4
H index
1
i10 index
40
Citations
University of York | 4 H index 1 i10 index 40 Citations RESEARCH PRODUCTION: 7 Articles 7 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Golinski. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2025 | The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014. Full description at Econpapers || Download paper |
| 2025 | The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999. Full description at Econpapers || Download paper |
| 2025 | Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745. Full description at Econpapers || Download paper |
| 2025 | What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?. (2025). Juneja, Januj. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10644-y. Full description at Econpapers || Download paper |
| 2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | Long memory affine term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2021 | Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2017 | The advantages of using excess returns to model the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2019 | Estimating the term structure with linear regressions: Getting to the roots of the problem.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2024 | Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 2 |
| 2014 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model. In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Modeling the Covid‐19 epidemic using time series econometrics In: Health Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Modeling the Covid-19 Epidemic Using Time Series Econometrics.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | The Meiselman forward interest rate revision regression as an Affine Term Structure Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Coronametrics: The UK turns the corner In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team