Stephen Gordon : Citation Profile


Université Laval

7

H index

6

i10 index

464

Citations

RESEARCH PRODUCTION:

20

Articles

27

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 16
   Journals where Stephen Gordon has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (1.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo166
   Updated: 2025-07-12    RAS profile: 2023-03-05    
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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 Stephen Gordon.

Is cited by:

Maheu, John (14)

Dufrénot, Gilles (10)

Balcilar, Mehmet (9)

Koop, Gary (9)

GUPTA, RANGAN (8)

Marx, Magali (8)

Barthélemy, Jean (8)

Bekaert, Geert (8)

Song, Yong (8)

Miller, Stephen (8)

Engstrom, Eric (7)

Cites to:

Truchon, Michel (9)

Saez, Emmanuel (9)

Watson, Mark (6)

Pesaran, Mohammad (5)

Abel, Andrew (5)

Milligan, Kevin (4)

Piketty, Thomas (4)

Stock, James (4)

Epstein, Larry (4)

Ghysels, Eric (4)

Stantcheva, Stefanie (4)

Main data


Where Stephen Gordon has published?


Journals with more than one article published# docs
Canadian Journal of Economics3
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Canadian Journal of Economics/Revue canadienne d'conomique2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City2

Recent works citing Stephen Gordon (2025 and 2024)


YearTitle of citing document
2024The Distributional Origins of the Canada-US GDP and Labour Productivity Gaps. (2024). Rodrigue, Joel ; MacGee, James (Jim). In: Staff Working Papers. RePEc:bca:bocawp:24-49.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024Progressive Taxation and Social Welfare: Quantifying the Effects of the “German Tax-Reform 2000”. (2024). Timo, Walter ; Benjamin, Jung. In: German Economic Review. RePEc:bpj:germec:v:25:y:2024:i:3:p:209-239:n:1002.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Unveiling the impact of income taxes on inequality in a HACT model. (2024). Parro, Francisco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000812.

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2024The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability. (2024). Wang, LU ; Duan, Huayou ; Liu, Guangqiang ; Zhao, Chenchen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002307.

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2024The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038.

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2024An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217.

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2025Belief distortions and Disagreement about Inflation. (2024). Patella, Valeria. In: Working Paper series. RePEc:rim:rimwps:24-08.

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Works by Stephen Gordon:


YearTitleTypeCited
2000A Preference Regime Model of Bull and Bear Markets In: American Economic Review.
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article72
1999A Preference Regime Model of Bull and Bear Markets.(1999) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 72
paper
1996Bayesian Estimation of Stochastic Discount Factors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2004Asset Returns and State-Dependent Risk Preferences In: Journal of Business & Economic Statistics.
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article50
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
1996Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities. In: Canadian Journal of Economics.
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article4
1995Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1997Electricity Prices and Elections in Quebec. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article5
1995Electricity Prices and Elections in Québec.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2002Comparing Consumption-Based Asset-Pricing models In: Canadian Journal of Economics.
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article4
2002Comparing Consumption–Based Asset–Pricing models.(2002) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 4
article
2013The Canadian Manufacturing Sector, 2002-2008: Why is it Called Dutch Disease? In: SPP Research Papers.
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article0
1996How long is the firms forecast horizon? In: Journal of Economic Dynamics and Control.
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article0
1993How Long is the Firms Forecast Horizon?.(1993) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1995Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors In: Economics Letters.
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article1
1998Business cycle durations In: Journal of Econometrics.
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article182
1993Business cycle durations.(1993) In: Research Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 182
paper
1993Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has nother version. Agregated cites: 182
paper
2009Statistical comparison of aggregation rules for votes In: Mathematical Social Sciences.
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article5
2006Statistical Comparison of Aggregation Rules for Votes.(2006) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1995Business cycle turning points: two empirical business cycle model approaches In: Research Working Paper.
[Citation analysis]
paper5
1995Measuring State-Dependent Risk Aversion Using Data Augmentation. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper0
1995Measuring State-Dependent Risk Aversion Using Data Augmentation.(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
1995Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper41
1995Multinomial Probit Estimation of Spatially Interdependent Choices: an Empirical Comparison of Two New Techniques.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 41
paper
1997Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques.(1997) In: International Regional Science Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
article
1995Echantillonnage de Gibbs et autres application econometriques des chaines merkoviennes. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper1
1995Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1996Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes.(1996) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
1997Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points. In: Journal of Applied Econometrics.
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article9
1995Stochastic Trends, Deterministic Trends and Business Cycle Turning Points.(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2008Learning, forecasting and structural breaks In: Journal of Applied Econometrics.
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article62
2004Learning, Forecasting and Structural Breaks.(2004) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 62
paper
2007Learning, Forecasting and Structural Breaks.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 62
paper
1994Bayesian Evaluation of Preference Specifications In: Cahiers de Recherches Economiques du Département d'économie.
[Citation analysis]
paper1
1994Bayesian Evaluation of Preference Specifications.(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Bargaining power and the incidence of income taxes on high earners in Canada In: Cahiers de recherche.
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paper0
2006Social Choice, Optimal Inference and Figure Skating In: Cahiers de recherche.
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paper7
2008Social choice, optimal inference and figure skating.(2008) In: Social Choice and Welfare.
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This paper has nother version. Agregated cites: 7
article
1994Sampling-Based Estimation of the Intertemporal Marginal Rate of Substitution In: Cahiers de recherche.
[Citation analysis]
paper0
1998Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion In: Cahiers de recherche.
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paper0
1998Asset Prices with Contingent Preferences In: Cahiers de recherche.
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paper2
1992Costs of Adjustment, the Aggregation Problem and Investment. In: The Review of Economics and Statistics.
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article11
1991Dynamic Factor Demand and Value Function Methods In: University of Western Ontario, Departmental Research Report Series.
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paper0
2020The incidence of income taxes on high earners in Canada In: Canadian Journal of Economics/Revue canadienne d'économique.
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article2
2017Integrating Quarterly Data into a Dynamic Factor Model of US Monthly GDP In: Journal of Forecasting.
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article0

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