Guido M. Kuersteiner : Citation Profile

University of Maryland

16

H index

19

i10 index

1549

Citations

RESEARCH PRODUCTION:

28

Articles

21

Papers

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 49
   Journals where Guido M. Kuersteiner has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 18 (1.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku116
   Updated: 2026-05-02    RAS profile: 2025-09-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hahn, Jinyong (5)

Inoue, Atsushi (4)

Prucha, Ingmar (3)

Mazzocco, Maurizio (2)

Jorda, Oscar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guido M. Kuersteiner.

Is cited by:

Jochmans, Koen (69)

Dhaene, Geert (44)

Villamizar-Villegas, mauricio (41)

Fernandez-Val, Ivan (36)

Phillips, Peter (30)

Coulibaly, Dramane (29)

Weidner, Martin (28)

d'Albis, Hippolyte (28)

Jorda, Oscar (25)

Taylor, Alan (22)

Sarafidis, Vasilis (20)

Cites to:

Hahn, Jinyong (25)

Newey, Whitney (22)

Hausman, Jerry (17)

Prucha, Ingmar (16)

Arellano, Manuel (13)

Lee, Lung-Fei (12)

Andrews, Donald (11)

Inoue, Atsushi (11)

Kilian, Lutz (11)

Phillips, Peter (9)

Romer, Christina (8)

Main data

Where Guido M. Kuersteiner has published?

Journals with more than one article published# docs
Econometric Theory7
Journal of Econometrics7
Economics Letters3
Econometrica2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Working Paper Series / Federal Reserve Bank of San Francisco3
NBER Working Papers / National Bureau of Economic Research, Inc2
Borradores de Economia / Banco de la Republica de Colombia2
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2

Recent works citing Guido M. Kuersteiner (2026 and 2025)

YearTitle of citing document
2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2026Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

Full description at Econpapers || Download paper

2026Dynamic covariate balancing: estimating treatment effects over time with potential local projections. (2024). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

Full description at Econpapers || Download paper

2025Uniform Inference on High-dimensional Spatial Panel Networks. (2025). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

Full description at Econpapers || Download paper

2025Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2023). Vella, Francis ; Gao, Wayne ; Fernandez-Val, Ivan ; Liao, Yuan. In: Papers. RePEc:arx:papers:2202.04154.

Full description at Econpapers || Download paper

2025Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

Full description at Econpapers || Download paper

2026What Impulse Response Do Instrumental Variables Identify?. (2023). Lee, Seojeong ; Seo, Myung Hwan ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828.

Full description at Econpapers || Download paper

2026On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

Full description at Econpapers || Download paper

2026Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455.

Full description at Econpapers || Download paper

2026Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities. (2024). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

Full description at Econpapers || Download paper

2025Efficiency of QMLE for dynamic panel data models with interactive effects. (2024). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

Full description at Econpapers || Download paper

2025Transmission Channel Analysis in Dynamic Models. (2024). Wilms, Ines ; Smeekes, Stephan ; Lieb, Lenard ; Wegner, Enrico. In: Papers. RePEc:arx:papers:2405.18987.

Full description at Econpapers || Download paper

2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

Full description at Econpapers || Download paper

2025Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities. (2024). Zheng, Yapeng ; Shi, Zhentao ; Li, Ming. In: Papers. RePEc:arx:papers:2410.23852.

Full description at Econpapers || Download paper

2026A Neyman-Orthogonalization Approach to the Incidental Parameter Problem. (2025). Jochmans, Koen ; Bonhomme, St'Ephane ; Weidner, Martin. In: Papers. RePEc:arx:papers:2412.10304.

Full description at Econpapers || Download paper

2025Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

Full description at Econpapers || Download paper

2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

Full description at Econpapers || Download paper

2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

Full description at Econpapers || Download paper

2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

Full description at Econpapers || Download paper

2026Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

Full description at Econpapers || Download paper

2025Minimum Distance Estimation of Quantile Panel Data Models. (2025). Melly, Blaise ; Pons, Martina. In: Papers. RePEc:arx:papers:2502.18242.

