yongcheol shin : Citation Profile


Are you yongcheol shin?

University of York

33

H index

46

i10 index

25003

Citations

RESEARCH PRODUCTION:

54

Articles

76

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 806
   Journals where yongcheol shin has often published
   Relations with other researchers
   Recent citing documents: 1466.    Total self citations: 67 (0.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh557
   Updated: 2024-04-18    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Cho, Jin Seo (5)

Serlenga, Laura (4)

Kapetanios, George (4)

Choi, In (3)

Greenwood-Nimmo, Matthew (3)

Pesaran, Mohammad (3)

Zheng, Chaowen (3)

Lin, Rui (2)

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

Is cited by:

Shahbaz, Muhammad (474)

Pesaran, Mohammad (292)

Bahmani-Oskooee, Mohsen (268)

GUPTA, RANGAN (169)

Odhiambo, Nicholas (146)

Chang, Tsangyao (144)

Asongu, Simplice (143)

Mohaddes, Kamiar (121)

Tiwari, Aviral (115)

Rault, Christophe (112)

Masih, Abul (110)

Cites to:

Pesaran, Mohammad (186)

Kapetanios, George (53)

Hansen, Bruce (43)

Phillips, Peter (38)

Bai, Jushan (37)

Diebold, Francis (35)

Yilmaz, Kamil (34)

Chudik, Alexander (27)

Schmidt, Peter (26)

Smith, L. Vanessa (24)

Dees, Stephane (23)

Main data


Where yongcheol shin has published?


Journals with more than one article published# docs
Journal of Econometrics12
Economics Letters6
Journal of Applied Econometrics2
Econometrics Journal2
Empirical Economics2
Econometric Reviews2
Journal of Applied Econometrics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh19
SERIES / Dipartimento di Economia e Finanza - Universit degli Studi di Bari "Aldo Moro"4
Working papers / Yonsei University, Yonsei Economics Research Institute4
Working Papers / Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)3
Royal Economic Society Annual Conference 2002 / Royal Economic Society2
CESifo Working Paper Series / CESifo2
IMK Working Paper / IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute2

Recent works citing yongcheol shin (2024 and 2023)


YearTitle of citing document
2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2023Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30.

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2023The Symmetric and Asymmetric Effect of Remittances on Financial Development: Evidence from South Africa. (2023). Naidoo, Yourishaa ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-02-2023.

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2023Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2023). Asongu, Simplice ; Okwoche, Princewill U ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/053.

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2023The potential of macroeconomic forces and ICT in affecting the sectorial growth: ARDL approach in the context of East Asian countries. (2023). Dirir, Sadik Aden. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:91-114.

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2023Does foreign direct investment contribute to reducing unemployment in Algeria?. (2023). Daoudi, Mohammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:211-230.

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2023The nexus of foreign trade and economic growth in Tanzania. Examining the influence of COVID-19 pandemic. Evidence from vector error correction model. (2023). Mesiet, William. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:273-296.

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2023Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408.

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2023Determinants of Bank Credit Supply to the Private Sector in Tanzania. (2023). Semu, Amanda M. In: African Journal of Economic Review. RePEc:ags:afjecr:333993.

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2023Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664.

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2023Food and agricultural sector in Indonesia’s economic growth during COVID-19 pandemic: an ARDL approach. (2023). Tampubolon, Jongkers. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337442.

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2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2023Price Transmission Subject to Security‐based Trade Barriers in the Context of the Israeli‐Palestinian Conflict. (2012). Rubin, Ofir ; Ihle, Rico. In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil. RePEc:ags:iaae12:125392.

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2023Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861.

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2023Dynamics of Stabilization Policies and Investment Effects on Agricultural Output in Nigeria (1981-2019). (2023). Tuaneh, Godwin Lebari ; Okuduwor, Adibie ; Obe-Nwaka, Mba Oloi ; Okidim, Iboh Andrew. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334708.

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2023The Impact of urbanization on banking development: Evidence from the West African Economic and Monetary Union (WAEMU). (2023). Stephane, Koffi Yao ; Ying, Haihua ; Dechun, Huang ; Arnaud, Anobua Acha. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:1-13.

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2023The Impact of Trade Openness on Economic Growth in Landlocked Developing Countries. (2023). Yan, Wenshou ; Cao, Liang ; Khurelchuluun, Bolor. In: International Journal of Science and Business. RePEc:aif:journl:v:28:y:2023:i:1:p:84-97.

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2023Impact of External Public Debt on Economic Growth: A Case Study of Bangladesh. (2023). Uddin, Mohammed Main ; Hossain, Faruk ; Karim, Md Rezaul ; Nath, Subrata Deb. In: Indian Journal of Commerce and Management Studies. RePEc:aii:ijcmss:v:14:y:2023:i:3:p:01-08.

