Mark Fisher : Citation Profile


Are you Mark Fisher?

6

H index

5

i10 index

326

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 9
   Journals where Mark Fisher has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi281
   Updated: 2024-11-04    RAS profile: 2022-08-17    
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Relations with other researchers


Works with:

Jensen, Mark (3)

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

Is cited by:

Serletis, Apostolos (12)

Sala, Hector (10)

Karanassou, Marika (9)

Wallace, Frederick (8)

LINTON, OLIVER (7)

Koustas, Zisimos (6)

Leon-Ledesma, Miguel (6)

Noriega, Antonio (6)

Puah, Chin-Hong (6)

Garbade, Kenneth (5)

Habibullah, Muzafar Shah (5)

Cites to:

Campbell, John (7)

Duffie, Darrell (6)

Weil, Philippe (5)

Maheu, John (4)

Koop, Gary (4)

wermers, russell (4)

Geweke, John (3)

Jensen, Mark (3)

French, Kenneth (3)

Casarin, Roberto (3)

Pastor, Lubos (3)

Main data


Where Mark Fisher has published?


Journals with more than one article published# docs
Economic Review4
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta7
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4

Recent works citing Mark Fisher (2024 and 2023)


YearTitle of citing document
2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

Full description at Econpapers || Download paper

2023The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

Full description at Econpapers || Download paper

2023.

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2023Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021. (2023). Arango, Francisco Ortiz ; Aranda, Fernando Cruz ; Serpel, Karina Valencia. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:2:p:5.

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2023Forecasting with a panel Tobit model. (2023). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:117-159.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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Works by Mark Fisher:


YearTitleTypeCited
1993Long-Run Neutrality and Superneutrality in an ARIMA Framework. In: American Economic Review.
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article167
2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors In: Journal of Econometrics.
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article0
2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors.(2018) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 0
paper
2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 0
paper
2022Bayesian nonparametric learning of how skill is distributed across the mutual fund industry In: Journal of Econometrics.
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article3
2019Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry.(2019) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2009Inflation and monetary regimes In: Journal of International Money and Finance.
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article8
2009Inflation and monetary regimes.(2009) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 8
paper
2001Forces that shape the yield curve In: Economic Review.
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article10
2002Special repo rates: an introduction In: Economic Review.
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article24
2004Modeling the term structure of interest rates: an introduction In: Economic Review.
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article1
2005Happy hour economics, or how an increase in demand can produce a decrease in price In: Economic Review.
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article0
2001Forces that shape the yield curve: Parts 1 and 2 In: FRB Atlanta Working Paper.
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paper5
2015Fitting a distribution to survey data for the half-life of deviations from PPP In: FRB Atlanta Working Paper.
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paper0
1999Consumption and asset prices with homothetic recursive preferences In: FRB Atlanta Working Paper.
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paper3
1999Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models In: FRB Atlanta Working Paper.
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paper0
1999Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models.(1999) In: Computing in Economics and Finance 1999.
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This paper has nother version. Agregated cites: 0
paper
2019Around and Around: The Expectations Hypothesis In: Finance and Economics Discussion Series.
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paper0
1996Around and around: the expectations hypothesis.(1996) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 0
paper
1998Consumption and asset prices and recursive preferences In: Finance and Economics Discussion Series.
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paper5
1995Fitting the term structure of interest rates with smoothing splines In: Finance and Economics Discussion Series.
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paper85
1988Chickens, Eggs, and Causality, or Which Came First? In: American Journal of Agricultural Economics.
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article15
2000A SERIES SOLUTION TO A SECOND-ORDER QUASI-LINEAR PDE USING MATHEMATICA In: Computing in Economics and Finance 2000.
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paper0
The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility In: Computing in Economics and Finance 1997.
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paper0

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