.

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2018Toward a new microfounded macroeconomics in the wake of the crisis. (2018). Russo, Alberto ; Kohler, Karsten ; Caverzasi, Eugenio ; Cavallero, Julian ; Jump, Rob ; Stockhammer, Engelbert. In: Working Papers. RePEc:pke:wpaper:pkwp1807.

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2018Making sense of Piketty’s ‘fundamental laws’ in a Post-Keynesian framework. (2018). Stockhammer, Engelbert ; Cavallero, Julian ; Kohler, Karsten ; Jump, Rob. In: Working Papers. RePEc:pke:wpaper:pkwp1808.

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2017Testing the Q theory of investment in the frequency domain. (2017). Verona, Fabio ; Kilponen, Juha. In: CEF.UP Working Papers. RePEc:por:cetedp:1701.

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2018Model selection for modeling the demand for narrow money in transitional economies. (2018). Błażejowski, Marcin ; Osiska, Magdalena ; Kwiatkowski, Jacek ; Kufel, Tadeusz ; Baejowski, Marcin. In: MPRA Paper. RePEc:pra:mprapa:90458.

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2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90516.

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2018Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework. (2018). YAYA, OLAOLUWA ; Furuoka, Fumitaka ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Ling, Pui Kiew. In: MPRA Paper. RePEc:pra:mprapa:90517.

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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90518.

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2017Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201705.

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2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

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2018Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation. (2018). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201869.

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2018La restrizione del credito in uno schema di teoria monetaria della produzione: il caso italiano. (2018). Traficante, Guido ; Davanzati, Guglielmo Forges. In: Moneta e Credito. RePEc:psl:moneta:2018:33.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: Working Papers. RePEc:rbp:wpaper:2017-003.

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2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries. (2018). Pépin, Dominique ; Albulescu, Claudiu. In: Journal of Economic Integration. RePEc:ris:integr:0761.

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2018A Survey of Studies on Money Demand and Inflation Amidst Banking Crisis. (2018). Odenu, R O ; Agu, Cletus C ; Onah, Felix E. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2018:p:34-54.

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2017The stability of money demand in the long-run: Italy 1861–2011. (2017). Napolitano, Oreste ; Foresti, Pasquale ; Daniele, Vittorio. In: Cliometrica. RePEc:spr:cliomt:v:11:y:2017:i:2:d:10.1007_s11698-016-0143-8.

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2018Time Series Disturbance Detection for Hypothesis-Free Signal Detection in Longitudinal Observational Databases. (2018). Whalen, ED ; Bate, Andrew ; Hauben, Manfred. In: Drug Safety. RePEc:spr:drugsa:v:41:y:2018:i:6:d:10.1007_s40264-018-0640-8.

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2017Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

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2018Inflation analysis in the Central American Monetary Council. (2018). Gil-Alana, Luis ; Carcel, Hector. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1223-0.

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2018The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Cunado, Juncal. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1297-3.

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2017The fisher relationship in Nigeria. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Balparda, Borja . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-016-9355-9.

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2019Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x.

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2017Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Boistard, H ; Bourguignon, M ; Levy-Leduc, C ; Reisen, V A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8.

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2018The sovereign money initiative in Switzerland: an economic assessment. (2018). Bacchetta, Philippe. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0010-y.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2017Dissecting the financial cycle with dynamic factor models. (2017). Proaño, Christian ; Proao, Christian R ; Menden, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:12:p:1965-1994.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2017Money and Credit Overhang in the Euro Area. (2017). Liu, John ; Kool, Clemens. In: Working Papers. RePEc:use:tkiwps:1702.

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2017Monetary dynamics in the euro area : a disaggregate panel approach. (2017). Liu, John ; Kool, Clemens ; C. J. M. Kool, . In: Working Papers. RePEc:use:tkiwps:1714.

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2019Preference Heterogeneity, Inflation, and Welfare. (2019). Curran, Michael ; Dressler, Scott J. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:40.

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2018Interest rate pass-through to the rates of core deposits: A new perspective. (2018). Sopp, Heiko. In: Discussion Papers. RePEc:zbw:bubdps:252018.

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2019A cointegration model of money and wealth. (2019). Assenmacher, Katrin ; Beyer, Andreas ; Assenmacher-Wesche, Katrin . In: CFS Working Paper Series. RePEc:zbw:cfswop:619.

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2018Informality and the long run Phillips curve. (2018). Ait Lahcen, Mohammed. In: ECON - Working Papers. RePEc:zur:econwp:248.

