Philip Rothman : Citation Profile


Are you Philip Rothman?

East Carolina University

13

H index

17

i10 index

711

Citations

RESEARCH PRODUCTION:

26

Articles

29

Papers

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 25
   Journals where Philip Rothman has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 14 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro90
   Updated: 2024-01-16    RAS profile: 2021-03-19    
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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 Philip Rothman.

Is cited by:

Gil-Alana, Luis (17)

Zanetti Chini, Emilio (14)

Serletis, Apostolos (13)

Caporale, Guglielmo Maria (13)

Balcilar, Mehmet (13)

Kilian, Lutz (12)

GUPTA, RANGAN (11)

Franses, Philip Hans (10)

Nielsen, Morten (9)

Ubilava, David (9)

van Dijk, Dick (9)

Cites to:

Hamilton, James (21)

Kilian, Lutz (19)

Watson, Mark (13)

Marcellino, Massimiliano (12)

Stock, James (12)

West, Kenneth (12)

McCracken, Michael (9)

Clark, Todd (9)

van Dijk, Dick (8)

barsky, robert (8)

Krolzig, Hans-Martin (8)

Main data


Where Philip Rothman has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics5
Journal of Macroeconomics4
Journal of Money, Credit and Banking3
Journal of Money, Credit and Banking2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
Working Papers / C.V. Starr Center for Applied Economics, New York University4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Philip Rothman (2024 and 2023)


YearTitle of citing document
2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

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2023.

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2023Chaos in long-maturity real rates. (2023). Serletis, Apostolos ; Islam, M M ; He, Mingyu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000642.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Measuring landing independence and interactions using statistical physics. (2023). Zanin, Massimiliano ; Wandelt, Sebastian ; Sun, Xiaoqian ; Olivares, Felipe. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:170:y:2023:i:c:s1366554522003751.

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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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2023A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x.

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2023A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4.

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2023Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis. (2023). Serletis, Apostolos ; Karakasidis, Theodoros E ; Fragkou, Athanasios D ; Andreadis, Ioannis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00419-5.

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2023Non-linear structures, chaos, and bubbles in U.S. regional housing markets. (2023). Bui, Thuy ; Emekter, Riza ; Jirasakuldech, Benjamas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09598-4.

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2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

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2023Measuring SMEs Risk – Evidence from Malaysia. (2023). Harith, Samir ; Bai, Min. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00496-3.

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2023The impact of COVID?19 on unemployment rate: An intelligent based unemployment rate prediction in selected countries of Europe. (2023). Abbas, Syed Zaheer ; Haider, Syed Jawad ; Jiang, Chong Hui ; Khan, Yousaf Ali ; Ahmad, Muneeb. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:528-543.

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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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Works by Philip Rothman:


YearTitleTypeCited
1994Nonlinear Monetary Dynamics: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article6
2010Oil and US GDP: A real-time out-of-sample examination In: Working Paper.
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paper53
2011Oil and US GDP: A Real-Time out-of Sample Examination.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2013Oil and U.S. GDP: A Real-Time Out-of-Sample Examination.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
article
2013Oil and U.S. GDP: A Real?Time Out?of?Sample Examination.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
article
2008Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics.
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article9
1997FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2016Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2016Oil-price density forecasts of US GDP In: Studies in Nonlinear Dynamics & Econometrics.
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article14
1998The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics.
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article11
1997The Current Depth of Recession and Unemployment Rate Forecasts.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
1998FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics.
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article26
1997A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2001MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP In: Macroeconomic Dynamics.
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article29
1988FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers.
[Citation analysis]
paper82
1991Further evidence on the asymmetric behavior of unemployment rates over the business cycle.(1991) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 82
article
1988CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers.
[Citation analysis]
paper11
1992A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers.
[Citation analysis]
paper1
1993Time Irreversibility and Business Cycle Asymmetry In: Working Papers.
[Citation analysis]
paper131
1996Time Irreversibility and Business Cycle Asymmetry..(1996) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 131
article
1994Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters.
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article27
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
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article40
2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 40
paper
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
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article27
2007Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
paper
1995Chaotic dynamics. Theory and applications to economics : Alfredo Medio, (Cambridge University Press, Cambridge 1992) pp. xv + 344, $54.95 In: Journal of Economic Behavior & Organization.
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article2
1996Further evidence on the stabilization of postwar economic fluctuations In: Journal of Macroeconomics.
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article4
1997More Uncertainty about the Unit Root in U.S. Real GNP In: Journal of Macroeconomics.
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article13
1996More Uncertainty About the Unit Root in U.S. Real GNP.(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2006Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics.
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article0
1999A multivariate STAR analysis of the relationship between money and output In: Econometric Institute Research Papers.
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paper18
2000A Multivariate STAR Analysis of the Relationship Between Money and Output.(2000) In: Working Papers.
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This paper has nother version. Agregated cites: 18
paper
1999A Multivariate STAR Analysis of the Relationship Between Money and Output.(1999) In: Working Papers.
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This paper has nother version. Agregated cites: 18
paper
1988THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics.
[Citation analysis]
paper48
1990The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications..(1990) In: International Economic Review.
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This paper has nother version. Agregated cites: 48
article
1992The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics.
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article9
2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
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article11
2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 11
paper
2013Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 11
article
2004An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods In: Economic Inquiry.
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article9
2000An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2000) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2003An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2003) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
1994A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters.
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article7
1998Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics.
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article100
1996Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 100
paper
2000Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry In: Working Papers.
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paper0
1996Is the Size Distribution of Income Stationary? In: Working Papers.
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paper0
1996FORTRAN Programs for Running the TR Test: A Guide and Some Examples In: Working Papers.
[Citation analysis]
paper0
1996Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers.
[Citation analysis]
paper12
1998Independence and Changes in the Size Distribution of Income In: Working Papers.
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paper0
1998Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited In: Working Papers.
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paper0
1998Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test In: Working Papers.
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paper3
1999Time Irreversible Unemployment Rates In: Working Papers.
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paper2
1999Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric In: Working Papers.
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paper2
2005Multivariate STAR Unemployment Rate Forecasts In: Econometrics.
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paper1

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