Deborah Gefang : Citation Profile


Are you Deborah Gefang?

Leicester University

7

H index

6

i10 index

185

Citations

RESEARCH PRODUCTION:

12

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 8
   Journals where Deborah Gefang has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 14 (7.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge123
   Updated: 2024-01-16    RAS profile: 2023-09-09    
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Relations with other researchers


Works with:

Koop, Gary (6)

Poon, Aubrey (6)

Tavlas, George (5)

Hall, Stephen (4)

Gibson, Heather (2)

Petroulas, Pavlos (2)

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

Is cited by:

Koop, Gary (26)

Chan, Joshua (13)

Korobilis, Dimitris (12)

Rodríguez N., Norberto (11)

Ricco, Giovanni (9)

Miranda-Agrippino, Silvia (9)

Huber, Florian (8)

Rincon-Castro, Hernan (7)

Mitchell, James (6)

Poon, Aubrey (6)

Casarin, Roberto (6)

Cites to:

Koop, Gary (42)

Korobilis, Dimitris (22)

Giannone, Domenico (20)

Lee, Lung-Fei (17)

Reichlin, Lucrezia (14)

Banbura, Marta (14)

Clark, Todd (12)

Baltagi, Badi (11)

Marcellino, Massimiliano (10)

Poon, Aubrey (9)

Watson, Mark (8)

Main data


Where Deborah Gefang has published?


Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Papers / University of Strathclyde Business School, Department of Economics3
Working Paper series / Rimini Centre for Economic Analysis3
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)2
Papers / arXiv.org2
Working Papers / Lancaster University Management School, Economics Department2

Recent works citing Deborah Gefang (2024 and 2023)


YearTitle of citing document
2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

Full description at Econpapers || Download paper

2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting. (2023). Wu, Ping ; Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:96086.

Full description at Econpapers || Download paper

2023.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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Works by Deborah Gefang:


YearTitleTypeCited
2023Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices In: Papers.
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paper0
2023Identifying spatial interdependence in panel data with large N and small T In: Papers.
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paper0
2012Money?output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective In: Oxford Bulletin of Economics and Statistics.
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article16
2020Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? In: Working Papers.
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paper1
2009Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach In: Studies in Nonlinear Dynamics & Econometrics.
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article12
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
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paper37
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 37
article
2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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This paper has nother version. Agregated cites: 37
paper
2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 37
paper
2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
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paper18
2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 18
paper
2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 18
paper
2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
article
2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2012Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers.
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paper1
2011Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2014A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors In: Journal of Economic Dynamics and Control.
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article5
2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
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article7
2002Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 7
paper
2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage In: International Journal of Forecasting.
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article58
2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting.
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article4
2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers.
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paper10
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 10
paper
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2008Investigating nonlinear purchasing power parity during the post-Bretton Woods era – A Bayesian exponential smooth transition VECM approach In: Advances in Econometrics.
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chapter0
2013Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers.
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paper0
2013A new look at variation in employment growth in Canada In: Working Papers.
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paper0
2008Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper8
2008Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper0
2014Asymmetric volatility spillovers between UK regional worker flows and vacancies In: Discussion Papers in Economics.
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paper0
2017Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies.(2017) In: Applied Economics.
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This paper has nother version. Agregated cites: 0
article
2021Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis In: Oxford Economic Papers.
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article1
2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
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paper2
2023A test to select between spatial weighting matrices In: Journal of Spatial Econometrics.
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article0
2014TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics.
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article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team