Full description at Econpapers || Download paper

2026Uniform Limit Theory for Network Data. (2025). Sasaki, Yuya. In: Papers. RePEc:arx:papers:2503.00290.

Full description at Econpapers || Download paper

2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

Full description at Econpapers || Download paper

2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

Full description at Econpapers || Download paper

2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

Full description at Econpapers || Download paper

2025Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?. (2025). Kitagawa, Toru ; Wang, Weining ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2504.01140.

Full description at Econpapers || Download paper

2026Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

Full description at Econpapers || Download paper

2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

Full description at Econpapers || Download paper

2026An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

Full description at Econpapers || Download paper

2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

Full description at Econpapers || Download paper

2025Nonlinear Treatment Effects in Shift-Share Designs. (2025). Possebom, Vitor ; Garzon, Luigi. In: Papers. RePEc:arx:papers:2507.21915.

Full description at Econpapers || Download paper

2025Weak Identification in Peer Effects Estimation. (2025). Wang, William W ; Jadbabaie, Ali. In: Papers. RePEc:arx:papers:2508.04897.

Full description at Econpapers || Download paper

2025K-Means Panel Data Clustering in the Presence of Small Groups. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2508.15408.

Full description at Econpapers || Download paper

2026A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753.

Full description at Econpapers || Download paper

2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Mar'Ia Dolores. In: Papers. RePEc:arx:papers:2509.17949.

Full description at Econpapers || Download paper

2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

Full description at Econpapers || Download paper

2026Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2510.16683.

Full description at Econpapers || Download paper

2026Causal Inference with Groupwise Matching. (2025). Song, Kyungchul ; Rinc, Ratzanyel. In: Papers. RePEc:arx:papers:2510.26106.

Full description at Econpapers || Download paper

2025The moment is here: a generalised class of estimators for fuzzy regression discontinuity designs. (2025). Lane, Stuart. In: Papers. RePEc:arx:papers:2511.03424.

Full description at Econpapers || Download paper

2026Limit Theorems for Network Data without Metric Structure. (2025). Jiang, Wen ; Wang, Yachen ; Wu, Zeqi ; Xu, Xingbai. In: Papers. RePEc:arx:papers:2511.17928.

Full description at Econpapers || Download paper

2025Low-Rank Estimation of Nonlinear Panel Data Models. (2025). Yao, Kan. In: Papers. RePEc:arx:papers:2511.21948.

Full description at Econpapers || Download paper

2025Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network. (2025). Sasaki, Yuya ; Chen, Lin. In: Papers. RePEc:arx:papers:2512.14515.

Full description at Econpapers || Download paper

2025(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data. (2025). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2512.18678.

Full description at Econpapers || Download paper

2026From Unstructured Data to Demand Counterfactuals: Theory and Practice. (2026). Christensen, Timothy ; Compiani, Giovanni. In: Papers. RePEc:arx:papers:2601.05374.

Full description at Econpapers || Download paper

2026Model Selection in Panel Data Models: A Generalization of the Vuong Test. (2026). Vuong, Quang ; Menzel, Konrad ; Liao, Zhipeng ; Hahn, Jinyong. In: Papers. RePEc:arx:papers:2601.22354.

Full description at Econpapers || Download paper

2026Fixed Effects as Generated Regressors. (2026). Huang, Jiaqi. In: Papers. RePEc:arx:papers:2602.08899.

Full description at Econpapers || Download paper

2026Jackknife Inference for Fixed Effects Models. (2026). Higgins, Ayden. In: Papers. RePEc:arx:papers:2602.21903.

Full description at Econpapers || Download paper

2026When are time series predictions causal? The potential system and dynamic causal effects. (2026). Shephard, Neil ; Carlson, Jacob. In: Papers. RePEc:arx:papers:2603.20394.

Full description at Econpapers || Download paper

2025A neyman-orthogonalization approach to the incidental parameter problem. (2025). Jochmans, Koen ; Weidner, Martin ; Bonhomme, Stphane. In: CeMMAP working papers. RePEc:azt:cemmap:05/25.

