Yukai Yang : Citation Profile

Are you Yukai Yang?

Handelshögskolan i Stockholm (33% share)

4

H index

3

i10 index

244

Citations

RESEARCH PRODUCTION:

8

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 81
   Journals where Yukai Yang has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 4 (1.61 %)

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: 2018-07-21    RAS profile: 2017-12-06    
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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 (20)

COUHARDE, Cécile (13)

Semmler, Willi (12)

Fouquau, Julien (10)

Schleer, Frauke (10)

Reitz, Stefan (9)

Teräsvirta, Timo (7)

Caggiano, Giovanni (7)

Castelnuovo, Efrem (7)

Minea, Alexandru (7)

López Villavicencio, Antonia (6)

Cites to:

Teräsvirta, Timo (8)

Lanne, Markku (3)

Lütkepohl, Helmut (3)

López Villavicencio, Antonia (2)

Eklund, Bruno (1)

Schiantarelli, Fabio (1)

Saikkonen, Pentti (1)

Hurn, Stan (1)

Watson, Mark (1)

Whited, Toni (1)

Titman, Sheridan (1)

Main data

Where Yukai Yang has published?

Recent works citing Yukai Yang (2018 and 2017)

YearTitle of citing document
2017The Effect of Exchange Rate Volatility on Stock Return in Taiwan Around Abenomics. (2017). Chien-Chung, Nieh ; Hsun-Fang, Cho . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:368-380.

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2017Macro-financial linkages: the role of liquidity dependence. (2017). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps24.

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2017Economic Freedom and Income Inequality: Evidence from a Panel of Global Economies— A Linear and a Non-Linear Long-Run Analysis. (2017). Cooray, Arusha ; Apergis, Nicholas. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:1:p:88-105.

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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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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2017Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach. (2017). JAWADI, Fredj ; Souhir, Chlibi ; Mohamed, Sellami ; Fredj, Jawadi. 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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2017On the Current Account - Biofuels Link in Emerging and Developing Countries: Do Oil Price Fluctuations Matter?. (2017). Paris, Anthony ; Mignon, Valérie ; HACHE, Emmanuel ; Gomes, Gabriel. In: Working Papers. RePEc:cii:cepidt:2017-07.

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2017Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-12.

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2017On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?. (2017). Paris, Anthony ; Mignon, Valérie ; HACHE, Emmanuel ; Gomes, Gabriel. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-30.

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2017The effects on economic growth of natural resources in Sub-Saharan Africa: Does the quality of institutions matters?. (2017). TSOPMO, Pierre Christian ; Mondjeli, Itchoko Motande . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00550.

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2017Structural vector autoregressions with smooth transition in variances. (2017). Netšunajev, Aleksei ; 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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2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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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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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?. (2018). Mignon, Valérie ; HACHE, Emmanuel ; Paris, Anthony ; Gomes, Gabriel. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:60-67.

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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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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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2017Regime-Switching Effect of Tourism Specialization on Economic Growth in Asia Pacific Countries. (2017). Chiang, Gengnan ; Lei, Wen-Guu ; Sung, Wei-Ying . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:3:p:23-:d:102801.

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2017Non-linear Growth-Determinants Nexus: The Role of Sovereign Debt. (2017). Wu, Po-Chin ; Huang, Tsai-Yuan ; Liu, Shiao-Yen. In: Hacienda Pública Española. RePEc:hpe:journl:y:2017:v:221:i:3:p:43-63.

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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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2018Public Education Spending and Economic Growth: The Governance Threshold Effect. (2018). Trabelsi, Salwa. In: Journal of Economic Development. RePEc:jed:journl:v:43:y:2018:i:1:p:101-124.

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2018The non-linear impact of monetary policy on international reserves: macroeconomic variables nexus. (2018). Wu, Po-Chin ; Lee, Chung-Chih. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9353-3.

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2018Retail Bank Interest Margins in Low Interest Rate Environments. (2018). Saaskilahti, Jaakko . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0262-1.

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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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2017The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1701.

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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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2018Economic Policy Uncertainty Spillovers in Booms and Busts. (2018). Caggiano, Giovanni ; Figueres, Juan Manuel ; Castelnuovo, Efrem. In: Working Paper series. RePEc:rim:rimwps:18-28.

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2018Nonlinear Effect of Business Cycle on Lottery Sales Stability. (2018). Wu, Po-Chin ; Sai, T. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:8:y:2018:i:4:f:8_4_3.

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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?. (2017). Morley, James ; Fazzari, Steven ; 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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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Ftiti, Zied ; JAWADI, Fredj ; Hachicha, Nejib ; Namouri, Hela. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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2017Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test. (2017). Reitz, Stefan ; Leppin, Julian ; Demetrescu, Matei. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2094.

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Works by Yukai Yang:

YearTitleTypeCited
2014Linearity and Misspecification Tests for Vector Smooth Transition Regression Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper27
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: 27		paper
2014Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications In: CREATES Research Papers.
[Full Text][Citation analysis]		paper18
2014Specification, estimation and evaluation of vector smooth transition autoregressive models with applications.(2014) In: CORE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2014Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition In: CREATES Research Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper195
2017Panel Smooth Transition Regression Models.(2017) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 195		paper

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