Luke Hartigan : Citation Profile


Are you Luke Hartigan?

University of Sydney

3

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 1
   Journals where Luke Hartigan has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 8 (30.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha1277
   Updated: 2024-11-04    RAS profile: 2024-08-10    
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Relations with other researchers


Works with:

Morley, James (2)

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

Is cited by:

Haque, Qazi (2)

Fornero, Jorge (2)

Kirchner, Markus (2)

Gomis-Porqueras, Pedro (1)

Nasir, Muhammad Ali (1)

Molina, Carlos (1)

Demirer, Riza (1)

Bekun, Festus (1)

Balcilar, Mehmet (1)

Shapiro, Adam (1)

Boissay, Frédéric (1)

Cites to:

Reichlin, Lucrezia (33)

Giannone, Domenico (28)

Bai, Jushan (24)

Watson, Mark (24)

Ng, Serena (18)

Stock, James (10)

Doz, Catherine (7)

Lubik, Thomas (6)

Morley, James (6)

Simon, John (6)

Kamber, Gunes (5)

Main data


Where Luke Hartigan has published?


Journals with more than one article published# docs
The Economic Record2
Journal of Property Investment & Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers / School of Economics, The University of New South Wales4
Working Papers / University of Sydney, School of Economics2
RBA Research Discussion Papers / Reserve Bank of Australia2

Recent works citing Luke Hartigan (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

Full description at Econpapers || Download paper

2023Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Lan, Thi Ngoc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:146-157.

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2023A Financial Stress Index for a Small Open Economy: The Australian Case. (2023). Gomis-Porqueras, Pedro ; Zhou, Xuan ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-29.

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2023Analyzing the Relationship between the Features of Direct Real Estate Assets and Their Corresponding Australian—REITs. (2023). Gu, Runtang ; Zhang, Xing ; Li, Xinyi. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:29-:d:1054506.

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2023Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04.

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Works by Luke Hartigan:


YearTitleTypeCited
2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record.
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article7
2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia In: The Economic Record.
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article0
2019An intuitive skewness-based symmetry test applicable to stationary time series data In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2018Alternative HAC covariance matrix estimators with improved finite sample properties In: Computational Statistics & Data Analysis.
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article1
2016Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Is the assumption of constant factor loadings too strong in practice? In: Economic Modelling.
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article2
2009The impact of changing risk characteristics in the A?REIT sector In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article0
2009The impact of changing risk characteristics in the A?REIT sector In: Journal of Property Investment & Finance.
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article1
2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued).
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chapter1
2021Financial Conditions and Downside Risk to Economic Activity in Australia In: RBA Research Discussion Papers.
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paper3
2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper0
2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes? In: Discussion Papers.
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paper0
2016Is the Assumption of Linearity in Factor Models too Strong in Practice? In: Discussion Papers.
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paper0
2016Is the Assumption of Linearity in Factor Models too Strong in Practice?.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2016Testing for Symmetry in Weakly Dependent Time Series In: Discussion Papers.
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paper0
2010Constructing an investment return series for the UK unlisted infrastructure market: estimation and application In: Journal of Property Research.
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article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team