黒住英司 : Citation Profile


Are you 黒住英司?

Hitotsubashi University (50% share)
Hitotsubashi University (50% share)

11

H index

13

i10 index

408

Citations

RESEARCH PRODUCTION:

26

Articles

29

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 27
   Journals where 黒住英司 has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 14 (3.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku189
   Updated: 2023-08-19    RAS profile: 2015-12-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with 黒住英司.

Is cited by:

Skrobotov, Anton (14)

Carrion-i-Silvestre, Josep (11)

Romero-Ávila, Diego (10)

Perron, Pierre (10)

Gambacorta, Leonardo (9)

Hadri, Kaddour (9)

Prats, Maria (7)

Navarro-Ibáñez, Manuel (7)

Tamarit, Cecilio (7)

Karul, Cagin (6)

Al-Sadoon, Majid (6)

Cites to:

Phillips, Peter (39)

Perron, Pierre (32)

Andrews, Donald (30)

Bai, Jushan (26)

Hadri, Kaddour (19)

Leybourne, Stephen (17)

Hansen, Bruce (15)

McCabe, Brendan (13)

shin, yongcheol (13)

Saikkonen, Pentti (13)

Ploberger, Werner (12)

Main data


Where 黒住英司 has published?


Journals with more than one article published# docs
Hitotsubashi Journal of Economics4
Econometric Theory4
Journal of Econometrics4
Journal of Time Series Analysis4
Economics Letters3
Econometric Reviews3

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Hitotsubashi University9
CCES Discussion Paper Series / Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2

Recent works citing 黒住英司 (2022 and 2021)


YearTitle of citing document
2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

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2023The effect of poverty and income inequality on CO2 emission based on Environmental Kuznets Curve analysis: Empirical evidence from selected developing countries. (2023). Lebe, Fuat ; Akbas, Yusuf Ekrem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:103-118.

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2022B?ST ?malat Sanayi ?irketleri Dolarizasyon E?iliminin ??letme Finansman Politikalar? Üzerine Etkileri. (2022). Topcu, Murat ; Yaliner, Kurat. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:2:p:500-526.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2022A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron. (2022). Letteri, Ivan ; de Gasperis, Giovanni ; della Penna, Giuseppe ; Dyoub, Abeer. In: Papers. RePEc:arx:papers:2201.12286.

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2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

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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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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2022A two?step procedure for testing partial parameter stability in cointegrated regression models. (2022). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:219-237.

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2022The Relationship Between the Exchange Rate, Terms of Trade and Employment in Turkey. (2022). Hasan, Mahadi ; Ahmed, Zobayer ; Uddin, Muhammad Salah. In: Apuntes del Cenes. RePEc:col:000152:020726.

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2023ARE SHOCKS TO ELECTRICITY CONSUMPTION PERMANENT OR TRANSITORY? EVIDENCE FROM A PANEL STATIONARITY TEST WITH GRADUAL STRUCTURAL BREAKS FOR 25 OECD COUNTRIES. (2023). Kara, Murat S ; Husein, Jamal G. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_3.

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2022Testing the EKC Hypothesis in terms of Trade Openness, Industrial and Construction Development: Evidences from Northern European and Latin American Countries. (2022). Kayabas, Yunus Emre. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-38.

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2021Determinants of Green Technologies in Developing Countries. (2021). cinar, serkan ; YILMAZER, Mine. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2021-02-8.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2021Long-run neutrality of money and inflation in Spanish economy, 1830-1998. (2021). Esteve, Vicente ; Congregado, Rafael Emilio. In: Working Papers. RePEc:eec:wpaper:2104.

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2021Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración. (2021). Camarero, Mariam ; Tamarit, Cecilio ; Carrion, Josep Lluis. In: Working Papers. RePEc:eec:wpaper:2112.

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2023DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301.

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2021Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Payne, James E ; Nazlioglu, Saban ; Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870.

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2021Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration. (2021). Kim, Dukpa ; Carrion-i-Silvestre, Josep. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:22-38.

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2021Energy poverty, development outcomes, and transition to green energy. (2021). ADOM, PHILIP ; Amuakwa-Mensah, Franklin ; Nsabimana, Aimable ; Agradi, Mawunyo Prosper. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:1337-1352.

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2022Cointegration with structural changes and classical model of inflation in Spain, 1830–1998. (2022). Esteve, Vicente ; Congregado, Emilio. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:376-388.

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2022The turning point of regional deindustrialization in the U.S.: Evidence from panel and time-series data. (2022). Bulut, Emre ; Marangoz, Cumali ; Yazgan, Sekip. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:294-304.

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2022The joint effect of financial development and human capital on the ecological footprint: The Algerian case. (2022). Aoussi, Amine ; Moumeni, Smail ; Chiad, Fayal. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2022-001005.

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2022.

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2021Revisiting Banking Stability Using a New Panel Cointegration Test. (2021). Ghassan, Hassan ; Boulanouar, Zakaria. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:21-:d:531614.

