Dennis W. Jansen : Citation Profile


Are you Dennis W. Jansen?

Texas A&M University

17

H index

18

i10 index

1162

Citations

RESEARCH PRODUCTION:

52

Articles

15

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   36 years (1984 - 2020). See details.
   Cites by year: 32
   Journals where Dennis W. Jansen has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 15 (1.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja184
   Updated: 2024-01-16    RAS profile: 2020-11-26    
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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 Dennis W. Jansen.

Is cited by:

de Vries, Casper (29)

Zhou, Chen (17)

GUPTA, RANGAN (15)

Miller, Stephen (12)

Bahmani-Oskooee, Mohsen (11)

Fountas, Stilianos (10)

Zimmer, Ron (10)

Darné, Olivier (9)

Balcilar, Mehmet (9)

Danielsson, Jon (9)

Hanushek, Eric (8)

Cites to:

Watson, Mark (13)

Bernanke, Ben (12)

Galí, Jordi (11)

Stock, James (10)

Gertler, Mark (9)

Hanushek, Eric (7)

Yinger, John (7)

Engle, Robert (7)

Calvo, Guillermo (7)

Kuttner, Kenneth (7)

Boivin, Jean (6)

Main data


Where Dennis W. Jansen has published?


Journals with more than one article published# docs
Journal of Macroeconomics6
Journal of Money, Credit and Banking5
Economic Inquiry4
Review3
Studies in Nonlinear Dynamics & Econometrics2
Journal of Econometrics2
Southern Economic Journal2
The Review of Economics and Statistics2
Journal of Empirical Finance2
Economics Letters2
International Journal of Forecasting2
Economic Inquiry2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis3
Working Papers / The George Washington University, Institute for International Economic Policy3
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Dennis W. Jansen (2024 and 2023)


YearTitle of citing document
2023Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696.

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2023PELVE: Probability Equivalent Level of VaR and ES. (2023). Wang, Ruodu ; Li, Hengxin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:353-370.

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2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

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2023The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023Real stock market returns and inflation: Evidence from uncertainty hypotheses. (2023). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007826.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

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2023A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks. (2002). Maillet, Bertrand ; Michel, Thierry . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp417.

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2023Is Price Commitment a Better Solution to Control Carbon Emissions and Promote Technology Investment?. (2023). Chen, Ying-Ju ; Fan, Xiaoshuai. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:325-341.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023The role of poverty measurements in achieving educational equity through school finance reform. (2023). Razzolini, Laura ; Hayes, Kathy ; Grosskopf, Shawna ; Taylor, Lori. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:2:d:10.1007_s11123-022-00657-w.

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2023Does scientific research output matter for Portugal’s economic growth?. (2023). Teixeira, Aurora ; Pinto, Tnia. In: GEE Papers. RePEc:mde:wpaper:0174.

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2023Who Benefits from Domestic Market Integration?. (2023). Chen, Zeyu ; Jin, Shan ; Fan, Xin. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:24:y:2023:i:6:d:10.1007_s10902-023-00672-0.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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Dennis W. Jansen has edited the books:


YearTitleTypeCited

Works by Dennis W. Jansen:


YearTitleTypeCited
1992Relative Uncertainty of Price and Output in Farm and Nonfarm Sectors In: Journal of Rural Development/Nongchon-Gyeongje.
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article0
1999A K% MONEY GROWTH LEADERSHIP RULE IN AN INTERNATIONAL MONETARY POLICY GAME In: Contemporary Economic Policy.
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article2
2007SUSTAINABILITY OF THE FRIEDMAN RULE IN AN INTERNATIONAL MONETARY POLICY GAME In: Economic Inquiry.
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article0
2007EDITOR’S REPORT In: Economic Inquiry.
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article0
2018Nonlinear evidence on the existence of jobless recoveries In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2000Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe In: Studies in Nonlinear Dynamics & Econometrics.
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article7
2005The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel In: Annals of Economics and Finance.
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article5
2015HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES? In: Macroeconomic Dynamics.
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article5
2013How Well Does Core Inflation Capture Permanent Price Changes?.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2013How Well Does Core Inflation Capture Permanent Price Changes?.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
1990Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again. In: Economic Journal.
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article0
1989Intertemporal substitution and the role of monetary policy: policy irrelevance once again.(1989) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
1984Comment choosing a monetary instrument the case of supply-side shocks In: Journal of Economic Dynamics and Control.
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article0
2012The relative efficiency of charter schools: A cost frontier approach In: Economics of Education Review.
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article24
2017The time varying effect of monetary policy on stock returns In: Economics Letters.
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article6
1987The relation between money growth variability and the variability of money about target In: Economics Letters.
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article1
2008Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics.
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article27
1987The geographic distribution of unemployment rates in the U.S. : A spatial-time series analysis In: Journal of Econometrics.
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article17
2010Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets In: Journal of Empirical Finance.
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article55
2000Portfolio selection with limited downside risk In: Journal of Empirical Finance.
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article40
2004Forecasting with a nonlinear dynamic model of stock returns and industrial production In: International Journal of Forecasting.
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article46
2007Macroeconomic forecasting using structural factor analysis In: International Journal of Forecasting.
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article2
1988Federal Reserve Policy, 1975-1985: An empirical analysis In: Journal of Macroeconomics.
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article1
1988Price rules, wage indexing, and optimal monetary policy In: Journal of Macroeconomics.
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article1
1991Ranking federal reserve system research departments by publications in professional journals In: Journal of Macroeconomics.
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article6
1993Differential information and optimal feedback policy in new classical macroeconomic models In: Journal of Macroeconomics.
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1996An evaluation of federal reserve forecasting In: Journal of Macroeconomics.
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article17
1999An Evaluation of Federal Reserve Forecasting: Reply In: Journal of Macroeconomics.
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article4
2008The effect of charter schools on traditional public school students in Texas: Are children who stay behind left behind? In: Journal of Urban Economics.
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article48
2007The impact of charter school attendance on student performance In: Journal of Public Economics.
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article50
2006Introduction: What is the New Economy? In: Chapters.
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chapter0
2006Should we Teach an Old Economy Dog New Economy Tricks? The Role of a Postal Service in the New Economy In: Chapters.
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chapter0
1989Factor-adjustment costs at the industry level In: Working Papers (Old Series).
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paper0
1989Does inflation uncertainty affect output growth? Further evidence In: Review.
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article27
1989Understanding nominal GNP targeting In: Review.
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article2
1991A primer on cointegration with an application to money and income In: Review.
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article183
1988The optimality of nominal income targeting when wages are indexed to price In: Working Papers.
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paper3
1988On the frequency of large stock returns: putting booms and busts into perspective In: Working Papers.
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paper264
1991On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective..(1991) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 264
article
1990THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS. In: Erasmus University of Rotterdam - Institute for Economic Research.
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paper115
1991The Demand for Money in the United States: Evidence from Cointegration Tests..(1991) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 115
article
1991Repeated games with Stochastic Discounting. In: Pennsylvania State - Department of Economics.
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paper0
1990AGGREGATION AND THE RANDON OBJECTIVE JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS. In: Tilburg - Center for Economic Research.
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paper0
1990Aggregation and the Random Objective Justification for Disturbances in Complete Demand Systems.(1990) In: Discussion Paper.
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This paper has nother version. Agregated cites: 0
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1990Aggregation and the Random Objective Justification for Disturbances in Complete Demand Systems.(1990) In: Other publications TiSEM.
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2009How Well Does Core CPI Capture Permanent Price Changes? In: Working Papers.
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paper2
2009How Well Does Core CPI Capture Permanent Price Changes?.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 2
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1985Real Balances in an Ad Hoc Keynesian Model and Policy Ineffectiveness: A Note. In: Journal of Money, Credit and Banking.
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article2
1986Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis. In: Journal of Money, Credit and Banking.
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article5
1988Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment. In: Journal of Money, Credit and Banking.
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article52
1995Unit Roots and Infrequent Large Shocks: New International Evidence on Output Growth. In: Journal of Money, Credit and Banking.
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article20
2013Understanding the Sum of Perpetuities Method for Valuing Stock Prices In: Journal of Economic Insight.
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article0
2011The Impact of Facilities on the Cost of Education In: National Tax Journal.
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article2
1990Variance of Agricultural Prices, Industrial Prices, and Money In: American Journal of Agricultural Economics.
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article12
1988Informational Implications of Money, Interest Rate, and Price Rules. In: Economic Inquiry.
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article0
1997Nonlinear Business Cycle Dynamics: Cross-country Evidence on the Persistence of Aggregate Shocks. In: Economic Inquiry.
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article32
2005Economic Inquiry Editors Report In: Economic Inquiry.
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2006Economic Inquiry 2005--2006 Editors Report In: Economic Inquiry.
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2005A Threshold Model of Monetary Policy In: Computing in Economics and Finance 2005.
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2005Tax Policies, Vintage Capital, and Entry and Exit of Plants In: Computing in Economics and Finance 2005.
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2011Does a factor Phillips curve help? An evaluation of the predictive power for U.S. inflation In: Empirical Economics.
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article2
2013Introducing a new DEA methodology for environmental inputs In: Applied Economics Letters.
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2005Regime switching in the dynamic relationship between stock returns and inflation In: Applied Financial Economics Letters.
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article17
2007Stock market risk and dollarization in Ecuador In: Applied Financial Economics Letters.
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article1
2013The effects of monetary policy using structural factor analysis In: Applied Economics.
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2001Limited Downside Risk In Portfolio Selection Among U.S. and Pacific Basin Equities In: International Economic Journal.
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1999Modeling Nonlinearity of Business Cycles: Choosing Between the CDR and STAR Models In: The Review of Economics and Statistics.
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article7
2017Are Charters the Best Alternative? A Cost Frontier Analysis of Alternative Education Campuses in Texas In: Southern Economic Journal.
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article2
2020Remittances, Output, and Exchange Rate Regimes: Theory with an Application to Latin America In: Southern Economic Journal.
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