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Juergen Wolters is editor of


Journal
International Economics and Economic Policy

Juergen Wolters has edited the books:


YearTitleTypeCited

Works by Juergen Wolters:


YearTitleTypeCited
2011Liquidity and Asset Prices: How Strong are the Linkages? In: Review of Economics & Finance.
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article7
2009Liquidity and Asset Prices: How Strong Are the Linkages?.(2009) In: Working Paper / FINESS.
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paper
2009Liquidity and Asset Prices: How Strong Are the Linkages?.(2009) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 7
paper
2011Liquidity and Asset Prices: How Strong Are the Linkages?.(2011) In: EconStor Open Access Articles.
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This paper has another version. Agregated cites: 7
article
2010Risk and Policy Shocks on the US Term Structure In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper3
2013Risk and Policy Shocks on the US Term Structure.(2013) In: Scottish Journal of Political Economy.
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This paper has another version. Agregated cites: 3
article
2009The US Term Structure and Central Bank Policy In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper3
2012The US term structure and central bank policy.(2012) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 3
article
1995Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]
article189
1996Was London the Conductor of the International Orchestra or Just the Triangle Player? An Empirical Analysis of Asymmetries in Interest Rate Behaviour during the Classical Gold Standard, 1876-1913. In: Scottish Journal of Political Economy.
[Citation analysis]
article1
2000Interest Rate Linkages between the US and the UK during the Classical Gold Standard. In: Scottish Journal of Political Economy.
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article1
2010The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank In: CESifo Working Paper Series.
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paper4
2009The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank.(2009) In: CREMA Working Paper Series.
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paper
2010The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank.(2010) In: Swiss Journal of Economics and Statistics (SJES).
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This paper has another version. Agregated cites: 4
article
2009The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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This paper has another version. Agregated cites: 4
paper
2001The Transmission of German Monetary Policy in the Pre-Euro Period In: CESifo Working Paper Series.
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paper3
2001The transmission of German monetary policy in the pre-Euro period.(2001) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
1999Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems In: CEPR Discussion Papers.
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paper52
2001COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS.(2001) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 52
article
1999Comparison of bootstrap confidence intervals for impulse responses of German monetary systems.(1999) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 52
paper
1992Persistence and Seasonality in output and Employment of the Federal Republic of Germany In: Discussion Papers (REL - Recherches Economiques de Louvain).
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paper2
2003TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD In: Macroeconomic Dynamics.
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article24
2008M3 Money Demand and Excess Liquidity in the Euro Area In: Working Paper / FINESS.
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paper18
2008M3 Money Demand and Excess Liquidity in the Euro Area.(2008) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 18
paper
2010M3 money demand and excess liquidity in the euro area.(2010) In: Public Choice.
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This paper has another version. Agregated cites: 18
article
2010M3 Money Demand and Excess Liquidity in the Euro Area.(2010) In: EconStor Open Access Articles.
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This paper has another version. Agregated cites: 18
article
2008Money Velocity and Asset Prices in the Euro Area In: Working Paper / FINESS.
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paper19
2008Money Velocity and Asset Prices in the Euro Area.(2008) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 19
paper
2009Money velocity and asset prices in the euro area.(2009) In: Empirica.
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This paper has another version. Agregated cites: 19
article
2009Money Velocity and Asset Prices in the Euro Area.(2009) In: EconStor Open Access Articles.
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article
2007Instabile Geldnachfrage im Euroraum? In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article0
2009Geldpolitik und Vermögensmärkte In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article2
2010Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt? In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article0
2006Die Liquidität in der Eurozone ist nicht zu hoch In: DIW Wochenbericht.
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article0
2010Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation In: Discussion Papers of DIW Berlin.
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paper24
2014Money demand and the role of monetary indicators in forecasting euro area inflation.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 24
article
2013Money demand and the role of monetary indicators in forecasting euro area inflation.(2013) In: FIW Working Paper series.
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This paper has another version. Agregated cites: 24
paper
2011Money and Inflation in the Euro Area during the Financial Crisis In: Discussion Papers of DIW Berlin.
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paper5
2011Money and inflation in the euro area during the financial crisis.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2014Unconventional Monetary Policy and Money Demand In: Discussion Papers of DIW Berlin.
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paper10
2015Unconventional monetary policy and money demand.(2015) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 10
article
2000Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts In: Discussion Papers of DIW Berlin.
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paper0
2006Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models In: Discussion Papers of DIW Berlin.
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paper25
1994On the power of unit root tests against fractional alternatives In: Economics Letters.
[Full Text][Citation analysis]
article113
1980Business cycle stabilization policies in a small econometric model of the FRG In: European Economic Review.
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article1