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2021Causality between Energy Consumption and Economic Growth in the Presence of Growth Volatility: Multi-Country Evidence. (2021). Khan, Safdar Ullah ; Rajaguru, Gulasekaran. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:471-:d:651098.

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2021Has the COVID-19 Pandemic Affected Maritime Connectivity? An Estimation for China and the Polar Silk Road Countries. (2021). Erokhin, Vasilii ; Arskiy, Aleksandr ; Tianming, Gao ; Khudzhatov, Mikail. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3521-:d:521901.

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2022Analysis of the Relationships among Financial Development, Economic Growth, Energy Use, and Carbon Emissions by Co-Integration with Multiple Structural Breaks. (2022). cinar, serkan ; Sancak, Fatih Mehmet ; Geyikci, Umut Burak. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6298-:d:821013.

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2022The Impact of Refugees on Income Inequality in Developing Countries by Using Quantile Regression, ANN, Fixed and Random Effect. (2022). Toprak, Metin ; Bayraktar, Yuksel ; Ozyilmaz, Ayfer ; Guloglu, Tuncay ; Aydin, Serdar ; Olgun, Mehmet Firat ; Isik, Esme. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9223-:d:873512.

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2022Toward Sustainability: Dynamics of Total Carbon Dioxide Emissions, Aggregate Income, Non-Renewable Energy, and Renewable Power. (2022). Chen, Wan-Jiun. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2712-:d:758948.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Munoz, Alejandro. In: Working Papers. RePEc:inf:wpaper:2021.04.

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2023Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts. (2023). Kar, Asim ; Pazarci, Sevket ; Kilic, Emre ; Kucukkaplan, Ilhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:1-18.

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2021Income terms of trade and economic convergence: Evidence from Latin America. (2021). Trofimov, Ivan. In: Journal of Economic Development. RePEc:jed:journl:v:46:y:2021:i:2:p:41-67.

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2021The relationship between tax revenue, government expenditure, and economic growth in G7 countries: new evidence from time and frequency domain approaches. (2021). Inal, Veysel ; Aydin, Mucahit ; Gurdal, Temel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09280-x.

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202150 Years of Capital Mobility in the Eurozone: Breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Alejandro. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09655-1.

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2021MARKET EFFICIENCY IN NON-RENEWABLE RESOURCE MARKETS: EVIDENCE FROM STATIONARITY TESTS WITH STRUCTURAL CHANGES. (2021). Tun, Gul Pek ; Yildirim, Dilem ; Kara, Alper. In: ERC Working Papers. RePEc:met:wpaper:2103.

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2022Impact of Terms of Trade on GDP in the Context of Prebisch–Singer Theorem: Evidence from Egypt and Guinea. (2022). , Arjun ; Aneja, Ranjan. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:34:y:2022:i:5:d:10.1057_s41287-021-00478-x.

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2021Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429.

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2022On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443.

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2021The effects of shocks on Turkish tourism demand: Evidence using panel unit root test. (2021). Ampountolas, Apostolos ; Saglam, Yagmur. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:859-866.

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2021Modeling tourism demand: Theoretical and empirical considerations for future research. (2021). Bulut, Umit ; Dogru, Tarik ; Sirakaya-Turk, Ercan. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:874-889.

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2021Forecasting COVID-19 Confirmed Cases in Major Indian Cities and Their Connectedness with Mobility and Weather-related Parameters. (2021). Krishna, Aditya. In: Vision. RePEc:sae:vision:v:25:y:2021:i:3:p:322-335.

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2022Impact of COVID-19 pandemic on exports: new evidence from selected European Union countries and Turkey. (2022). Manga, Muge ; Cengiz, Orhan. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:6:y:2022:i:3:d:10.1007_s41685-022-00249-4.

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2021A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market. (2021). Wang, Zijun ; Qian, Yan. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01916-1.

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2023Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8.

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2021Increased motor vehicle crashes following the 2016 Kumamoto earthquake, Japan: an interrupted time series analysis of property damage crashes. (2021). Taguchi, Kazutake ; Maruyama, Takuya. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:108:y:2021:i:2:d:10.1007_s11069-021-04760-3.

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2021The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew ; Akda, Saffet ; Pehlivanolu, Ferhat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y.

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2023Convergence of Income Inequality in OECD Countries Since 1870: A Multi-Method Approach with Structural Changes. (2023). PATA, Uğur ; Erdogan, Sinan ; Solarin, Sakiru Adebola. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03080-2.

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2021Fiscal Sustainability Hypothesis Test in Central and Eastern Europe: A Panel Data Perspective. (2021). Benjamin, Owusu. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:8:y:2021:i:55:p:285-312:n:1.

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2022Turkeys sectoral exports: A competitiveness approach. (2022). Bayar, Guzin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2268-2289.

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2022Green innovation and ecological footprint relationship for a sustainable development: Evidence from top 20 green innovator countries. (2022). Ulucak, Recep ; Yucel, Ali Gokhan ; Koseoglu, Ahmet. In: Sustainable Development. RePEc:wly:sustdv:v:30:y:2022:i:5:p:976-988.

