Yukai Yang : Citation Profile


Are you Yukai Yang?

Handelshögskolan i Stockholm (33% share)

4

H index

3

i10 index

203

Citations

RESEARCH PRODUCTION:

8

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 67
   Journals where Yukai Yang has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 4 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya333
   Updated: 2017-11-18    RAS profile: 2017-11-07    
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Relations with other researchers


Works with:

Teräsvirta, Timo (5)

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 (16)

COUHARDE, Cécile (11)

Schleer, Frauke (10)

Fouquau, Julien (9)

Semmler, Willi (8)

Reitz, Stefan (7)

Teräsvirta, Timo (7)

Castelnuovo, Efrem (7)

Caggiano, Giovanni (7)

Coudert, Virginie (6)

Minea, Alexandru (6)

Cites to:

Teräsvirta, Timo (9)

Lanne, Markku (3)

Lütkepohl, Helmut (3)

Fazzari, Steven (2)

Petersen, Bruce (2)

Gilchrist, Simon (1)

Ferrier, Gary (1)

Medeiros, Marcelo (1)

Jansen, Eilev (1)

Eitrheim, Øyvind (1)

Godfrey, Leslie (1)

Main data


Where Yukai Yang has published?


Recent works citing Yukai Yang (2017 and 2016)


YearTitle of citing document
2016Nonlinearities of mortgage spreads over the business cycles. (2016). Cheng, Chak Hung Jack ; Chiu, Ching-Wai (Jeremy) ; Jack, Chak Hung . In: Bank of England working papers. RePEc:boe:boeewp:0634.

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2017Uncertainty and monetary policy in good and bad times. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Nodari, Gabriela . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_008.

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2017Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach. (2017). JAWADI, Fredj ; Mohamed, Sellami ; Fredj, Jawadi ; Souhir, Chlibi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:47-63:n:5.

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2017Uncertainty and Monetary Policy in Good and Bad Times. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Nodari, Gabriela . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6630.

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2016On the impact of dollar movements on oil currencies. (2016). Gomes, Gabriel. In: Working Papers. RePEc:cii:cepidt:2016-11.

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2016The Asymmetric Effects of Oil Price Shocks on the Canadian Economy. (2016). Wilmot, Neil ; Donayre, Luiggi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-4.

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2016Nonlinear and time-varying growth-tourism causality. (2016). Liu, Shiao-Yen ; Wu, Po-Chin ; Huang, Tsai-Yuan ; Hsiao, Juei-Ming . In: Annals of Tourism Research. RePEc:eee:anture:v:59:y:2016:i:c:p:45-59.

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2017Structural vector autoregressions with smooth transition in variances. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:43-57.

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2016The role of savings rate in exchange rate and trade imbalance nexus: Cross-countries evidence. (2016). Chiu, Yi-Bin ; Sun, Chia-Hung D. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:1017-1025.

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2016Reexamining the relationship between inflation and growth: Do institutions matter in developing countries?. (2016). Trupkin, Danilo ; Ibarra, Raul. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:332-351.

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2016Re-examining risk premiums in the Fama–French model: The role of investor sentiment. (2016). Wu, Po-Chin ; Chen, Che-Ying ; Liu, Shiao-Yen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:154-171.

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2017Economic policy uncertainty and unemployment in the United States: A nonlinear approach. (2017). Figueres, Juan ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:31-34.

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2016Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278.

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2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:30-43.

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2016State-dependent exchange rate pass-through behavior. (2016). Donayre, Luiggi ; Panovska, Irina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:170-195.

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2017Debt thresholds and real exchange rates: An emerging markets perspective. (2017). Velic, Adnan ; Galstyan, Vahagn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:452-470.

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2016Nonlinearities in the U.S. wage Phillips curve. (2016). Donayre, Luiggi ; Panovska, Irina . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:19-43.

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2016Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Apergis, Nicholas ; Ziramba, Emmanuel . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:318-325.

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2017The ENSO Effect and Asymmetries in Wheat Price Dynamics. (2017). Ubilava, David. In: World Development. RePEc:eee:wdevel:v:96:y:2017:i:c:p:490-502.

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2016The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures. (2016). Wang, Shouyang ; Chai, Jian ; Xing, Limin ; Lu, Quanying ; Liang, Ting ; Lai, Kin Keung. In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:1021-:d:80393.

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2016Natural Gas Consumption of Emerging Economies in the Industrialization Process. (2016). Chai, Jian ; Ye, Yunxiao ; Xing, Limin ; Lai, Kin Keung ; Zhou, Xiaoyang ; Liang, Ting . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:11:p:1089-:d:81337.

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2016What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries. (2016). Stemmer, Michael ; Maurel, Mathilde ; Damette, Olivier. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01318131.

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2016What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries. (2016). Damette, Olivier ; Maurel, Mathilde ; Stemmer, Michael A. In: Post-Print. RePEc:hal:journl:halshs-01318131.

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2016Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy. (2016). Tsiaplias, Sarantis ; Lim, Guay. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n02.

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2016Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy. (2016). Lim, Guay ; Tsiaplias, Sarantis . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n2.

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2017Uncertainty and Monetary Policy in Good and Bad Times. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Nodari, Gabriela . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2017n09.

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2017Economic Policy Uncertainty Spillovers in Booms and Busts. (2017). Figueres, Juan ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2017n13.

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2016Fiscal Multipliers and Institutions in Peru; Getting the Largest Bang for the Sol. (2016). Vtyurina, Svetlana ; Leal, Zulima . In: IMF Working Papers. RePEc:imf:imfwpa:16/144.

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2016Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries. (2016). Gevorkyan, Arkady ; Semmler, Willi . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:1:d:10.1007_s10663-015-9286-2.

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2016Exploring the transitional behavior among value and growth stocks. (2016). Chiang, Gengnan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0511-7.

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2017Equity prices and fundamentals: a DDM–APT mixed approach. (2017). Jawadi, Fredj ; Prat, Georges . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0604-y.

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2016What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries. (2016). Stemmer, Michael ; Maurel, Mathilde ; Damette, Olivier. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16041.

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2017The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:79096.

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2016The coordination between China’s economic growth and environmental emission from the Environmental Kuznets Curve viewpoint. (2016). Chen, KE ; Yan, Xia . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:83:y:2016:i:1:d:10.1007_s11069-016-2314-0.

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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?. (2017). Morley, James ; Fazzari, Steven M ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2017-04.

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2017The ENSO Effect and Asymmetries in Wheat Price Dynamics. (2017). Ubilava, David. In: Working Papers. RePEc:syd:wpaper:2014-06.

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2016Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR. (2016). Ernst, Ekkehard ; Semmler, Willi ; Haider, Alexander . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16030.

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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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paper24
2014Linearity and misspecification tests for vector smooth transition regression models.(2014) In: CORE Discussion Papers.
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This paper has another version. Agregated cites: 24
paper
2014Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications In: CREATES Research Papers.
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paper17
2014Specification, estimation and evaluation of vector smooth transition autoregressive models with applications.(2014) In: CORE Discussion Papers.
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This paper has another version. Agregated cites: 17
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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paper4
2014Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition.(2014) In: CORE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1910Panel Smooth Transition Regression Models In: CREATES Research Papers.
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paper0
2017Panel Smooth Transition Regression Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper158

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