Peter K. Clark : Citation Profile

Are you Peter K. Clark?

University of California-Davis

9

H index

6

i10 index

1725

Citations

RESEARCH PRODUCTION:

16

Articles

1

Papers

RESEARCH ACTIVITY:

   20 years (1973 - 1993). See details.
   Cites by year: 86
   Journals where Peter K. Clark has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl65
   Updated: 2024-01-16    RAS profile: 2023-12-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter K. Clark.

Is cited by:

Andersen, Torben (33)

Bollerslev, Tim (29)

Diebold, Francis (20)

Perron, Pierre (15)

Hautsch, Nikolaus (12)

Rodríguez, Gabriel (12)

Shephard, Neil (11)

Weber, Enzo (11)

Koundouri, Phoebe (11)

Sinclair, Tara (10)

Kourogenis, Nikolaos (10)

Cites to:

Sims, Christopher (1)

Main data

Where Peter K. Clark has published?

Journals with more than one article published# docs
Brookings Papers on Economic Activity4
The Review of Economics and Statistics2

Recent works citing Peter K. Clark (2024 and 2023)

YearTitle of citing document
2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2023NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years. (2023). Press, William H. In: Papers. RePEc:arx:papers:2305.08241.

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2023Deep Policy Gradient Methods in Commodity Markets. (2023). Hanetho, Jonas. In: Papers. RePEc:arx:papers:2308.01910.

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2023Commodities Trading through Deep Policy Gradient Methods. (2023). Hanetho, Jonas. In: Papers. RePEc:arx:papers:2309.00630.

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2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023Potential output and the neutral rate in Canada: 2023 assessment. (2023). Melinchuk, Harlee ; Matveev, Dmitry ; Hajzler, Christopher ; Champagne, Julien ; Taskin, Temel ; Park, Youngmin ; Ozhan, Kemal ; Poulin-Moore, Antoine. In: Staff Analytical Notes. RePEc:bca:bocsan:23-6.

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2023How to measure inFLAtion volatility. A note. (2023). Guerrero, David E ; Gonzalez-Perez, Maria T ; Garcia-Hiernaux, Alfredo. In: Working Papers. RePEc:bde:wpaper:2314.

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2023Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

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2023Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608.

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2023The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789.

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2023Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702.

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2023Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2023Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541.

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2023Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2023Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model. (2023). Semmler, Willi ; Lucidi, Francesco Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000805.

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2023Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners. (2023). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000891.

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2023Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023CBI-time-changed Lévy processes. (2023). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:323-349.

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2023On inverse-Gamma distribution delayed by Poisson process. (2023). Bibi, Abdelouahab ; Bareche, Aicha. In: Statistics & Probability Letters. RePEc:eee:stapro:v:195:y:2023:i:c:s0167715223000111.

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2023Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. (2023). Lunsford, Kurt Graden. In: Working Papers. RePEc:fip:fedcwq:96582.

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2023.

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2023The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

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2023Nowcasting bitcoin’s crash risk with order imbalance. (2023). Wei, Wang Chun ; Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01148-1.

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2023Exploring the nexus between price and volume changes in the cryptocurrency market. (2023). Babajide, Bola ; Adediran, Adeyinka ; Osina, Nataliia. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00323-2.

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2023The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Pratap, Bhanu ; Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:118951.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323.

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2023Estimation of the potential GDP by a new robust filter method. (2023). Takacs, Tibor ; Gyurkovics, Eva. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:4:d:10.1007_s10100-023-00851-7.

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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

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2023Ornstein - Uhlenbeck Process Driven By $$\alpha$$ ? -stable Process and Its Gamma Subordination. (2023). Wyomaska, Agnieszka ; Grzesiek, Aleksandra ; Gajda, Janusz. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09999-w.

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2023To Boost or Not to Boost? That is the Question. (2023). Pagan, Adrian ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2023-05.

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2023The Social Cost of Carbon under Climate Volatility Risk. (2023). van Wijnbergen, Sweder ; Lin, XU. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230032.

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2023Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625.

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2023Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100.

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Works by Peter K. Clark:

YearTitleTypeCited
1982Inflation and the Productivity Decline. In: American Economic Review.
[Full Text][Citation analysis]		article17
1979Investment in the 1970s: Theory, Performance, and Prediction In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article47
1979Issues in the Analysis of Capital Formation and Productivity Growth In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article9
1984Productivity and Profits in the 1980s: Are They Really Improving? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article3
1993Tax Incentives and Equipment Investment In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article26
1978Capital Formation and the Recent Productivity Slowdown. In: Journal of Finance.
[Full Text][Citation analysis]		article9
1979POTENTIAL GNP IN THE UNITED STATES, 1948–80 In: Review of Income and Wealth.
[Full Text][Citation analysis]		article0
1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices. In: Econometrica.
[Full Text][Citation analysis]		article1107
1988Nearly redundant parameters and measures of persistence in economic time series In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article9
1989Trend reversion in real output and unemployment In: Journal of Econometrics.
[Full Text][Citation analysis]		article126
1981A comparison of ten U.S. oil and gas supply models In: Resources and Energy.
[Full Text][Citation analysis]		article3
1988Postwar Developments in Business Cycle Theory: A Moderately Classical Perspective: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
1974Operational Time and Seasonality in Distributed Lag Estimation In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1987The Cyclical Component of U. S. Economic Activity In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article368
1974A New Stochastic Price Fluctuation Model: Comment In: Review of Economic Studies.
[Full Text][Citation analysis]		article0
1975The Use of Operational Time to Correct for Sampling Interval Mis-specification. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1985The Labor Productivity Slowdown in the United States: Evidence from Physical Output Measures. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1

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