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Works by 黒住英司:


YearTitleTypeCited
2006Tests for Long?Run Granger Non?Causality in Cointegrated Systems In: Journal of Time Series Analysis.
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article19
2003Tests for Long-Run Granger Non-Causality in Cointegrated Systems.(2003) In: Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2003Tests for Long-Run Granger Non-Causality in Cointegrated Systems.(2003) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 19
paper
2007Efficient estimation and inference in cointegrating regressions with structural change In: Journal of Time Series Analysis.
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article3
2005Efficient Estimation and Inference in Cointegrating Regressions with Structural Change.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2008Test for the null hypothesis of cointegration with reduced size distortion In: Journal of Time Series Analysis.
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article1
2006Test for the null hypothesis of cointegration with reduced size distortion.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
2010Reducing the size distortion of the KPSS test In: Journal of Time Series Analysis.
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article10
2009Reducing the Size Distortion of the KPSS Test.(2009) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 10
paper
2015Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests In: Manchester School.
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article1
2005Detection of Structural Change in the Long?run Persistence in a Univariate Time Series In: Oxford Bulletin of Economics and Statistics.
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article12
2015Testing for Multiple Structural Changes with Non-Homogeneous Regressors In: Journal of Time Series Econometrics.
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article1
2012Testing for Multiple Structural Changes with Non-Homogeneous Regressors.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2005Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in Econometric Reviews, Volume 26, Issue 6 November 2007, pages 705 - 739. ) In: CARF F-Series.
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paper0
2002THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES In: Econometric Theory.
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article2
2005THE RANK OF A SUBMATRIX OF COINTEGRATION In: Econometric Theory.
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article6
2003The Rank of a Sub-Matrix of Cointegration.(2003) In: Discussion Papers.
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paper
2005EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX In: Econometric Theory.
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article0
2014THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA In: Econometric Theory.
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article0
2012A simple panel stationarity test in the presence of serial correlation and a common factor In: Economics Letters.
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article47
2012Investigating finite sample properties of estimators for approximate factor models when N is small In: Economics Letters.
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article1
2010Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small.(2010) In: Global COE Hi-Stat Discussion Paper Series.
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2012Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break In: Economics Letters.
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article9
2002Testing for stationarity with a break In: Journal of Econometrics.
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article97
2009Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors In: Journal of Econometrics.
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article18
2006Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 18
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2011Model selection criteria in multivariate models with multiple structural changes In: Journal of Econometrics.
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article23
2010Model Selection Criteria in Multivariate Models with Multiple Structural Changes.(2010) In: Global COE Hi-Stat Discussion Paper Series.
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paper
2012Model selection criteria for the leads-and-lags cointegrating regression In: Journal of Econometrics.
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article12
2008Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: CCES Discussion Paper Series.
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2008Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: Global COE Hi-Stat Discussion Paper Series.
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2009Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2009) In: Working Papers.
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2008The role of “leads” in the dynamic OLS estimation of cointegrating regression models In: Mathematics and Computers in Simulation (MATCOM).
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2006The Role of Leads in the Dynamic OLS Estimation of Cointegrating Regression Models.(2006) In: Hi-Stat Discussion Paper Series.
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2008A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence In: CCES Discussion Paper Series.
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2008A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence.(2008) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 14
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2003Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend In: Discussion Papers.
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paper0
2005Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix In: Discussion Papers.
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paper1
2005Construction of Stationarity Tests with Less Size Distortions In: Discussion Papers.
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2009Construction of Stationarity Tests with Less Size Distortions.(2009) In: Hitotsubashi Journal of Economics.
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2013Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed In: Discussion Papers.
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2014Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed.(2014) In: Economics Working Papers.
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2014Improving the Finite Sample Performance of Tests for a Shift in Mean In: Discussion Papers.
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2015Confidence Sets for the Break Date Based on Optimal Tests In: Discussion Papers.
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2005Lag augmentation in regression models with possibly integrated regressors In: Hitotsubashi Journal of Economics.
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article0
2011A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data In: Hitotsubashi Journal of Economics.
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2013ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS In: Hitotsubashi Journal of Economics.
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2011Estimation and Inference in Predictive Regressions.(2011) In: Global COE Hi-Stat Discussion Paper Series.
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2011Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes In: Global COE Hi-Stat Discussion Paper Series.
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2012Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data In: Global COE Hi-Stat Discussion Paper Series.
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2007Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] In: Hi-Stat Discussion Paper Series.
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2000Modified lag augmented vector autoregressions In: Econometric Reviews.
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article22
2002TESTING FOR PERIODIC STATIONARITY In: Econometric Reviews.
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article2
2007Testing for the Null Hypothesis of Cointegration with a Structural Break In: Econometric Reviews.
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article65
2005Testing for the Null Hypothesis of Cointegration with Structural Breaks.(2005) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 65
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