Full description at Econpapers || Download paper

2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

Full description at Econpapers || Download paper

2025Economic activity, inflation, and monetary policy after extreme weather events: ENSO and its economic impact on the Peruvian economy. (2025). Pérez Forero, Fernando ; Ledesma, Alan ; Aguirre, John ; Rojas, Youel. In: BIS Working Papers. RePEc:bis:biswps:1276.

Full description at Econpapers || Download paper

2025Business Cycles, Monetary Policy Stance, and Monetary Policy Transmission in Korea. (2025). Jongwook, Park ; Seungyoon, Lee. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:25:y:2025:i:2:p:799-824:n:1004.

Full description at Econpapers || Download paper

2025Inference for Regression with Variables Generated by AI or Machine Learning. (2025). Hansen, Stephen ; Sacher, Szymon ; Christensen, Timothy ; Battaglia, Laura. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2421.

Full description at Econpapers || Download paper

2025Cross Section Curve Data Autoregression. (2025). Jiang, Liang. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2439.

Full description at Econpapers || Download paper

2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2467.

Full description at Econpapers || Download paper

2026On Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2026). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2497.

Full description at Econpapers || Download paper

2025Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9.

Full description at Econpapers || Download paper

2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

Full description at Econpapers || Download paper

2026Monetary policy under multiple financing constraints. (2026). Perez-Orive, Ander ; van der Ghote, Alejandro ; Timmer, Yannick. In: Working Paper Series. RePEc:ecb:ecbwps:20263217.

Full description at Econpapers || Download paper

2025Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

Full description at Econpapers || Download paper

2025Networks and information in credit markets. (2025). Minetti, Raoul ; Gupta, Abhimanyu ; Kokas, Sotirios ; Michaelides, Alexander. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001087.

Full description at Econpapers || Download paper

2025Austerity reexamined: Uncovering the role of the shadow economy. (2025). Bechchani, Khalil. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1291-1317.

Full description at Econpapers || Download paper

2025Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237.

Full description at Econpapers || Download paper

2025A bias-corrected fixed effects estimator for the dynamic panel data model with exogenous variables. (2025). Sun, Rui ; Liu, Long ; Kao, Chihwa. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002630.

Full description at Econpapers || Download paper

2025On testing for spatial or social network dependence in panel data allowing for network variability. (2025). Liu, Xiaodong ; Prucha, Ingmar R. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002768.

Full description at Econpapers || Download paper

2025Efficiency bounds for moment condition models with mixed identification strength. (2025). Doko Tchatoka, Firmin ; Dovonon, Prosper ; Atchad, Yves F. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000691.

Full description at Econpapers || Download paper

2025Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation. (2025). Doko Tchatoka, Firmin ; Dufour, Jean-Marie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001660.

Full description at Econpapers || Download paper

2025Weak identification in discrete choice models. (2025). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002112.

Full description at Econpapers || Download paper

2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

Full description at Econpapers || Download paper

2025Model averaging prediction for possibly nonstationary autoregressions. (2025). Liu, Chu-An ; Lin, Tzu-Chi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s030440762500048x.

Full description at Econpapers || Download paper

2025How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach. (2025). Paranhos, Livia. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002318.

Full description at Econpapers || Download paper

2025Quantile regression with group-level treatments. (2025). Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001332.

Full description at Econpapers || Download paper

2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

Full description at Econpapers || Download paper

2025Estimation of spatial autoregressive panel data models with nonparametric endogenous effect. (2025). Yang, Zixin ; Song, Xiaojun ; Yu, Jihai. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001666.

Full description at Econpapers || Download paper

2025Test of neglected heterogeneity in dyadic models. (2025). Shi, Ruoyao ; Hahn, Jinyong ; Moon, Hyungsik Roger. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pb:s0304407624000824.

Full description at Econpapers || Download paper

2025An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83.

