Citation profile for Rutger-Jan Lange

Rutger-Jan Lange : Citation Profile

Erasmus Universiteit Rotterdam

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 12
   Journals where Rutger-Jan Lange has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (5.43 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla919
   Updated: 2024-01-16    RAS profile: 2022-11-25
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rutger-Jan Lange.

Is cited by:

Blazsek, Szabolcs (10)

Harvey, Andrew (7)

Ayala, Astrid (5)

Neuenkirch, Matthias (3)

Fuertes, Ana-Maria (3)

Murray, Cameron (3)

Escribano, Alvaro (3)

Garcia-Hiernaux, Alfredo (2)

Lucas, Andre (2)

Manguzvane, Mathias (2)

Makieła, Kamil (2)

Cites to:

Lucas, Andre (30)

Koopman, Siem Jan (29)

Creal, Drew (17)

Harvey, Andrew (11)

Engle, Robert (9)

Startz, Richard (7)

Laurent, Sébastien (7)

Nelson, Charles (7)

Blasques, Francisco (7)

Gyourko, Joseph (7)

Davis, Morris (7)

Main data

Where Rutger-Jan Lange has published?

Working Papers Series with more than one paper published	# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute	8

Recent works citing Rutger-Jan Lange (2024 and 2023)

Year	Title of citing document
2023	Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1. Full description at Econpapers \|\| Download paper
2023	Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers \|\| Download paper
2023	Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300. Full description at Econpapers \|\| Download paper
2023	Dynamic Tobit models. (2023). Liao, Yin ; Harvey, Andew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:72-83. Full description at Econpapers \|\| Download paper
2023	Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144. Full description at Econpapers \|\| Download paper
2023	Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	The two-component Beta-t-QVAR-M-lev: a new forecasting model. (2023). Blazsek, Szabolcs ; Cardia, Michel Ferreira ; Sheng, Hsia Hua ; Fuerst, Franz ; Arestis, Philip. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00431-4. Full description at Econpapers \|\| Download paper
2023	Forecasting unemployment with Google Trends: age, gender and digital divide. (2023). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02347-w. Full description at Econpapers \|\| Download paper
2023	Information-Theoretic Time-Varying Density Modeling. (2023). van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230037. Full description at Econpapers \|\| Download paper

Works by Rutger-Jan Lange:

Year	Title	Type	Cited
2018	Modeling the Interactions between Volatility and Returns using EGARCH?M In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	12
2015	Volatility Modeling with a Generalized t-distribution In: Cambridge Working Papers in Economics. [Full Text][Citation analysis]	paper	36
2015	Modeling the Interactions between Volatility and Returns In: Cambridge Working Papers in Economics. [Full Text][Citation analysis]	paper	3
2018	The option value of vacant land and the optimal timing of city extensions In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	4
2018	The option value of vacant land and the optimal timing of city extensions.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2020	Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis]	article	7
2020	Can Google search data help predict macroeconomic series? In: International Journal of Forecasting. [Full Text][Citation analysis]	article	18
0000	Can Google Search Data Help Predict Macroeconomic Series?.(0000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18	paper
2018	Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement In: Working Papers. [Full Text][Citation analysis]	paper	0
2016	When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence In: Operations Research. [Full Text][Citation analysis]	article	2
2016	Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	4
2021	Bellman filtering for state-space models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0
2022	Interactions of time and technology as critical determinants of optimal climate change policy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	1
2021	The option value of vacant land: Dont build when demand for housing is booming In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0
2022	Robust Observation-Driven Models Using Proximal-Parameter Updates Abstract We propose an observation-driven modelling framework that permits time variation in the model’s parameters using a proximal-p In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0
2022	Dynamic Partial Correlation Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0