16
H index
18
i10 index
1204
Citations
Texas A&M University | 16 H index 18 i10 index 1204 Citations RESEARCH PRODUCTION: 57 Articles 15 Papers 5 Chapters EDITOR: Books edited 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 Dennis W. Jansen. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| Working Papers / The George Washington University, Institute for International Economic Policy | 3 |
| Working Papers / Federal Reserve Bank of St. Louis | 3 |
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | A Time Series Analysis of Output-Oriented Production Efficiency in Nigeria Agriculture. (2024). Johnson, Sina Basil ; Oluwafemi, Zacchaeus Olaniyi ; Yekeen, Mohammed Abdul ; Ilemobayo, Olufunke Olufunmilayo. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:346742. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and Money Demand Function in Developing Countries. (2024). Asik, Bekir. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:111-136. Full description at Econpapers || Download paper |
| 2024 | Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper |
| 2024 | Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46. Full description at Econpapers || Download paper |
| 2024 | The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alsunbul, Saad ; Boujlil, Rhada ; Alzugaiby, Basim. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380. Full description at Econpapers || Download paper |
| 2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper |
| 2024 | Competitive Effects of Charter Schools. (2024). Karbownik, Krzysztof ; Figlio, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10938. Full description at Econpapers || Download paper |
| 2024 | The long-term influence of education resources allocation on the migration: Evidence from the China’s rural school consolidation policy. (2024). Zhao, YU ; Li, Rui ; Du, Hui ; Zhou, Guangsu. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007824000058. Full description at Econpapers || Download paper |
| 2025 | How is remittance related to prices and output? New evidence from Fiji’s data. (2025). Narayan, Paresh Kumar ; Prasad, Biman ; Manoa, Savaira. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000302. Full description at Econpapers || Download paper |
| 2025 | Stock prices and monetary policy: Analysis of a Bayesian DSGE model. (2025). Ida, Daisuke ; Hoshino, Satoshi. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000707. Full description at Econpapers || Download paper |
| 2024 | Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020. Full description at Econpapers || Download paper |
| 2025 | The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645. Full description at Econpapers || Download paper |
| 2024 | Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879. Full description at Econpapers || Download paper |
| 2025 | The municipalities efficiency in Israel: The case of the provision of educational services. (2025). Bendavid-Hadar, Iris ; Betser-Nahum, Yifat. In: International Journal of Educational Development. RePEc:eee:injoed:v:117:y:2025:i:c:s0738059325001683. Full description at Econpapers || Download paper |
| 2024 | Money demand stability: New evidence from transfer entropy. (2024). Sermpinis, Georgios ; Serletis, Apostolos ; Movaghari, Hadi. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000477. Full description at Econpapers || Download paper |
| 2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper |
| 2024 | The effects of large-scale equity purchases during the coronavirus pandemic. (2024). Fukuda, Shin-Ichi ; Tanaka, Mariko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000588. Full description at Econpapers || Download paper |
| 2024 | Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387. Full description at Econpapers || Download paper |
| 2024 | Government decisions and macroeconomic stability: Fiscal policies and financial market fluctuations. (2024). Pacicco, Fausto ; Centinaio, Alessandra ; Venegoni, Andrea ; Serati, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005914. Full description at Econpapers || Download paper |
| 2025 | Mitigating simultaneity bias in seaport efficiency measurement. (2025). Rdseth, Kenneth Lvold ; Kuosmanen, Timo ; Holmen, Rasmus Bgh. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:192:y:2025:i:c:s0965856424003811. Full description at Econpapers || Download paper |
| 2025 | The Impact of Inflation on the U.S. Stock Market After the COVID-19 Pandemic. (2025). Thorbecke, Willem. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:9-:d:1565900. Full description at Econpapers || Download paper |
| 2025 | Moving for Good: Educational Gains from Leaving Violence Behind. (2025). Peluffo, Cecilia ; Padilla-Romo, Mara. In: IZA Discussion Papers. RePEc:iza:izadps:dp18155. Full description at Econpapers || Download paper |
| 2025 | State-Varying Model Averaging Prediction. (2025). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202507. Full description at Econpapers || Download paper |
| 2024 | Science or scientism? On the momentum illusion. (2024). Grobys, Klaus. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:4:d:10.1007_s10436-024-00446-5. Full description at Econpapers || Download paper |
| 2024 | Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z. Full description at Econpapers || Download paper |
| 2024 | The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America. (2024). Dima, Tefana Maria. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09618-y. Full description at Econpapers || Download paper |
