David I. Harvey : Citation Profile

Are you David I. Harvey?

University of Nottingham

21

H index

40

i10 index

2921

Citations

RESEARCH PRODUCTION:

72

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 121
   Journals where David I. Harvey has often published
   Relations with other researchers
   Recent citing documents: 246.    Total self citations: 56 (1.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha1238
   Updated: 2023-11-04    RAS profile: 2022-02-07    
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Relations with other researchers

Works with:

Leybourne, Stephen (6)

Taylor, Robert (5)

Zu, Yang (3)

Zu, Yang (3)

Whitehouse, Emily (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David I. Harvey.

Is cited by:

GUPTA, RANGAN (79)

Skrobotov, Anton (58)

Clark, Todd (36)

Ghoshray, Atanu (34)

Perron, Pierre (33)

Taylor, Robert (28)

Wohar, Mark (27)

Gil-Alana, Luis (26)

Rodrigues, Paulo (26)

Franses, Philip Hans (26)

Clements, Michael (24)

Cites to:

Perron, Pierre (116)

Leybourne, Stephen (86)

Taylor, Robert (73)

Vogelsang, Timothy (50)

Phillips, Peter (47)

Stock, James (42)

Elliott, Graham (41)

Andrews, Donald (29)

Watson, Mark (22)

Cavaliere, Giuseppe (17)

Engle, Robert (17)

Main data

Where David I. Harvey has published?

Journals with more than one article published# docs
Journal of Econometrics10
Oxford Bulletin of Economics and Statistics7
Journal of Time Series Analysis7
Econometric Theory7
Economics Letters5
International Journal of Forecasting5
Econometrics Journal4
Journal of Empirical Finance4
Studies in Nonlinear Dynamics & Econometrics3
Econometric Reviews3
Economic Modelling2
Applied Economics2
Computational Statistics & Data Analysis2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School3

Recent works citing David I. Harvey (2023 and 2022)

YearTitle of citing document
2022.

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2022.

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2022Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2022Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2022On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2022Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456.

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2022Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320.

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2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2022Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. (2022). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2211.13002.

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2023Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model. (2023). Simsek, Yasin ; Cakmakli, Cem. In: Papers. RePEc:arx:papers:2301.13692.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2022Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. (2022). Cetin, Guldenur ; Doganer, Ayca ; Tuna, Yusuf. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:173-187.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2023Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916.

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2022Uniform and Distribution-Free Inference with General Autoregressive Processes. (2022). Petrova, Katerina ; Magdalinos, Tassos. In: Working Papers. RePEc:bge:wpaper:1344.

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2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

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2022A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods. (2022). Ubilava, David. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:5:p:687-701.

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2022The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470.

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2022Impacts of relatively rational and irrational investor sentiment on realized volatility. (2022). Chen, Jihkuang ; Lai, Hungcheng ; Tseng, Tsengchan. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:4:p:458-478.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2022Inference in functional factor models with applications to yield curves. (2022). Horvath, Lajos ; Wang, Shixuan ; Vanderdoes, Jeremy ; Kokoszka, Piotr. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894.

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2023On the asymptotic behavior of bubble date estimators. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:359-373.

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2022A reappraisal of Katona’s adaptive theory of consumer behaviour using U.K. data. (2022). Hasan, Mohammad ; Gausden, Robert. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:122-143.

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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2022Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650.

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2022.

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2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2022Econometric Analysis of Asset Price Bubbles. (2022). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2331.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2023Pass-through of exchange rate shocks in Brazil as a small open economy. (2023). Feijo, Carmem Aparecida ; Cerqueira, Luiz Fernando ; de Assis, Thallis Macedo. In: Revista CEPAL. RePEc:ecr:col070:48973.

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2022Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850–2021. (2022). Prats, Mara A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2205.

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2022‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792.

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2022A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. (2022). Yu, Hesheng ; The, Jesse ; Cao, Hua ; Zhang, Kefei. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101312x.

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2022Carbon price forecasting based on CEEMDAN and LSTM. (2022). Zhang, Changhong ; Huang, Zhehao ; Zhou, Feite. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922000782.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2022Unit roots in lower-bounded series with outliers. (2022). Alanya-Beltran, Willy. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002279.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2022On robust testing for trend. (2022). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000040.

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2022Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113.

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2022Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460.

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2022Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386.

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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

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2023Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891.

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2022Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669.

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2022Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Renewable energy stocks forecast using Twitter investor sentiment and deep learning. (2022). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004170.

