Emre Yoldas : Citation Profile


Federal Reserve Board (Board of Governors of the Federal Reserve System)

8

H index

7

i10 index

184

Citations

RESEARCH PRODUCTION:

10

Articles

15

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 10
   Journals where Emre Yoldas has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (1.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyo92
   Updated: 2025-03-22    RAS profile: 2023-03-10    
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Relations with other researchers


Works with:

Hoek, Jasper (3)

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

Is cited by:

Gonzalez-Rivera, Gloria (17)

Ferrara, Laurent (7)

Ruiz, Esther (6)

Dovern, Jonas (6)

Hecq, Alain (4)

Marsilli, Clément (4)

Veiga, Helena (4)

Égert, Balázs (4)

Götz, Thomas (4)

Nguyen, Benoît (3)

Smeekes, Stephan (3)

Cites to:

Bollerslev, Tim (13)

Diebold, Francis (12)

Andersen, Torben (9)

Timmermann, Allan (6)

Hansen, Bruce (6)

Pesaran, Mohammad (6)

Engle, Robert (6)

Guidolin, Massimo (6)

Afonso, Gara (6)

Reinhart, Carmen (5)

Wolf, Michael (5)

Main data


Production by document typepaperarticle200720082009201020112012201320142015201620172018201920202021202220232024024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2007200820092010201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2008200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20072008200920102011201220132014201520162017201820192020202120222023202402040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Emre Yoldas has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)5

Recent works citing Emre Yoldas (2025 and 2024)


Year  ↓Title of citing document  ↓
2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2024Long-Run Effects of Trade Openness on Foreign Direct Investment: Evidence from Developed and Developing Countries. (2024). Benabdennour, Ali ; Lafi, Mosbah ; Msekni, Sabrina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-8.

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2024The effect of inflation on CO2 emissions: An analysis over the period 1970–2020. (2024). Weber, Christoph ; Grolleau, Gilles. In: Ecological Economics. RePEc:eee:ecolec:v:217:y:2024:i:c:s0921800923002926.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhong, Juandan ; Zhang, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Feng, MA ; Jixiang, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Spillovers from US monetary policy: Role of policy drivers and cyclical conditions. (2024). Ostry, Jonathan ; Furceri, Davide ; Dominguez, Pablo Gonzalez ; Arbatli-Saxegaard, Elif C ; Peiris, Shanaka Jayanath. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000408.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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Works by Emre Yoldas:


Year  ↓Title  ↓Type  ↓Cited  ↓
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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article19
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 19
article
2012Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2016Public debt and macroeconomic activity: a predictive analysis for advanced economies In: Studies in Nonlinear Dynamics & Econometrics.
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article7
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
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article41
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 41
paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2014Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model In: Economics Letters.
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article24
2014Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article21
2007Optimality of the RiskMetrics VaR model In: Finance Research Letters.
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article4
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
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article19
2013Government debt and macroeconomic activity: a predictive analysis for advanced economies In: Finance and Economics Discussion Series.
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paper11
2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
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paper3
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
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paper13
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
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paper0
2020The Impact of COVID-19 on Emerging Market Economies Financial Conditions In: FEDS Notes.
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paper9
2021Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies? In: FEDS Notes.
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paper1
2023U.S. Interest Rates and Emerging Market Currencies: Taking Stock 10 Years After the Taper Tantrum In: FEDS Notes.
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paper0
2024Monetary Policy and Exchange Rates during the Global Tightening In: FEDS Notes.
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paper0
2020When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets In: International Finance Discussion Papers.
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paper6
2016Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies In: IFDP Notes.
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paper2
2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
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article4
2010Multivariate Autocontours for Specification Testing in Multivariate GARCH Models In: Working Papers.
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paper0

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