Yukai Yang : Citation Profile


Are you Yukai Yang?

Stockholm School of Economics (33% share)

5

H index

3

i10 index

494

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 82
   Journals where Yukai Yang has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 6 (1.2 %)

EXPERT IN:

   Econometrics
   Bayesian Analysis: General
   Hypothesis Testing: General
   Estimation: General
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya333
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Ankargren, Sebastian (3)

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

Is cited by:

Mignon, Valérie (28)

Asongu, Simplice (18)

COUHARDE, Cécile (15)

Fouquau, Julien (11)

Castelnuovo, Efrem (11)

Caggiano, Giovanni (11)

Semmler, Willi (11)

Reitz, Stefan (10)

Teräsvirta, Timo (10)

Minea, Alexandru (9)

Schleer, Frauke (9)

Cites to:

Teräsvirta, Timo (12)

Fouquau, Julien (10)

Giannone, Domenico (9)

Marcellino, Massimiliano (7)

Reichlin, Lucrezia (7)

Mignon, Valérie (6)

Clark, Todd (6)

COUHARDE, Cécile (5)

Delatte, Anne-Laure (5)

Allegret, Jean-Pierre (5)

Mariano, Roberto (4)

Main data


Where Yukai Yang has published?


Journals with more than one article published# docs
Journal of Time Series Econometrics2

Recent works citing Yukai Yang (2024 and 2023)


YearTitle of citing document
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Oil dependence and entrepreneurship: Non-linear evidence. (2023). Ondoa, Henri Atangana ; Efogo, Franoise Okah ; Awoa, Paul Awoa. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001212.

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2023Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China. (2023). Funke, Michael ; Zhong, Doudou ; Li, Xiang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000917.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Energy substitution in Africa: Cross-regional differentiation effects. (2023). Tinta, Abdoulganiour Almame. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024719.

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2023Can green tax policy promote Chinas energy transformation?— A nonlinear analysis from production and consumption perspectives. (2023). Tian, Lixin ; Yin, Weijun ; Yang, Kun ; Chen, Gang ; Fang, Guochang. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223002128.

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2023Analysis of the non-linear impact of digital economy development on energy intensity: Empirical research based on the PSTR model. (2023). Guo, Sen ; Zhao, Haoran. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022612.

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2023How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?. (2023). ben Arfa, Nouha ; Chebbi, Kaouther ; Ammari, Aymen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001497.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023Firm performance and the crowd effect in lobbying competition. (2023). Girard, Alexandre ; van Rutten, Rodrigo Londoo ; Gnabo, Jean-Yves. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007942.

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2023Institutional Quality and Financial Development in Resource-Rich Countries: A Nonlinear Panel Data Approach. (2023). Dosso, David. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:113-137.

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2023Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625.

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2023Does wealth inequality affect the transmission of monetary policy?. (2023). Wacks, Johannes ; Matusche, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000672.

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2023Unlocking the poverty and hunger puzzle: Toward democratizing the natural resource for accomplishing SDGs 1&2. (2023). Tiba, Sofien. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002246.

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2023Financial constraint, cross-sectoral spillover and systemic risk in China. (2023). Hao, Jing ; Yuan, Ming ; Bi, Shasha ; Wen, Bohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:1-11.

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2023Can digital transformation overcome the enterprise innovation dilemma: Effect, mechanism and effective boundary. (2023). Chen, Jin ; Zhuo, Chengfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s004016252300063x.

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2023Digitalization and CO2 emissions: Dynamics under R&D and technology innovation regimes. (2023). Saia, Artjom. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001288.

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2023The Optimal Level of Financial Growth in View of a Nonlinear Macroprudential Policy Regime Model: A Bayesian Approach. (2023). Nkomo, Nomusa Yolanda ; Zungu, Lindokuhle Talent ; Dlamini, Sifundo Ntokozo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:234-:d:1118685.

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2023Financial Development, Political Instability, Trade Openness and Growth in Brazil: Evidence from a New Dataset, 1890-2003. (2023). Glebkina, Ekaterina ; Campos, Nauro ; Koutroumpis, Panagiotis ; Karanasos, Menelaos. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09684-4.

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2023The dynamic effect of trading between China and Taiwan under exchange rate fluctuations. (2023). Chen, Ssu-Han ; Yang, Yu-Tai ; Liu, Chieh. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01903-8.

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2023On the effects of climate variability on agricultural crops: evidence from an in-transition economy. (2023). Rahmoun, Mbarek ; ben Cheikh, Nidhaleddine ; ben Zaied, Younes. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:2:d:10.1007_s10018-022-00348-8.

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2023Gazing through the bubble: an experimental investigation into financial risk-taking using eye-tracking. (2023). Miyakoshi, Makoto ; Kubinschi, Matei Nicolae ; Cepoi, Cosmin-Octavian ; Toma, Filip-Mihai. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00444-4.

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2023Does ownership structure reduce earnings manipulation practice of Egyptian listed firms? Evidence from a dynamic panel threshold model. (2023). Mehafdi, Messaoud ; Khemiri, Wafa ; Attia, Eman F. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00213-4.

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2023Further investigation of the total natural resource rents and economic growth nexus in resource-abundant sub-Saharan African countries. (2023). Shaw, Williams ; Ware, Emmanuel Opoku ; Laari, Prosper Basommi ; Kwaku, Gideon Minua. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00316-4.

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2023Distinct Asymmetric Effects of Military Spending on Economic Growth for Different Income Groups of Countries. (2023). Yildirim, Julide ; Ocal, Nadir ; Karadam, Duygu Yolcu. In: Defence and Peace Economics. RePEc:taf:defpea:v:34:y:2023:i:4:p:477-494.

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Works by Yukai Yang:


YearTitleTypeCited
2014Linearity and Misspecification Tests for Vector Smooth Transition Regression Models In: CREATES Research Papers.
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paper44
2014Linearity and misspecification tests for vector smooth transition regression models.(2014) In: LIDAM Discussion Papers CORE.
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This paper has nother version. Agregated cites: 44
paper
2014Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications In: CREATES Research Papers.
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paper35
2014Specification, estimation and evaluation of vector smooth transition autoregressive models with applications.(2014) In: LIDAM Discussion Papers CORE.
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This paper has nother version. Agregated cites: 35
paper
2014Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition In: CREATES Research Papers.
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paper7
2014Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition.(2014) In: LIDAM Discussion Papers CORE.
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This paper has nother version. Agregated cites: 7
paper
2017Panel Smooth Transition Regression Models In: CREATES Research Papers.
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paper398
2017Panel Smooth Transition Regression Models.(2017) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 398
paper
2018State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering In: CREATES Research Papers.
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paper2
2018State-space models on the Stiefel Manifold with a new approach to nonlinear filtering.(2018) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2018State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering.(2018) In: Econometrics.
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This paper has nother version. Agregated cites: 2
article
2018A mixed-frequency Bayesian vector autoregression with a steady-state prior In: CREATES Research Papers.
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paper1
2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior In: Papers.
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paper7
2020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior.(2020) In: Journal of Time Series Econometrics.
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This paper has nother version. Agregated cites: 7
article
2020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior.(2020) In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article

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