| 2025 | Interest rate uncertainty and savings: evidence from microdata. (2025). Duc, Toan Luu ; Khieu, Hoang. In: Economics and Business Letters. RePEc:ove:journl:aid:21475. Full description at Econpapers || Download paper |
| 2024 | Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Kang, Sang Hoon ; Ahmad, Nasir ; Ur, Mobeen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00134-0. Full description at Econpapers || Download paper |
| 2024 | Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.. (2024). Bonga-Bonga, Lumengo ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:119910. Full description at Econpapers || Download paper |
| 2025 | Stock prices and monetary policy: Analysis of a Bayesian DSGE model. (2025). Ida, Daisuke ; Hoshino, Satoshi. In: MPRA Paper. RePEc:pra:mprapa:124045. Full description at Econpapers || Download paper |
| 2024 | Research output and economic growth in technological laggard contexts: a longitudinal analysis (1980–2019) by type of research. (2024). Pinto, Tnia. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:3:d:10.1007_s11192-023-04893-1. Full description at Econpapers || Download paper |
| 2024 | Dynamic factor models with common (drifting) stochastic trends. (2024). Kaufmann, Sylvia ; Strachan, Rodney W ; Herger, Nils. In: Working Papers. RePEc:szg:worpap:2401. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Relative Uncertainty of Price and Output in Farm and Nonfarm Sectors In: Journal of Rural Development/Nongchon-Gyeongje. [Full Text][Citation analysis] | article | 0 |
| 1999 | A K% MONEY GROWTH LEADERSHIP RULE IN AN INTERNATIONAL MONETARY POLICY GAME In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2007 | SUSTAINABILITY OF THE FRIEDMAN RULE IN AN INTERNATIONAL MONETARY POLICY GAME In: Economic Inquiry. [Full Text][Citation analysis] | article | 0 |
| 2007 | EDITOR’S REPORT In: Economic Inquiry. [Full Text][Citation analysis] | article | 0 |
| 2018 | Nonlinear evidence on the existence of jobless recoveries In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2000 | Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2005 | The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 5 |
| 2013 | How Well Does Core Inflation Capture Permanent Price Changes?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | How Well Does Core Inflation Capture Permanent Price Changes?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1990 | Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again. In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1989 | Intertemporal substitution and the role of monetary policy: policy irrelevance once again.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1984 | Comment choosing a monetary instrument the case of supply-side shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2012 | The relative efficiency of charter schools: A cost frontier approach In: Economics of Education Review. [Full Text][Citation analysis] | article | 25 |
| 2017 | The time varying effect of monetary policy on stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2023 | Inflation and real GDP growth in the U.S.—Demand or supply driven? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1987 | The relation between money growth variability and the variability of money about target In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1987 | The geographic distribution of unemployment rates in the U.S. : A spatial-time series analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2010 | Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 60 |
| 2000 | Portfolio selection with limited downside risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 40 |
| 2004 | Forecasting with a nonlinear dynamic model of stock returns and industrial production In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 47 |
| 2007 | Macroeconomic forecasting using structural factor analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 1988 | Federal Reserve Policy, 1975-1985: An empirical analysis In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 1988 | Price rules, wage indexing, and optimal monetary policy In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Ranking federal reserve system research departments by publications in professional journals In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 6 |
| 1993 | Differential information and optimal feedback policy in new classical macroeconomic models In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1996 | An evaluation of federal reserve forecasting In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 17 |
| 1999 | An Evaluation of Federal Reserve Forecasting: Reply In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 2008 | The effect of charter schools on traditional public school students in Texas: Are children who stay behind left behind? In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 50 |
| 2007 | The impact of charter school attendance on student performance In: Journal of Public Economics. [Full Text][Citation analysis] | article | 53 |
| 2006 | Introduction: What is the New Economy? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Should we Teach an Old Economy Dog New Economy Tricks? The Role of a Postal Service in the New Economy In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Evaluating the ‘Fed Model’ of Stock Price Valuation: An out-of-sample forecasting perspective In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 1989 | Factor-adjustment costs at the industry level In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 1989 | Does inflation uncertainty affect output growth? Further evidence In: Review. [Full Text][Citation analysis] | article | 28 |