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2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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2022Ensemble offshore Wind Turbine Power Curve modelling – An integration of Isolation Forest, fast Radial Basis Function Neural Network, and metaheuristic algorithm. (2022). Morrison, Rory ; Lin, ZI ; Liu, Xiaolei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025883.

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2022Forecasting energy prices using a novel hybrid model with variational mode decomposition. (2022). Yu, Yuanyuan ; Tan, Bin ; Lu, Qin ; Lin, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002699.

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2022A short-term wind energy hybrid optimal prediction system with denoising and novel error correction technique. (2022). Zhang, Yagang ; Yu, Leyi ; Sun, Yiqian ; Feng, Changyou ; Wang, Fei ; Pan, Zhiya. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222012816.

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2023An optimized nonlinear time-varying grey Bernoulli model and its application in forecasting the stock and sales of electric vehicles. (2023). Wang, Junjie ; Yang, Yingjie ; Dang, Yaoguo ; Zhou, Huimin. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222027578.

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2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

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2022Oil price volatility predictability based on global economic conditions. (2022). Lai, Xiaodong ; Guo, Yangli ; Ma, Feng ; Li, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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2022Macroeconomic attention, economic policy uncertainty, and stock volatility predictability. (2022). Chevallier, Julien ; Huang, Dengshi ; Guo, Yangli ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002897.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539.

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2022Shall the winning last? A study of recent bubbles and persistence. (2022). Potì, Valerio ; Poti, Valerio ; Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002415.

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2022Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003408.

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2022How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x.

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More than 100 citations found, this list is not complete...

Works by David I. Harvey:

YearTitleTypeCited
2008Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper28
2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory.
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2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers.
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2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
[Full Text][Citation analysis]		paper25
2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2006Forecast Encompassing Tests and Probability Forecasts.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
[Full Text][Citation analysis]		paper4
1998Tests for Forecast Encompassing. In: Journal of Business & Economic Statistics.
[Citation analysis]		article487
2005On Robust Trend Function Hypothesis Testing In: Discussion Papers.
[Citation analysis]		paper0
2006On Robust Trend Function Hypothesis Testing.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2003A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2006Power of a Unit?Root Test and the Initial Condition In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2010The impact of the initial condition on robust tests for a linear trend In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
2009The impact of the initial condition on robust tests for a linear trend.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Testing for nonlinear deterministic components when the order of integration is unknown In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2013A bootstrap test for additive outliers in non-stationary time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2015Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2018Real?Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2001Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article16
2004Tests for a Break in Level when the Order of Integration is Unknown In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2004Tests for Stationarity in Series with Endogenously Determined Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article13
2005Forecast Encompassing and Parameter Estimation* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2014Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2014Break Date Estimation for Models with Deterministic Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2013Break date estimation for models with deterministic structural change.(2013) In: Discussion Papers.
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2015Robust and Powerful Tests for Nonlinear Deterministic Components In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2017The Impact of the Initial Condition on Covariate Augmented Unit Root Tests In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2016The impact of the initial condition on covariate augmented unit root tests.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2008A Powerful Test for Linearity When the Order of Integration is Unknown In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article61
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
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This paper has another version. Agregated cites: 61		paper
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
2018Testing for a unit root against ESTAR stationarity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2017Testing for a unit root against ESTAR stationarity.(2017) In: Discussion Papers.
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2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION In: Econometric Theory.
[Full Text][Citation analysis]		article64
2007Unit root testing in practice: dealing with uncertainty over the trend and initial condition.(2007) In: Discussion Papers.
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2009REJOINDER In: Econometric Theory.
[Full Text][Citation analysis]		article1
2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS In: Econometric Theory.
[Full Text][Citation analysis]		article63
2006Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*.(2006) In: Discussion Papers.
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2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]		article35
2007Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers.
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2010LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article16
2008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
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2020SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]		article10
2004Modified Tests for a Change in Persistence In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper77
2006Modified tests for a change in persistence.(2006) In: Journal of Econometrics.
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2007Testing for time series linearity In: Econometrics Journal.
[Full Text][Citation analysis]		article51
2008Seasonal unit root tests and the role of initial conditions In: Econometrics Journal.
[Full Text][Citation analysis]		article1
2008Seasonal unit root tests and the role of initial conditions.(2008) In: Discussion Papers.
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2001Analysis of a panel of UK macroeconomic forecasts In: Econometrics Journal.
[Citation analysis]		article27
2005On testing for unit roots and the initial observation In: Econometrics Journal.
[Full Text][Citation analysis]		article17
2006Sample size, lag order and critical values of seasonal unit root tests In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2014On infimum Dickey–Fuller unit root tests allowing for a trend break under the null In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2002Common features in UK sectoral output In: Economic Modelling.
[Full Text][Citation analysis]		article3
2005Corrigendum to Common features in UK sectoral output: [Economic Modelling 19 (2002) 91-104] In: Economic Modelling.
[Full Text][Citation analysis]		article0
2011Exchange rate regime verification: An alternative method of testing for regime changes In: Economics Letters.
[Full Text][Citation analysis]		article6
2012An infimum coefficient unit root test allowing for an unknown break in trend In: Economics Letters.
[Full Text][Citation analysis]		article2
2014Asymptotic behaviour of tests for a unit root against an explosive alternative In: Economics Letters.
[Full Text][Citation analysis]		article5
2016Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Seasonal unit root tests with seasonal mean shifts In: Economics Letters.
[Full Text][Citation analysis]		article27
2007A simple, robust and powerful test of the trend hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article46
2006A simple, robust and powerful test of the trend hypothesis.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 46		paper
2008Erratum to A simple, robust and powerful test of the trend hypothesis [Journal of Econometrics 141(2) (2007) 1302-1330] In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2010Robust methods for detecting multiple level breaks in autocorrelated time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2010Robust methods for detecting multiple level breaks in autocorrelated time series.(2010) In: Discussion Papers.
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This paper has another version. Agregated cites: 33		paper
2011Robust methods for detecting multiple level breaks in autocorrelated time series.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 33		paper
2012Unit root testing under a local break in trend In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2010Unit root testing under a local break in trend.(2010) In: Discussion Papers.
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This paper has another version. Agregated cites: 8		paper
2011Unit root testing under a local break in trend.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2008Testing for unit roots in the presence of uncertainty over both the trend and initial condition.(2008) In: Discussion Papers.
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2013Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics In: Journal of Econometrics.
[Full Text][Citation analysis]		article38
2015Confidence sets for the date of a break in level and trend when the order of integration is unknown In: Journal of Econometrics.
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2014Confidence sets for the date of a break in level and trend when the order of integration is unknown.(2014) In: Discussion Papers.
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2018Testing for parameter instability in predictive regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2021Simple tests for stock return predictability with good size and power properties In: Journal of Econometrics.
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2021Simple Tests for Stock Return Predictability with Good Size and Power Properties.(2021) In: Essex Finance Centre Working Papers.
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2014Robust tests for a linear trend with an application to equity indices In: Journal of Empirical Finance.
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2016Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance.
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2017Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance.
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2020Date-stamping multiple bubble regimes In: Journal of Empirical Finance.
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1997Testing the equality of prediction mean squared errors In: International Journal of Forecasting.
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2003The non-normality of some macroeconomic forecast errors In: International Journal of Forecasting.
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2011Combining probability forecasts In: International Journal of Forecasting.
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2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
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2017Forecast evaluation tests and negative long-run variance estimates in small samples In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2017Forecast evaluation tests and negative long-run variance estimates in small samples.(2017) In: Discussion Papers.
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2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development.
[Full Text][Citation analysis]		article20
2018Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper6
2021Real?time detection of regimes of predictability in the US equity premium.(2021) In: Journal of Applied Econometrics.
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2000Tests for multiple forecast encompassing In: Journal of Applied Econometrics.
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2003Modelling trends in central England temperatures In: Journal of Forecasting.
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2008Panel root tests and the impact of initial observations In: Discussion Papers.
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2007Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices In: Discussion Papers.
[Full Text][Citation analysis]		paper17
2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices.(2011) In: Econometric Reviews.
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2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] In: Discussion Papers.
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2009Testing for nonlinear trends when the order of integration is unknown In: Discussion Papers.
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2016Tests for an end-of-sample bubble in financial time series In: Discussion Papers.
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2017Tests for an end-of-sample bubble in financial time series.(2017) In: Econometric Reviews.
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2017A bootstrap stationarity test for predictive regression invalidity In: Discussion Papers.
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2019A Bootstrap Stationarity Test for Predictive Regression Invalidity.(2019) In: Journal of Business & Economic Statistics.
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2018Testing explosive bubbles with time-varying volatility In: Discussion Papers.
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2019Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews.
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2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: The Journal of Financial Econometrics.
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2009Forecast Combination and Encompassing In: Palgrave Macmillan Books.
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2003How great are the great ratios? In: Applied Economics.
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2005Evidence for common features in G7 macroeconomic time series In: Applied Economics.
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2002Unit roots and double smooth transitions In: Journal of Applied Statistics.
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2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics.
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2003On Unit Root Tests and the Initial Observation In: Econometrics.
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