Ching-Wai (Jeremy) Chiu : Citation Profile


Are you Ching-Wai (Jeremy) Chiu?

8

H index

6

i10 index

336

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 48
   Journals where Ching-Wai (Jeremy) Chiu has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 6 (1.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1449
   Updated: 2024-04-18    RAS profile: 2022-07-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ching-Wai (Jeremy) Chiu.

Is cited by:

GUPTA, RANGAN (24)

Marcellino, Massimiliano (17)

Koop, Gary (16)

Wohar, Mark (13)

Foroni, Claudia (11)

Mitchell, James (9)

McIntyre, Stuart (9)

Poon, Aubrey (9)

Nguyen, Hoang (8)

Huber, Florian (8)

Clark, Todd (8)

Cites to:

bloom, nicholas (17)

Giannone, Domenico (16)

Reichlin, Lucrezia (14)

Zha, Tao (12)

Sims, Christopher (12)

Waggoner, Daniel (12)

mumtaz, haroon (12)

Baker, Scott (11)

Davis, Steven (11)

Rubio-Ramirez, Juan F (11)

Banbura, Marta (10)

Main data


Where Ching-Wai (Jeremy) Chiu has published?


Recent works citing Ching-Wai (Jeremy) Chiu (2024 and 2023)


YearTitle of citing document
2023The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164.

Full description at Econpapers || Download paper

2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

Full description at Econpapers || Download paper

2023The relationship between interest rate volatility and the shadow economy in OECD countries: An asymmetric analysis. (2023). Hayes, Linda A ; Niroomand, Farhang ; Hajilee, Massomeh. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:3:p:539-566.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309.

Full description at Econpapers || Download paper

2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

Full description at Econpapers || Download paper

2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

Full description at Econpapers || Download paper

2023Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763.

Full description at Econpapers || Download paper

2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

Full description at Econpapers || Download paper

2023Geopolitical risk and M&A: The role of national governance institutions. (2023). Corbet, Shaen ; Aldhawyan, Sulaiman ; Koirala, Santosh ; Rao, Sandeep. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000873.

Full description at Econpapers || Download paper

2023Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69.

Full description at Econpapers || Download paper

2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

Full description at Econpapers || Download paper

2023Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142.

Full description at Econpapers || Download paper

2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

Full description at Econpapers || Download paper

2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

Full description at Econpapers || Download paper

2023The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124.

Full description at Econpapers || Download paper

2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

Full description at Econpapers || Download paper

2023Economic diversification in Saudi Arabia: Comparing the impact of oil prices, geopolitical risk, and government expenditures. (2023). Elbargathi, Khadiga ; Sweidan, Osama D. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:13-24.

Full description at Econpapers || Download paper

2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

Full description at Econpapers || Download paper

2023Geopolitical risk and crowdfunding performance. (2023). Sewaid, Ahmed ; Davis, Justin G ; Cumming, Douglas J ; Alsagr, Naif. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000343.

Full description at Econpapers || Download paper

2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

Full description at Econpapers || Download paper

2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

Full description at Econpapers || Download paper

2023The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

Full description at Econpapers || Download paper

2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

Full description at Econpapers || Download paper

2023Natural resources extractions and carbon neutrality: The role of geopolitical risk. (2023). Strielkowski, Wadim ; Gapich, Alexander ; Niu, Yanfang ; Wang, Wen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300288x.

Full description at Econpapers || Download paper

2023The role of digitalization, sustainable environment, natural resources and political globalization towards economic well-being in China, Japan and South Korea. (2023). Jin, Xiaotong ; Xie, Chengyuan. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003938.

Full description at Econpapers || Download paper

2023Extraction of natural resources and geopolitical risk revisited: A novel perspective of research and development with financial development. (2023). Shi, Shaodong ; Zhang, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300510x.

Full description at Econpapers || Download paper

2023Investigating the relationship between geopolitical risks and economic security: Empirical evidence from central and Eastern European countries. (2023). Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005834.

Full description at Econpapers || Download paper

2023Ticking time bombs: The MENA and SSA regions geopolitical risks. (2023). Zhang, Justin Z ; Lopes, Joo M ; Gomes, Sofia ; Ferreira, Joo J. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006499.

Full description at Econpapers || Download paper

2023Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675.

Full description at Econpapers || Download paper

2023Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387.

Full description at Econpapers || Download paper

2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

Full description at Econpapers || Download paper

2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

Full description at Econpapers || Download paper

2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

Full description at Econpapers || Download paper

2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Nexus between Climate Change and Geopolitical Risk Index in Saudi Arabia Based on the Fourier-Domain Transfer Entropy Spectrum Method. (2023). Alqarni, Abulmajeed Abdallah ; Gasmi, Faicel ; Ncibi, Kaies ; Dhifaoui, Zouhaier. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13579-:d:1237646.

Full description at Econpapers || Download paper

2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

Full description at Econpapers || Download paper

2023CBDC Policies in Open Economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: PIER Discussion Papers. RePEc:pui:dpaper:205.

Full description at Econpapers || Download paper

2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

Full description at Econpapers || Download paper

2023The Effect of Geopolitical Risk on Income Inequality: Evidence from a Panel Analysis. (2023). Sweidan, Osama D. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:167:y:2023:i:1:d:10.1007_s11205-023-03093-x.

Full description at Econpapers || Download paper

2023Geopolitical Risk and Income Inequality: Evidence from the US Economy. (2023). Sweidan, Osama D. 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_s11205-023-03179-6.

Full description at Econpapers || Download paper

2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

Full description at Econpapers || Download paper

2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

Full description at Econpapers || Download paper

Works by Ching-Wai (Jeremy) Chiu:


YearTitleTypeCited
2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]
paper68
2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68
article
2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68
paper
2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation In: Bank of England working papers.
[Full Text][Citation analysis]
paper9
2018The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation.(2018) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2016Financial market volatility, macroeconomic fundamentals and investor sentiment In: Bank of England working papers.
[Full Text][Citation analysis]
paper33
2016Macroeconomic tail events with non-linear Bayesian VARs In: Bank of England working papers.
[Full Text][Citation analysis]
paper5
2016Nonlinearities of mortgage spreads over the business cycles In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2016Does partisan conflict impact the cash holdings of firms? A sign restrictions approach In: Bank of England working papers.
[Full Text][Citation analysis]
paper2
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]
paper8
2018A new approach for detecting shifts in forecast accuracy In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
[Full Text][Citation analysis]
paper3
2016VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
0000VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018How important are global geopolitical risks to emerging countries? In: International Economics.
[Full Text][Citation analysis]
article62
2018How important are global geopolitical risks to emerging countries?.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62
article
2016Does US partisan conflict matter for the Euro area? In: Economics Letters.
[Full Text][Citation analysis]
article32
2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article11
2011Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach In: Research Working Paper.
[Full Text][Citation analysis]
paper92
2015Bayesian Mixed Frequency VARs.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92
article
2014Fat-tails in VAR Models In: Working Papers.
[Full Text][Citation analysis]
paper8
2014A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States In: Applied Economics Letters.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team