Full description at Econpapers || Download paper

2025GMM Model Averaging Using Higher Order Approximations. (2025). Martins, Luis ; Gabriel, Vasco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:36:y:2025:i:c:p:37-54.

Full description at Econpapers || Download paper

2025Foreign exchange intervention: A comparative analysis of announcements versus trades. (2025). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001692.

Full description at Econpapers || Download paper

2026Foreign exchange interventions and foreign shocks. (2026). Mello Costa, Miguel ; Garcia Cicco, Javier ; Garca-Cicco, J ; Bucacos, E. In: Emerging Markets Review. RePEc:eee:ememar:v:70:y:2026:i:c:s1566014125001499.

Full description at Econpapers || Download paper

2025Does international coordinated industrial policy stimulate regional low-carbon aviation development? Evidence from CORSIA and the APEC developing economies. (2025). Yan, Zichun ; Zhang, Jingjia ; Wang, Zehan ; Du, Zizhe. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500043x.

Full description at Econpapers || Download paper

2025Emerging Asia’s move towards a net-zero path: The interplay of environmental threats, energy systems innovation, and vulnerability. (2025). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006917.

Full description at Econpapers || Download paper

2025Auction-based tests of inventory control and private information in a centralized interdealer FX market. (2025). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000217.

Full description at Econpapers || Download paper

2025Easing of borrower-based measures: Evidence from Czech loan-level data. (2025). Ngo, Ngoc Anh ; Hodula, Martin ; Pfeifer, Luk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001098.

Full description at Econpapers || Download paper

2025(Market) power is (political) power! The pressure of declining competition on democracy. (2025). Basihos, Seda. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:4:p:1092-1117.

Full description at Econpapers || Download paper

2025The trend effect of foreign exchange intervention. (2025). Yamamoto, Yohei ; Fatum, Rasmus ; Chen, Binwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000907.

Full description at Econpapers || Download paper

2025Monetary policy and inequality: Distributional effects of asset purchase programs. (2025). Cercil, Irfan ; Aksaray, Gorkem ; Eril, Rfan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001196.

Full description at Econpapers || Download paper

2025Financial development in the aftermath of banking crises. (2025). Pozzi, Lorenzo ; Everaert, Gerdie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001305.

Full description at Econpapers || Download paper

2025Downward wage rigidity and asymmetric effects of monetary policy. (2025). Kurt, Ezgi ; Jackson Young, Laura. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000594.

Full description at Econpapers || Download paper

2025Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546.

Full description at Econpapers || Download paper

2025Dangerous density: Urban density and the criminalization of China. (2025). Ma, Ning ; Chen, LU ; Zeng, Zihan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001881.

Full description at Econpapers || Download paper

2025Consistent tests for semiparametric conditional independence. (2025). Dai, Shengtao ; Song, Xiaojun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220.

Full description at Econpapers || Download paper

2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

Full description at Econpapers || Download paper

2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Maria. In: Working Paper Series. RePEc:fip:fedfwp:101873.

Full description at Econpapers || Download paper

2025Driving Green Transformation Through the National Digital Economy Innovation Pilot: A Quasi-Experimental Study on Reducing Urban Energy Intensity in 282 Chinese Cities. (2025). Lin, Quan ; Wang, Qian ; Shi, Chenyong ; Ausloos, Marcel. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:5687-:d:1683690.

Full description at Econpapers || Download paper

2025Identification of spatial spillovers: Do’s and donts. (2025). Debarsy, Nicolas ; le Gallo, Julie. In: Post-Print. RePEc:hal:journl:hal-04549691.

Full description at Econpapers || Download paper

2025Identification of Spatial Spillovers: Dos and Donts. (2025). Le Gallo, Julie ; Debarsy, Nicolas. In: Post-Print. RePEc:hal:journl:hal-05107904.

Full description at Econpapers || Download paper

2025Can Policies Affect Preferences? Evidence from random variation in abortion jurisprudence. (2025). Yeh, Susan ; Levonyan, Vardges ; Chen, Daniel L. In: Post-Print. RePEc:hal:journl:hal-05582254.

