Roy van der Weide : Citation Profile

Are you Roy van der Weide?

World Bank Group

13

H index

14

i10 index

678

Citations

RESEARCH PRODUCTION:

11

Articles

34

Papers

1

Books

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 32
   Journals where Roy van der Weide has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 12 (1.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva22
   Updated: 2024-12-03    RAS profile: 2022-10-06    
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Relations with other researchers

Works with:

Narayan, Ambar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roy van der Weide.

Is cited by:

Hommes, Cars (36)

Dang, Hai-Anh (21)

Lütkepohl, Helmut (16)

Neidhöfer, Guido (15)

Laurent, Sébastien (13)

Hafner, Christian (12)

Nguyen, Cuong (12)

Lanjouw, Peter (12)

Lustig, Nora (11)

Francq, Christian (11)

Westerhoff, Frank (10)

Cites to:

Chetty, Raj (24)

Piketty, Thomas (23)

Lanjouw, Peter (22)

Saez, Emmanuel (21)

Ferreira, Francisco (17)

Elbers, Chris (14)

Özler, Berk (14)

Kline, Patrick (13)

Autor, David (10)

Dorn, David (10)

Hanson, Gordon (10)

Main data

Where Roy van der Weide has published?

Journals with more than one article published# docs
The World Bank Economic Review3

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank17
Tinbergen Institute Discussion Papers / Tinbergen Institute4
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance3
MPRA Paper / University Library of Munich, Germany3
WIDER Working Paper Series / World Institute for Development Economic Research (UNU-WIDER)2

Recent works citing Roy van der Weide (2024 and 2023)

YearTitle of citing document
2023Ingreso Estructural Por Área Geográfica: una aplicación para Argentina. (2023). Montes-Rojas, Gabriel ; Gluzmann, Pablo ; Tobias, Yatche ; Ivan, Sznaider ; Alfredo, Gluzmann Pablo ; Leonardo, Gasparini ; Nicolas, Abbate. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4622.

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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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2023A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484.

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2023Matrix GARCH Model: Inference and Application. (2023). Zhu, KE ; Jiang, Feiyu ; Li, Dong ; Yu, Cheng. In: Papers. RePEc:arx:papers:2306.05169.

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2023.

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2024To impute or not to impute, and how? A review of poverty?estimation methods in the absence of consumption data. (2021). Dang, Hai-Anh. In: Development Policy Review. RePEc:bla:devpol:v:39:y:2021:i:6:p:1008-1030.

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2023Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042.

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2023Educational reproduction in Sweden: A replication of Skopek and Leopold 2020 using Swedish data. (2023). Wittemann, Vanessa. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:25.

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2023Technological Change, Growth and Income Inequality. (2023). Dina, Mahmoudi ; Wahiba, Nasfi Fkili. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-14.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2023Rethinking the Lebanese economic miracle: The extreme concentration of income and wealth in Lebanon, 2005–2014. (2023). Assouad, Lydia. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001456.

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2023Measuring consumption over the phone: Evidence from a survey experiment in urban Ethiopia. (2023). Hirvonen, Kalle ; Wolle, Abdulazize ; de Brauw, Alan ; Abate, Gashaw T. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001687.

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2024Multidimensional poverty and growth: Evidence from India 1998–2021. (2024). Liao, Tingxuan ; Bao, Yanxi. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300398x.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Dynamic conditional eigenvalue GARCH. (2023). Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Hetland, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002141.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Impacts of income poverty and high housing costs on fuel poverty in Egypt: An empirical modeling approach. (2023). Fateh, BELAID ; Flambard, Veronique ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:175:y:2023:i:c:s0301421523000356.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing. (2023). Stentoft, Lars ; Rastegari, Javad ; Escobar-Anel, Marcos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001382.

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2023Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065.

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2023Does inclusion of GARCH variance in deep learning models improve financial contagion prediction?. (2023). Mangalagiri, Jayasree ; Rayadurgam, Vikram Chandramouli. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000818.

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2023Unveiling the diversification capabilities of carbon markets in NFT portfolios. (2023). Esparcia, Carlos ; Diaz, Antonio ; Huelamo, Diego. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010048.

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2023Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289.

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2023Absolute intragenerational income mobility in Iran. (2023). Heydari, Mohammad Sadra ; Amanzadeh, Naser. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:38-50.

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2023Small things, big impact: The network-mediated spillover effect through a transport connectivity enhancement project. (2023). Liao, Wen-Chi ; Jing, Kecen. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:101:y:2023:i:c:s0166046223000327.

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2024The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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2024An attempt to correct the underestimation of inequality measures in cross-survey imputation through generalized additive models for location, scale and shape. (2024). Molini, Vasco ; Betti, Gianni ; Mori, Lorenzo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002963.

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2024Income inequality convergence among EU regions. (2024). Savoia, Francesco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000028.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2024The three eras of global inequality, 1820–2020 with the focus on the past thirty years. (2024). Milanovic, Branko. In: World Development. RePEc:eee:wdevel:v:177:y:2024:i:c:s0305750x23003340.

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2023.

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2023Financial inclusion, growth and poverty: Evidence from Africa in COVID-19 era. (2023). Asaloko, Prince Piva ; Nguena, Christian-Lambert Lambert. In: Post-Print. RePEc:hal:journl:hal-04150097.

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2023RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833.

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2023Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104..