2008Common stochastic volatility trends in international stock returns In: International Review of Financial Analysis.
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article11
2010Investigating M3 money demand in the euro area In: Journal of International Money and Finance.
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article44
2007The long-run Phillips curve revisited: Is the NAIRU framework data-consistent? In: Journal of Macroeconomics.
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article29
1987The influence of poll results on election outcomes In: Mathematical Social Sciences.
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article0
1995Investigating Stability and Linearity of a German M1 Money Demand Function In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
paper48
1999Investigating Stability and Linearity of a German M1 Money Demand Function..(1999) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 48
article
1995Investigating Stability and Linearity of a German M1 Money Demand Function.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 48
paper
1996Modelling the Demand for M3 in the unified Germany In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
paper38
1998Modeling The Demand For M3 In The Unified Germany.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
1996Modelling the Demand for M3 in the Unified Germany.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 38
paper
2015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis In: SFB 649 Discussion Papers.
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paper16
2017Characterizing the financial cycle: evidence from a frequency domain analysis.(2017) In: IMK Working Paper.
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This paper has another version. Agregated cites: 16
paper
2015Characterizing the financial cycle: Evidence from a frequency domain analysis.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has another version. Agregated cites: 16
paper
2015How Do Financial Cycles Interact? Evidence from the US and the UK In: SFB 649 Discussion Papers.
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paper2
2017Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK In: IMK Working Paper.
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paper0
1969Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article0
1973Einzelbesprechungen In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article0
1975Einzelbesprechungen.(1975) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1977Einzelbesprechungen.(1977) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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This paper has another version. Agregated cites: 0
article
2009Hysteresis in Unemployment Rates? A Comparison between Germany and the US In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article1
2016On the empirical relevance of the Lucas critique: the case of euro area money demand In: Empirica.
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article0
2016On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand.(2016) In: EconStor Open Access Articles.
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This paper has another version. Agregated cites: 0
article
2004Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998 In: International Economics and Economic Policy.
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article1
2000Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2008Editorial In: International Economics and Economic Policy.
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article0
2010Editorial In: International Economics and Economic Policy.
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article0
2007Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio In: Open Economies Review.
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article6
2004Monetary policy in Austria-Hungary, 1876 - 1913: An econometric analysis of the determinants of the Central Banks discount rate and the liquidity ratio.(2004) In: Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
1991Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre In: Swiss Journal of Economics and Statistics (SJES).
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article0
2006Unit root testing In: AStA Advances in Statistical Analysis.
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article7
2005Unit root testing.(2005) In: Discussion Papers.
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paper
2006Autoregressive distributed lag models and cointegration In: AStA Advances in Statistical Analysis.
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article24
2005Autoregressive distributed lag models and cointegration.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 24
paper
1976Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany. In: Empirical Economics.
[Citation analysis]
article0
1995Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results. In: Empirical Economics.
[Citation analysis]
article14
1998Money demand in Europe: Editors preface In: Empirical Economics.
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article1
1998A money demand system for German M3 In: Empirical Economics.
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article32
1977Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.]. In: Empirical Economics.
[Citation analysis]
article0
2013Introduction to Modern Time Series Analysis In: Springer Texts in Business and Economics.
[Citation analysis]
book5
1999The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany In: Review of World Economics (Weltwirtschaftliches Archiv).
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article8
1998The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1998Cointegration and German bond yields In: Applied Economics Letters.
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article8
1987U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States. In: The Review of Economics and Statistics.
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article10
1993Does the DM Dominate the Euro Market? An Empirical Investigation. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article40
2004Domestic and international determinants of the Reichsbanks liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis In: Discussion Papers.
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paper0
2004Domestic and international determinants of the bank of Frances liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis In: Discussion Papers.
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paper1
2004Domestic and international determinants of the Bank of Englands liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis In: Discussion Papers.
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paper0
1994Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten In: SFB 373 Discussion Papers.
[Citation analysis]
paper5
1996Money and Prices in Germany. Empirical Results for 1962 to 1994 In: SFB 373 Discussion Papers.
[Citation analysis]
paper0
1997A money demand system for M3 in the unified Germany In: SFB 373 Discussion Papers.
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paper0
2002Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen In: SFB 373 Discussion Papers.
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