Full description at Econpapers || Download paper

2025Time-varying Local Projections with Stochastic Volatility. (2025). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:761.

Full description at Econpapers || Download paper

2025A neyman-orthogonalization approach to the incidental parameter problem. (2025). Jochmans, Koen ; Weidner, Martin ; Bonhomme, Stphane. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp05/25.

Full description at Econpapers || Download paper

2025High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach. (2025). Pacifico, Antonio. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10718-x.

Full description at Econpapers || Download paper

2026Nonparametric spatial frontier models for productivity analysis: evidence from EU regions. (2026). Simar, Leopold ; Mastromarco, Camilla. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:65:y:2026:i:2:d:10.1007_s11123-026-00796-4.

Full description at Econpapers || Download paper

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

Works by Guido M. Kuersteiner:

YearTitleTypeCited
2022Efficient Peer Effects Estimators with Group Effects In: Papers.
[Full Text][Citation analysis]		paper2
2023Efficient peer effects estimators with group effects.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Efficient Bias Correction for Cross-section and Panel Data In: Papers.
[Full Text][Citation analysis]		paper2
2024Efficient bias correction for cross‐section and panel data.(2024) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Inference for Local Projections In: Papers.
[Full Text][Citation analysis]		paper1
2024Inference for Local Projections.(2024) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2026Inference for local projections.(2026) In: The Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Overidentification in Shift-Share Designs In: Papers.
[Full Text][Citation analysis]		paper5
2025Differential Test Performance and Peer Effects In: Papers.
[Full Text][Citation analysis]		paper0
2025Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity In: Papers.
[Full Text][Citation analysis]		paper0
2016Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy In: Borradores de Economia.
[Full Text][Citation analysis]		paper68
2018Effective sterilized foreign exchange intervention? Evidence from a rule-based policy.(2018) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2016Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” In: Borradores de Economia.
[Full Text][Citation analysis]		paper5
2005Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper33
2008Difference in difference meets generalized least squares: Higher order properties of hypotheses tests.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2005Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper18
2015Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper48
2020Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity.(2020) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2002EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
[Full Text][Citation analysis]		article21
2005AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS In: Econometric Theory.
[Full Text][Citation analysis]		article27
2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS In: Econometric Theory.
[Full Text][Citation analysis]		article160
2022GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2022JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article1
2022GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2024CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS In: Econometric Theory.
[Full Text][Citation analysis]		article1
2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large In: Econometrica.
[Citation analysis]		article401
2010Constructing Optimal Instruments by First-Stage Prediction Averaging In: Econometrica.
[Full Text][Citation analysis]		article52
2000RMSE Reduction for GMM Estimators of Linear Time Series Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations In: Econometrics Journal.
[Full Text][Citation analysis]		article208
2010Stationarity and mixing properties of the dynamic Tobit model In: Economics Letters.
[Full Text][Citation analysis]		article13
2002Discontinuities of weak instrument limiting distributions In: Economics Letters.
[Full Text][Citation analysis]		article43
2004Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large In: Economics Letters.
[Full Text][Citation analysis]		article5
2001Optimal instrumental variables estimation for ARMA models In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
1999Optimal Instrumental Variables Estimation for ARMA Models.(1999) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2007Long difference instrumental variables estimation for dynamic panel models with fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article89
2012Kernel-weighted GMM estimators for linear time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2013Limit theory for panel data models with cross sectional dependence and sequential exogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
2019Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited In: Working Paper Series.
[Full Text][Citation analysis]		paper166
2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166		paper
2018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2018) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166		article
2023Significance Bands for Local Projections In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2008Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper86
2011Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score.(2011) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
1999Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity In: Working papers.
[Citation analysis]		paper1
2004Semiparametric Causality Tests Using the Policy Propensity Score In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
1994Real Business Cycle Models - Some Evidence for Switzerland In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article0
2018Ingmar Prucha’s contributions to economics and econometrics In: Empirical Economics.
[Full Text][Citation analysis]		article0
2019Study of a Peer Effect with Random Group Effects In: Working Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team