| 1989 | Understanding nominal GNP targeting In: Review. [Full Text][Citation analysis] | article | 2 |
| 1991 | A primer on cointegration with an application to money and income In: Review. [Full Text][Citation analysis] | article | 185 |
| 1994 | A Primer on Cointegration with an Application to Money and Income.(1994) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 185 | chapter | |
| 1988 | The optimality of nominal income targeting when wages are indexed to price In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1988 | On the frequency of large stock returns: putting booms and busts into perspective In: Working Papers. [Full Text][Citation analysis] | paper | 272 |
| 1991 | On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective..(1991) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | article | |
| 1990 | THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS. In: Erasmus University of Rotterdam - Institute for Economic Research. [Citation analysis] | paper | 119 |
| 1991 | The Demand for Money in the United States: Evidence from Cointegration Tests..(1991) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
| 1991 | Repeated games with Stochastic Discounting. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | AGGREGATION AND THE RANDON OBJECTIVE JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 0 |
| 1990 | Aggregation and the Random Objective Justification for Disturbances in Complete Demand Systems.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | Aggregation and the Random Objective Justification for Disturbances in Complete Demand Systems.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | How Well Does Core CPI Capture Permanent Price Changes? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | How Well Does Core CPI Capture Permanent Price Changes?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Inter-jurisdiction migration and the fiscal policies of local governments In: Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 1985 | Real Balances in an Ad Hoc Keynesian Model and Policy Ineffectiveness: A Note. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 2 |
| 1986 | Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 5 |
| 1988 | Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 53 |
| 1995 | Unit Roots and Infrequent Large Shocks: New International Evidence on Output Growth. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 20 |
| 2013 | Understanding the Sum of Perpetuities Method for Valuing Stock Prices In: Journal of Economic Insight. [Citation analysis] | article | 0 |
| 2011 | The Impact of Facilities on the Cost of Education In: National Tax Journal. [Full Text][Citation analysis] | article | 2 |
| 1990 | Variance of Agricultural Prices, Industrial Prices, and Money In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 13 |
| 1988 | Informational Implications of Money, Interest Rate, and Price Rules. In: Economic Inquiry. [Citation analysis] | article | 0 |
| 1997 | Nonlinear Business Cycle Dynamics: Cross-country Evidence on the Persistence of Aggregate Shocks. In: Economic Inquiry. [Citation analysis] | article | 32 |
| 2005 | [Full Text][Citation analysis] | article | 0 |
| 2006 | Economic Inquiry 2005--2006 Editors Report In: Economic Inquiry. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Threshold Model of Monetary Policy In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2005 | Tax Policies, Vintage Capital, and Entry and Exit of Plants In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Study Abroad Experience in Ireland: The Celtic Tiger Before and After the Global Financial Crisis In: Contributions to Economics. [Citation analysis] | chapter | 0 |
| 2022 | Portfolio choice in the model of expected utility with a safety-first component In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Does a factor Phillips curve help? An evaluation of the predictive power for U.S. inflation In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Introducing a new DEA methodology for environmental inputs In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Coronavirus economics: the impact of shutting down meatpacking plants In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | The effects of monetary policy using structural factor analysis In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Limited Downside Risk In Portfolio Selection Among U.S. and Pacific Basin Equities In: International Economic Journal. [Full Text][Citation analysis] | article | 5 |
| 2007 | Stock market risk and dollarization in Ecuador In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Modeling Nonlinearity of Business Cycles: Choosing Between the CDR and STAR Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2013 | Sectoral Effects of Monetary Policy: The Evidence from Publicly Traded Firms In: Southern Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2015 | School district consolidation: Market concentration and the scale‐efficiency tradeoff In: Southern Economic Journal. [Full Text][Citation analysis] | article | 8 |
| 2017 | Are Charters the Best Alternative? A Cost Frontier Analysis of Alternative Education Campuses in Texas In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2020 | Remittances, Output, and Exchange Rate Regimes: Theory with an Application to Latin America In: Southern Economic Journal. [Full Text][Citation analysis] | article | 1 |
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