Tugrul Vehbi : Citation Profile


Are you Tugrul Vehbi?

Bank of England (50% share)
Australian National University (50% share)

7

H index

4

i10 index

119

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 14
   Journals where Tugrul Vehbi has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (2.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve363
   Updated: 2024-01-16    RAS profile: 2021-03-26    
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Relations with other researchers


Works with:

van Florenstein Mulder, Thomas (2)

Wong, Benjamin (2)

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

Is cited by:

Kamber, Gunes (6)

Raghavan, Mala (3)

Steenkamp, Daan (3)

Theodoridis, Konstantinos (3)

Thoenissen, Christoph (2)

Kutan, Ali (2)

Caballero, Ricardo (2)

Kawasaki, Kentaro (2)

Murray, Jamie (2)

DEVADASON, EVELYN (2)

Smith, Christie (2)

Cites to:

Zhang, Zhaoyong (12)

Pesaran, Mohammad (9)

Kamber, Gunes (9)

pagan, adrian (8)

Fabling, Richard (6)

mumtaz, haroon (6)

McLellan, Nathan (6)

Sanderson, Lynda (6)

Buckle, Robert (6)

Zha, Tao (5)

Karagedikli, Ozer (5)

Main data


Where Tugrul Vehbi has published?


Journals with more than one article published# docs
Australian Economic Review2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Treasury Working Paper Series / New Zealand Treasury3

Recent works citing Tugrul Vehbi (2024 and 2023)


YearTitle of citing document
2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

Full description at Econpapers || Download paper

2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

Full description at Econpapers || Download paper

2023On the International Spillover Effects of Uncertainty. (2023). Wesselbaum, Dennis ; Sen, Anindya. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09694-2.

Full description at Econpapers || Download paper

2023Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6.

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2023Determinants and hedging effectiveness of Chinas sovereign credit default swaps. (2023). Jiang, Yong ; Muvunza, Taurai. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2074-2087.

Full description at Econpapers || Download paper

2023Real?time macroeconomic projection using narrative central bank communication. (2023). Chen, Liangyuan ; Zhang, Yifan ; Fan, Jiacheng ; Lin, Jianhao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:202-221.

Full description at Econpapers || Download paper

2023Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Tugrul Vehbi:


YearTitleTypeCited
2019Nowcasting New Zealand GDP using machine learning algorithms In: IFC Bulletins chapters.
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chapter31
2021Nowcasting GDP using machine-learning algorithms: A real-time assessment.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
article
2018Nowcasting New Zealand GDP using machine learning algorithms.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2018Measuring Uncertainty and Its Impact on a Small Open Economy In: Australian Economic Review.
[Full Text][Citation analysis]
article5
2019Measuring Uncertainty for New Zealand Using Data?Rich Approach In: Australian Economic Review.
[Full Text][Citation analysis]
article2
2014The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints In: The Economic Record.
[Full Text][Citation analysis]
article12
2013The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2013The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints.(2013) In: Treasury Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015The influences of international output shocks from the US and China on ASEAN economies In: Journal of Asian Economics.
[Full Text][Citation analysis]
article10
2015Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling.
[Full Text][Citation analysis]
article9
2016What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy In: Economic Modelling.
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article7
2013What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks In: CAMA Working Papers.
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paper9
2013What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks.(2013) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2016International spill-overs of uncertainty shocks: Evidence from a FAVAR In: CAMA Working Papers.
[Full Text][Citation analysis]
paper16
2016The macroeconomic impact of the age composition of migration In: Reserve Bank of New Zealand Analytical Notes series.
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paper5
2018Measuring uncertainty and its impact on the New Zealand economy In: Reserve Bank of New Zealand Analytical Notes series.
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paper6
2019Forecasting with a Global VAR model In: Reserve Bank of New Zealand Analytical Notes series.
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paper0
2019Opening the toolbox: how does the Reserve Bank analyse the world? In: Reserve Bank of New Zealand Bulletin.
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article0
2013Empirical Evidence on Growth Spillovers from China to New Zealand In: Treasury Working Paper Series.
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paper5
2014Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences In: Treasury Working Paper Series.
[Full Text][Citation analysis]
paper1
2014VAR modelling in the presence of China’s rise : an application to the Taiwanese economy In: Working Papers.
[Full Text][Citation analysis]
paper1

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