Natalia Bailey : Citation Profile

Monash University

9

H index

9

i10 index

410

Citations

RESEARCH PRODUCTION:

11

Articles

21

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 31
   Journals where Natalia Bailey has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 11 (2.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1417
   Updated: 2025-07-12    RAS profile: 2025-03-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Pesaran, Mohammad (5)

Kapetanios, George (4)

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

Is cited by:

Pesaran, Mohammad (75)

Chudik, Alexander (38)

Kapetanios, George (19)

Elhorst, J.Paul (19)

Bhattacharjee, Arnab (17)

Mohaddes, Kamiar (13)

Rebucci, Alessandro (11)

Smith, Ronald (11)

LeSage, James (11)

LINTON, OLIVER (11)

shin, yongcheol (10)

Cites to:

Pesaran, Mohammad (89)

Lee, Lung-Fei (22)

Phillips, Peter (21)

Kapetanios, George (18)

Yamagata, Takashi (18)

Prucha, Ingmar (14)

Chudik, Alexander (14)

Tosetti, Elisa (12)

Holly, Sean (11)

Yu, Jihai (10)

Baltagi, Badi (9)

Main data

Where Natalia Bailey has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
Sankhya B: The Indian Journal of Statistics3

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo7
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3

Recent works citing Natalia Bailey (2025 and 2024)

YearTitle of citing document
2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

Full description at Econpapers || Download paper

2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

Full description at Econpapers || Download paper

2024Regularizing stock return covariance matrices via multiple testing of correlations. (2024). Luger, Richard. In: Papers. RePEc:arx:papers:2407.09696.

Full description at Econpapers || Download paper

2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

Full description at Econpapers || Download paper

2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

Full description at Econpapers || Download paper

2024Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799.

Full description at Econpapers || Download paper

2024Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485.

Full description at Econpapers || Download paper

2024Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10.

Full description at Econpapers || Download paper

2025Heterogeneous effects of economic cycles across the income distribution: A common factor model approach. (2025). Valizadeh, Pourya ; Issar, Akash ; Bryant, Henry. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001399.

Full description at Econpapers || Download paper

2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

Full description at Econpapers || Download paper

2025Regularizing stock return covariance matrices via multiple testing of correlations. (2025). Luger, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400099x.

Full description at Econpapers || Download paper

2025The Environmental Kuznets Curve Revisited: A Spatial Panel Model with Heterogeneous Coefficients. (2025). Schneiter, Pierre ; Mellon-Bedi, Shaibu. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500060x.

Full description at Econpapers || Download paper

2024Is artificial intelligence technology innovation a recipe for low-carbon energy transition? A global perspective. (2024). Dong, Kangyin ; Fu, Xiaowen ; Yang, Senmiao ; Wang, Kun. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013124.

Full description at Econpapers || Download paper

2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

Full description at Econpapers || Download paper

2025Efficient estimation of a partially linear panel data model with cross-sectional dependence. (2025). Mazzanti, Massimiliano ; Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Musolesi, Antonio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001003.

Full description at Econpapers || Download paper

2024Competing for manufacturing value added: How strong is competitive cost pressure on sectoral level?. (2024). Keil, Sascha. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:197-212.

Full description at Econpapers || Download paper

2024Energy Poverty and Democratic Values: A European Perspective. (2024). Pimonenko, Tetyana ; Lyulyov, Oleksii ; Kwilinski, Aleksy. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2837-:d:1411503.

Full description at Econpapers || Download paper

2025A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation. (2025). Yücel, Mustafa ; GÜNDÜZ, HALİL ; Yucel, Eray M ; Gunduz, Halil Ibrahim ; Emirmahmutoglu, Furkan. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10569-6.

Full description at Econpapers || Download paper

2024Does energy technology R&D save energy in OECD countries?. (2024). Wang, Zijian ; Ikegami, Masako. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09588-y.

Full description at Econpapers || Download paper

2025COVID-19 under-reporting: spillovers and stringent containment strategies of global cases. (2025). Kumbhakar, Subal C ; Wang, Yulu. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:63:y:2025:i:1:d:10.1007_s11123-024-00741-3.

Full description at Econpapers || Download paper

2025Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach. (2025). Rolheiser, Lyndsey ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:3:d:10.1007_s11146-023-09957-w.

Full description at Econpapers || Download paper

2024Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities*. (2024). Yamagata, Takashi ; Pesaran, Hashem M. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:2:p:407-460..

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:123815.

Full description at Econpapers || Download paper

2025The relationships between political stability, arms imports, oil exports, and GHG emissions: a CS-DL approach for eight Gulf countries. (2025). ben Youssef, Slim. In: MPRA Paper. RePEc:pra:mprapa:124791.

Full description at Econpapers || Download paper

2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

Full description at Econpapers || Download paper

2024Is peer-to-peer demand cointegrated at the listing level?. (2024). Surez-Vega, Rafael ; Rachinger, Heiko ; Prez-Rodrguez, Jorge V. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02522-7.

Full description at Econpapers || Download paper

2025Revisiting the Productivity Effects of Public Capital. (2025). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02670-4.

Full description at Econpapers || Download paper

2025Technology, labour regulation, and nonparametric panel data modelling. (2025). Nosvelli, Mario ; Musolesi, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02681-1.

Full description at Econpapers || Download paper

2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

Full description at Econpapers || Download paper

2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

Full description at Econpapers || Download paper

Works by Natalia Bailey:

YearTitleTypeCited
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper128
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2016Exponent of Cross‐Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		article
2013A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper103
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2016A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		article
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper43
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2025My neighbours neighbour is not my neighbour: Instrumentation and causality in spatial models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper27
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2018Exponent of cross-sectional dependence for residuals.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper41
2021Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2020Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper12
2020Measurement of Factor Strength: Theory and Practice.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Measurement of factor strength: Theory and practice.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2016Spectral approach to parameter-free unit root testing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2015Spectral Approach to Parameter-Free Unit Root Testing.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Weak convergence in the near unit root setting In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2020Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2015Spectral Approach to Parameter-Free Unit Root Testing In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers.
[Full Text][Citation analysis]		paper26
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]		article13
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2022A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* In: Econometric Reviews.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team