Georges Prat : Citation Profile


Are you Georges Prat?

Université Paris-Nanterre (Paris X)

7

H index

5

i10 index

151

Citations

RESEARCH PRODUCTION:

21

Articles

71

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   39 years (1982 - 2021). See details.
   Cites by year: 3
   Journals where Georges Prat has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 23 (13.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr165
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Uctum, Remzi (4)

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

Is cited by:

JAWADI, Fredj (32)

Reitz, Stefan (8)

Uctum, Remzi (7)

Pierdzioch, Christian (5)

MacDonald, Ronald (4)

Dreger, Christian (4)

Sousa, Ricardo (4)

Czudaj, Robert (4)

Ftiti, Zied (4)

Larribeau, Sophie (3)

Benassy-Quere, Agnès (3)

Cites to:

Uctum, Remzi (29)

MacDonald, Ronald (27)

Campbell, John (17)

Summers, Lawrence (16)

Pearce, Douglas (13)

Verschoor, Willem (12)

Obstfeld, Maurice (11)

Taylor, Mark (11)

Froot, Kenneth (10)

Rogoff, Kenneth (10)

Shiller, Robert (10)

Main data


Where Georges Prat has published?


Journals with more than one article published# docs
Revue conomique3
conomie et Prvision3
Recherches conomiques de Louvain2
Applied Economics2
Revue d'conomie politique2

Working Papers Series with more than one paper published# docs
Post-Print / HAL40
EconomiX Working Papers / University of Paris Nanterre, EconomiX20
Working Papers / Department of Research, Ipag Business School4
Working Papers / Association Franaise de Cliomtrie (AFC)2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2

Recent works citing Georges Prat (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642.

Full description at Econpapers || Download paper

Georges Prat has edited the books:


YearTitleTypeCited

Works by Georges Prat:


YearTitleTypeCited
2011Cliométrie du chômage et des salaires en France, 1950-2008 In: Working Papers.
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2011Cliométrie du chômage et des salaires en France, 1950-2008.(2011) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 0
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2012Equity risk premium and time horizon: what do the U.S. secular data say? In: Working Papers.
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2010Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?.(2010) In: EconomiX Working Papers.
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2013Equity risk premium and time horizon: What do the U.S. secular data say?.(2013) In: Economic Modelling.
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2007Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* In: Review of International Economics.
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2007Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data.(2007) In: Post-Print.
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2007Les comportements boursiers sont-ils eulériens ? In: Revue économique.
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2007Les comportements boursiers sont-ils eulériens?.(2007) In: Post-Print.
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2010Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts In: Recherches économiques de Louvain.
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2010Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts.(2010) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2006Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts.(2006) In: EconomiX Working Papers.
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2007Anticipations, prime de risque et structure par terme des taux dintérêt: une analyse des comportements dexperts.(2007) In: Post-Print.
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2012Fisher, Macaulay et Allais face au “paradoxe de Gibson” In: Recherches économiques de Louvain.
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2009Fisher, Macaulay et Allais face au Paradoxe de Gibson.(2009) In: EconomiX Working Papers.
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2001Une analyse des primes de risque ex-ante des actions suivant lhorizon de placement In: Revue d'économie politique.
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article3
2016Rueff, Allais, et le chômage d’équilibre In: Revue d'économie politique.
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2015Rueff, Allais, et le chômage d’équilibre.(2015) In: EconomiX Working Papers.
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2016Rueff, Allais et le chômage déquilibre.(2016) In: Post-Print.
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2016Cliométrie du chômage et des salaires en France In: Revue française d'économie.
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2016Cliométrie du chômage et des salaires en France.(2016) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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1999Temps psychologique, oubli et intérêt chez Maurice Allais In: Discussion Papers (REL - Recherches Economiques de Louvain).
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1999Temps psychologique, oubli et intérêt chez Maurice Allais.(1999) In: Post-Print.
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2008The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data In: EconomiX Working Papers.
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2007The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data.(2007) In: Post-Print.
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2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
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2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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2009The dynamics of U.S. equity risk premia: lessons from professionalsview In: EconomiX Working Papers.
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2009Modelling oil price expectations: evidence from survey data In: EconomiX Working Papers.
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2011Modelling oil price expectations: Evidence from survey data.(2011) In: The Quarterly Review of Economics and Finance.
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This paper has nother version. Agregated cites: 15
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2012Modeling the horizon-dependent risk premium in the forex market: evidence from survey data In: EconomiX Working Papers.
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2013Cliométrie du modèle WS-PS en France In: EconomiX Working Papers.
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: EconomiX Working Papers.
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics.
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Erudite Working Paper.
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2014) In: Post-Print.
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This paper has nother version. Agregated cites: 6
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2014) In: Post-Print.
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This paper has nother version. Agregated cites: 6
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 6
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Working Papers.
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics.
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2014Rueff et lanalyse du chômage : Quels héritages? In: EconomiX Working Papers.
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2013Rueff et lanalyse du chômage: Quels heritages?.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data In: EconomiX Working Papers.
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 17
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
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2016Do markets learn to rationally expect US interest rates? evidence from survey data In: EconomiX Working Papers.
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2016Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print.
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2017Do markets learn to rationally expect US interest rates? Evidence from survey data.(2017) In: Post-Print.
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2016Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print.
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2018Understanding the long run dynamics of French unemployment and wages In: EconomiX Working Papers.
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2018Term structure of interest rates: modelling the risk premium using a two horizons framework In: EconomiX Working Papers.
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2021Term structure of interest rates: Modelling the risk premium using a two horizons framework.(2021) In: Journal of Economic Behavior & Organization.
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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print.
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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print.
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2021Term structure of interest rates: modelling the risk premium using a two horizons framework.(2021) In: Post-Print.
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2019Equity Risk Premium and Time Horizon: what do the French secular data say ? In: EconomiX Working Papers.
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2021Modeling ex-ante risk premia in the oil market In: EconomiX Working Papers.
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2021Modeling ex-ante risk premia in the oil market.(2021) In: Post-Print.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data In: Journal of International Financial Markets, Institutions and Money.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 3
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2012Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 3
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2000Price expectations in goods and financial markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2000Price expectations in goods and financial markets.(2000) In: Post-Print.
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2011Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets In: Post-Print.
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2012Arbitrage costs and nonlinear adjustment in the G7 stock markets.(2012) In: Applied Economics.
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2012Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries In: Post-Print.
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2016Convergence of wages and their macroeconomic determinants in the Euro area In: Post-Print.
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2016Convergence of wages and their macroeconomic determinants in the Euro area.(2016) In: Post-Print.
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1996Changements dans les processus anticipatifs : quelle approche économétrique ? In: Post-Print.
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1995Analysis of the endogenous changes in the expectational processes : the case of exchange rate expectations In: Post-Print.
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1998Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market In: Post-Print.
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1998How are oil price expectations formed ? Evidence from survey data In: Post-Print.
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2018Do markets learn to rationally expect US interest rates? An anchoring approach In: Post-Print.
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2018Do markets learn to rationally expect US interest rates? An anchoring approach.(2018) In: Applied Economics.
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1986Ex-ante risk premia in the US stock market: analysing experts behaviour at the individual level In: Post-Print.
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1982La bourse et la conjoncture économique In: Post-Print.
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1988Analyse des anticipations dinflation des ménages, Etats-Unis et France In: Post-Print.
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1999Trends of interest rates term structure in US secular data In: Post-Print.
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1995La formation des anticipations et lhypothèse dun agent représentatif : quelques enseignements issus de simulations stochastiques In: Post-Print.
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1996Le modèle dévaluation des actions confronté aux anticipations des agents informés In: Post-Print.
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1996Le modèle dévaluation des actions confronté aux anticipations des agents informés..(1996) In: Revue Économique.
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1997A propos de la rationalité des anticipations boursières : quel niveau dagrégation des opinions ? In: Post-Print.
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2001Une Analyse de la dynamique des primes de risque des actions suivant lhorizon de placement, In: Post-Print.
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2000Modelling stock price expectations: lessons from microdata In: Post-Print.
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1996Hazard, determinism and economic fluctuations in Allais thought In: Post-Print.
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2006Economically rational expectations theory: evidence from the WTI oil price survey data In: Post-Print.
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2013Cliométrie du modèle WS In: Working Papers.
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1994La formation des anticipations boursières In: Économie et Prévision.
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1996Présentation générale In: Économie et Prévision.
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1996Formation des anticipations de change : lhypothèse dun processus mixte In: Économie et Prévision.
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1988Note à propos de linfluence de lincertitude sur la demande de monnaie In: Revue Économique.
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1992Anticipations, prime de terme et maturité du titre long : que nous enseignent les données séculaires sur la structure des taux dintérêt ? États-Unis de 1873 à 1975 In: Revue Économique.
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