Arabinda Basistha : Citation Profile

West Virginia University

8

H index

8

i10 index

424

Citations

RESEARCH PRODUCTION:

16

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 18
   Journals where Arabinda Basistha has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 5 (1.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba220
   Updated: 2026-01-10    RAS profile: 2025-09-08    
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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 Arabinda Basistha.

Is cited by:

González-Astudillo, Manuel (16)

Kempa, Bernd (11)

Berger, Tino (10)

Roberts, John (10)

Eijffinger, Sylvester (9)

Mahieu, Ronald (9)

Kurov, Alexander (8)

Smales, Lee (8)

Sinclair, Tara (8)

Raes, Louis (8)

Reichlin, Lucrezia (7)

Cites to:

Watson, Mark (28)

Nelson, Charles (18)

Baumeister, Christiane (15)

Diebold, Francis (14)

Stock, James (13)

Perez Quiros, Gabriel (11)

Hamilton, James (11)

Kuttner, Kenneth (11)

Galí, Jordi (10)

Morley, James (10)

Perron, Pierre (10)

Main data

Where Arabinda Basistha has published?

Journals with more than one article published# docs
Journal of Forecasting2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, West Virginia University5
Working Papers / University of Washington, Department of Economics2

Recent works citing Arabinda Basistha (2025 and 2024)

YearTitle of citing document
2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2025Job insecurity and equilibrium determinacy in a rational expectations, New Keynesian model with asymmetric information. A theoretical analysis. (2025). Vota, Luca ; Errichiello, Luisa. In: Papers. RePEc:arx:papers:2510.11125.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

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2024Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Supply or demand? Policy makers’ confusion in the presence of hysteresis. (2024). Singh, Sanjay ; Fatas, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002453.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2025How monetary policy and supply chain shocks impact the consumer energy prices using nonlinear ARDL and wavelet coherence approach. (2025). Peng, Xingxing ; Wang, Zhi. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004220.

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2024Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2024The impact of climate, socio-political and COVID-19 shocks on Tunisias potential growth. (2024). Dridi, Kamel. In: IHEID Working Papers. RePEc:gii:giihei:heidwp21-2024.

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2025Fast and Slow Level Shifts in Intraday Stochastic Volatility. (2025). , Igor ; Virbickait, Audron ; Hedibert, Freitas Lopes ; Nguyen, Hoang. In: Working Papers. RePEc:hhs:oruesi:2025_012.

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2024The euro and inflation in Croatia: much ado about nothing?. (2024). Sorić, Petar. In: Public Sector Economics. RePEc:ipf:psejou:v:48:y:2024:i:1:p:1-37.

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2025Volatility in the Turkish stock market: an analysis of influential events. (2025). Altinbas, Hazar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00383-y.

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2024Productivity Shock and Labour Input: Evidence from Correlated Unobserved Component Model. (2024). Singh, Jitender ; Mitra, Arup. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:1:p:53-69.

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2024Google search volume index and investor attention in stock market: a systematic review. (2024). Arteaga-Sanchez, Rocio ; Gonzalvez-Gallego, Nicolas ; Ayala, Maria Jose. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00606-y.

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2024Estimation of the TFP Gap for the Largest Five EMU Countries. (2024). Carstensen, Kai ; Kiessner, Felix ; Rossian, Thies. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00092-w.

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2025Analyzing Inflation Dynamics in Pakistan: The New Keynesian Phillips Curve Perspective. (2025). Saqib, Muhammad. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02380-3.

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2025Estimation of Potential GDP and Natural (Potential) Inflation Rate in Scenarios of Socio-Economic Development of Russia. (2025). Ipatova, I B. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:5:d:10.1134_s1075700725700340.

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2024Testing omitted variables in VARs. (2024). Beccarini, Andrea. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01513-1.

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2025The impact of FOMC announcements on cryptocurrency risk spillover across different market conditions. (2025). Xie, Qichang ; Wu, Haifeng ; Tian, Lihui. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:3:d:10.1007_s10290-024-00573-1.

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Works by Arabinda Basistha:

YearTitleTypeCited
2007Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP In: Canadian Journal of Economics.
[Citation analysis]		article32
2007Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP.(2007) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
[Full Text][Citation analysis]		article0
2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article143
2025A Markov-switching dynamic factor framework for dating global economic cycles In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2007New measures of the output gap based on the forward-looking new Keynesian Phillips curve In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article82
2006Chapter 21 Foreign Aid and Export Performance: A Panel Data Analysis of Developing Countries In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2007Foreign aid and export performance: a panel data analysis of developing countries In: Working Papers.
[Full Text][Citation analysis]		paper19
2004Why were changes in the federal funds rate smaller in the 1990s? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3
2002Why Were Changes in the Federal Funds Rate Smaller in the 1990s?.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2009Hours per capita and productivity: evidence from correlated unobserved components models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article10
2015Currency Crises and Output Dynamics In: Open Economies Review.
[Full Text][Citation analysis]		article6
2019Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper2
Volatility forecasting: the role of internet search activity and implied volatility.() In: Journal of Risk Model Validation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2005Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper10
2004Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017The role of spatial GDP spillovers in state-level Okun’s law In: Letters in Spatial and Resource Sciences.
[Full Text][Citation analysis]		article2
2008Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article63
2023Estimation of short‐run predictive factor for US growth using state employment data In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2024Measuring persistent global economic factors with output, commodity price, and commodity currency data In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2023Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article49
2022Monetary shock measurement and stock markets In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2005Trend-Cycle Correlation, Drift Break and the Estimation of Trend and Cycle in Canadian GDP In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Foreign Aid and Export Performance: A Panel Data Analysis of Developing Countries In: Working Papers.
[Full Text][Citation analysis]		paper3
Estimates of Quarterly and Monthly Episodes of Global Recessions: Evidence from Markov-switching Dynamic Factor Models In: Working Papers.
[Full Text][Citation analysis]		paper0

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