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2023Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions. (2023). Zahid, Nida ; Mazhar, Abdul Rafae ; Hameed, Raja Mazhar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:257-267.

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2023Revolution, Change, and Democratic Transition in Egypt Since 2011: A Critical Political Economy Approach. (2023). Koussa, Ziad. In: Contemporary Review of the Middle East. RePEc:sae:crmide:v:10:y:2023:i:2:p:165-187.

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2023Socioeconomic effects and the role of public spending decomposition on income mobility: a moderated regression model. (2023). Berrittella, Maria. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00098-1.

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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2023Why does equivalization matter? An application to the monetary poverty in the sustainable development goals framework. (2023). Galiano, Antonio Salcedo ; Llanes, Gregorio Izquierdo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01477-8.

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2023Education Expansion, Income Inequality and Structural Transformation: Evidence From OECD Countries. (2023). Lalley, Christopher ; Makhlouf, Yousef. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03161-2.

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2023Multidimensional Poverty: CMPI Development, Spatial Analysis and Clustering. (2023). Sethi, Narayan ; Chakraverty, Snehashish ; Kumar, Sandeep. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03181-y.

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2023Inequality of opportunity and intergenerational persistence in Latin America. (2023). Ferreira, Francisco ; Neidhofer, Guido ; Brunori, Paolo. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2023-39.

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2024Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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Works by Roy van der Weide:

YearTitleTypeCited
2008A Note on Different Approaches to Index Number Theory In: American Economic Review.
[Full Text][Citation analysis]		article14
2006Wake me up before you GO-GARCH In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper18
2004Wake me up before you GO-GARCH.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2006Wake me up before you GO-GARCH.(2006) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2006E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper28
2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2012Volatility: Expectations and Realizations In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2010Poverty and Inequality Maps in Rural Vietnam: An Application of Small Area Estimation In: Asian Economic Journal.
[Citation analysis]		article20
2018Is Inequality Underestimated in Egypt? Evidence from House Prices In: Review of Income and Wealth.
[Full Text][Citation analysis]		article30
2016Is inequality underestimated in Egypt ? evidence from house prices.(2016) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2005Herding, a-synchronous updating and heterogeneity in memory in a CBS In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article92
2003Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2011Method of moments estimation of GO-GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2014Importing High Food Prices by Exporting: Rice Prices in Lao PDR In: Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2014Importing high food prices by exporting : rice prices in Lao PDR.(2014) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2002GO-GARCH: a multivariate generalized orthogonal GARCH model In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article206
2022Measuring intragenerational mobility using aggregate data In: Journal of Economic Growth.
[Full Text][Citation analysis]		article2
2016Estimating Quarterly Poverty Rates Using Labor Force Surveys: A Primer In: The World Bank Economic Review.
[Full Text][Citation analysis]		article39
2013Estimating quarterly poverty rates using labor force surveys : a primer.(2013) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2018Inequality is Bad for Growth of the Poor (but Not for That of the Rich) In: The World Bank Economic Review.
[Full Text][Citation analysis]		article39
2014Inequality is bad for growth of the poor (but not for that of the rich).(2014) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2020Is Predicted Data a Viable Alternative to Real Data? In: The World Bank Economic Review.
[Full Text][Citation analysis]		article4
2016Is predicted data a viable alternative to real data ?.(2016) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2007Construction of poverty map for the HCM city in Vietnam using the 2004 VHLSS and the 2004 HCM Mid-Census In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2007Updating Poverty Maps of Vietnam using Vietnam Household Living Standard Survey 2002 and Population Census 1999 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Rural Poverty and Inequality Maps in Vietnam: Estimation using Vietnam Household Living Standard Survey 2006 and Rural Agriculture and Fishery Census 2006 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2001Asset pricing with a continuum of belief types In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2003The Evolution of Expectations Towards Expiration In: Computing in Economics and Finance 2003.
[Citation analysis]		paper0
2003Continuous Beliefs Dynamics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper5
2003Heterogeneity as a Natural Source of Randomness In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper18
2018Intergenerational mobility, human capital accumulation, and growth in India In: WIDER Working Paper Series.
[Full Text][Citation analysis]		paper0
2019China and the United States: Different economic models but similarly low levels of socioeconomic mobility In: WIDER Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Fair Progress? In: World Bank Publications - Books.
[Full Text][Citation analysis]		book58
2022Inferring COVID-19 Vaccine Attitudes from Twitter Data : An Application to the ArabicSpeaking World In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2022How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Poverty and inequality maps for rural Vietnam: an application of small area estimation In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper19
2013Cost-effective estimation of the population mean using prediction estimators In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper4
2014Estimation of normal mixtures in a nested error model with an application to small area estimation of poverty and inequality In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper13
2014GLS estimation and empirical bayes prediction for linear mixed models with Heteroskedasticity and sampling weights : a background study for the POVMAP project In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper7
2016Unequal opportunity, unequal growth In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper8
2017Approximating income distribution dynamics using aggregate data In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Obstacles on the road to Palestinian economic growth In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper2
2021Intergenerational Mobility around the World In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper7
2021Does Race and Gender Inequality Impact Income Growth ? In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Poverty in India Has Declined over the Last Decade But Not As Much As Previously Thought In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper5
2019Economic mobility across generations: Old versus new EU member states In: Briefing Papers.
[Full Text][Citation analysis]		paper0

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