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2023The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico. (2023). Albuquerque, Pedro ; Rodriguez, Antonio ; Verma, Rahul ; Rivas, Andres. In: AMSE Working Papers. RePEc:aim:wpaimx:2312.

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2023Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76.

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2023Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:127-145.

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2023Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:144-162.

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2023Nexus Between Foreign Direct Investment and Employment in Manufacturing and Services Sectors in Tunisia: An ARDL Approach. (2023). ben Amor, Mouldi. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:1-20.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2023Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2023Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?. (2023). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2302.08897.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

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2023The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations. (2023). Huq, Md Fazlul ; Salma, Ummya. In: Papers. RePEc:arx:papers:2310.08415.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Asymmetric Effects of the COVID-19 Outbreak on Economic Policy Uncertainty. (2023). Lusta, Abdulmula ; Aimer, Nagmi. In: Asian Economics Letters. RePEc:ayb:jrnael:91.

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2023A Fractional ARIMA (ARFIMA) Model in the Analysis of Historical Crude Oil Prices. (2023). Infante, Juan ; Monge, Manuel. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:75.

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2023Foreign Direct Investment in the Quest for Poverty Reduction in Nigeria. (2023). Uko, Aham Kelvin ; Nkoro, Emeka. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:109-125.

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2023Wealth Inequality Determinants in the EU Members from the CEE Region, 1995-2021. (2023). Mancheva, Ivanina ; Stefanova, Kristina ; Peshev, Petar. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:6:p:19-40.

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2023Macroeconomic Stability and Economic Growth: An Empirical Estimation for North Macedonia. (2023). Simeonovski, Kiril ; Lazarov, Darko. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:78-94.

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2023Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:23-4.

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More than 100 citations found, this list is not complete...

Works by yongcheol shin:


YearTitleTypeCited
2021Dynamic Network Quantile Regression Model In: Papers.
[Full Text][Citation analysis]
paper0
2011TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach In: SERIES.
[Full Text][Citation analysis]
paper1
2012Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach.(2012) In: Review of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2012Globalisation and Technological Convergence in the EU In: SERIES.
[Full Text][Citation analysis]
paper20
2013Globalisation and technological convergence in the EU.(2013) In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
article
2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels In: SERIES.
[Full Text][Citation analysis]
paper1
2019Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure In: SERIES.
[Full Text][Citation analysis]
paper7
2021Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7
article
1996Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks In: Archive Working Papers.
[Citation analysis]
paper2
2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article66
2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66
paper
2018Noise Momentum Around the World In: Abacus.
[Full Text][Citation analysis]
article2
2023Recent developments of the autoregressive distributed lag modelling framework In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article9
2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework.(2021) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2016Forecasting distributions of inflation rates: the functional auto-regressive approach In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article3
1997A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article19
2012Trade, Technology and the Labour Market: The Case of South Africa-super- In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
2014Mapping Koreas International Linkages using Generalised Connectedness Measures In: Working Papers.
[Full Text][Citation analysis]
paper3
2008Optimal Test for Markov Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article7
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper63
2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
paper
2023Reflections on Testing for Unit Roots in Heterogeneous Panels In: Cambridge Working Papers in Economics.
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paper0
2023Reflections on “Testing for Unit Roots in Heterogeneous Panels”.(2023) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1993Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper301
1996Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 301
article
1995Long-Run Structural Modelling. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper164
1999Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 164
paper
2002LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164
article
1995An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper332
1995Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper6579
2003Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6579
article
1996Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics.
[Citation analysis]
paper256
1997Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics.
[Citation analysis]
paper455
1999Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 455
paper
1997Structural analysis of vector error correction models with exogenous I(1) variables (first version).(1997) In: Edinburgh School of Economics Discussion Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 455
paper
2000Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 455
article
1997Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics.
[Citation analysis]
paper2814
1998Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters.
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This paper has nother version. Agregated cites: 2814
article
1997Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics.
[Citation analysis]
paper87
1998A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics.
[Citation analysis]
paper145
2003A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal.
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This paper has nother version. Agregated cites: 145
article
2001A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 145
paper
1998A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics.
[Citation analysis]
paper22
1998A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
1999Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper104
1999Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104
paper
2014Dynamic Panels with Threshold Effect and Endogeneity In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
paper156
2016Dynamic panels with threshold effect and endogeneity.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156
article
2023Regional Productivity Network in the EU In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration In: Econometric Theory.
[Full Text][Citation analysis]
article295
2006TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article107
2002A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models In: Royal Economic Society Annual Conference 2002.
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paper2
2002A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models.(2002) In: Edinburgh School of Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2004Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors In: Econometric Society 2004 Far Eastern Meetings.
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