Eben Lazarus : Citation Profile

University of California-Berkeley

5

H index

5

i10 index

266

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2018 - 2025). See details.
   Cites by year: 38
   Journals where Eben Lazarus has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 2 (0.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla883
   Updated: 2026-01-17    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Gormsen, Niels (2)

Thaler, Michael (2)

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

Is cited by:

Lewis, Daniel (10)

Hwang, Jungbin (10)

Mertens, Karel (9)

Perron, Pierre (9)

Iacone, Fabrizio (8)

Coroneo, Laura (8)

Lee, Sokbae (Simon) (7)

Wang, Xuexin (7)

Phillips, Peter (6)

Plagborg-Moller, Mikkel (6)

Stock, James (6)

Cites to:

Lewis, Daniel (4)

Gormsen, Niels (4)

Xiu, Dacheng (3)

Vogelsang, Timothy (3)

West, Kenneth (3)

Kiefer, Nicholas (3)

Giglio, Stefano (3)

Sun, Yixiao (3)

van Binsbergen, Jules (2)

Newey, Whitney (2)

Zhang, Lu (2)

Main data

Where Eben Lazarus has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2

Recent works citing Eben Lazarus (2025 and 2024)

YearTitle of citing document
2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060.

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2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344060.

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2025The Transmission of Reliable and Unreliable Information. (2025). Noy, Shakked ; Graeber, Thomas ; Roth, Christopher. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:371.

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

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2024). Smeekes, Stephan ; Lieb, Lenard ; Almeida, Rui Jorge ; Bacsturk, Nalan ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

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2024On Robust Inference in Time Series Regression. (2024). Mora, Aaron ; Kapetanios, George ; Diebold, Francis ; Baillie, Richard T ; Ho, Kun. In: Papers. RePEc:arx:papers:2203.04080.

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2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2024). Vogelsang, Timothy ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Ardia, David ; Laurent, S'Ebastien ; Sessinou, Rosnel. In: Papers. RePEc:arx:papers:2403.17127.

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2024Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved. (2024). Epstein, Larry ; Patel, Kaushil. In: Papers. RePEc:arx:papers:2405.09500.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Troll Farms. (2024). Ginzburg, Boris ; Denter, Philipp. In: Papers. RePEc:arx:papers:2411.03241.

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2025On Prior Confidence and Belief Updating. (2024). Reddinger, Jonathan ; Dave, Chetan ; Chan, Kenneth ; Charness, Gary. In: Papers. RePEc:arx:papers:2412.10662.

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

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

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2025Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090.

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2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435.

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2024Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024Motivated Procrastination. (2024). Schudy, Simeon ; Friedrichsen, Jana ; Cordes, Charlotte. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11072.

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2024Speculating on Higher Order Beliefs. (2024). Schmidt-Engelbertz, Paul ; Vasudevan, Kaushik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11217.

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2025The Transmission of Reliable and Unreliable Information. (2025). Graeber, Thomas W ; Roth, Christopher ; Noy, Shakked. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12109.

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2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Bias in local projections. (2024). Herbst, Edward P ; Johannsen, Benjamin K. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010.

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2024Is Newey–West optimal among first-order kernels?. (2024). Kolokotrones, Thomas ; Stock, James H ; Walker, Christopher D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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2024Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763.

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2024Local projections vs. VARs: Lessons from thousands of DGPs. (2024). Plagborg-Moller, Mikkel ; Wolf, Christian K ; Plagborg-Mller, Mikkel ; Li, Dake. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s030440762400068x.

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2024Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192.

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2025Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Gurdgiev, Constantin ; Pisera, Stefano ; Goodell, John W ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

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2025Cash duration, risk, and implications for stock returns. (2025). Taussig, Roi D. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325000522.

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2024Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504.

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2025Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092.

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2025The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652.

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2024Intermediary-based equity term structure. (2024). Li, Kai ; Xu, Chenjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000795.

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2025The impact of prices on analyst cash flow expectations: Reconciling subjective beliefs data with rational discount rate variation. (2025). Chaudhry, Aditya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001035.

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2025Equity duration and predictability. (2025). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001229.

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2025The retail habitat. (2025). Laarits, Toomas ; Sammon, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001527.

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2025Sinking ships: Liquidity constraints and return predictability in recessions. (2025). Doshchyn, Artur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000170.

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2024Asymmetry in inflation persistence under inflation targeting. (2024). Koursaros, Demetris ; Aslanidis, Nektarios ; Otto, Glenn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001285.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts. (2024). Lunsford, Kurt ; West, Kenneth D. In: Working Papers. RePEc:fip:fedcwq:98821.

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2024A Simple Diagnostic for Time-Series and Panel-Data Regressions. (2024). Gospodinov, Nikolay ; Crump, Richard ; Gaffney, Ignacio Lopez. In: Staff Reports. RePEc:fip:fednsr:99063.

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2024A Jackknife Variance Estimator for Panel Regressions. (2024). Gospodinov, Nikolay ; Crump, Richard ; Gaffney, Ignacio Lopez. In: Staff Reports. RePEc:fip:fednsr:99064.

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2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149.

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2024The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts. (2024). Li, Xiaole ; Nam, Deokwoo. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:65:y:2024:i:1:p:1-31.

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2024Cash flow duration and market reactions to earnings announcements. (2024). Gao, Wenlian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01269-1.

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2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2024Implied Equity Duration: Lessons from the Japanese Financial Crises. (2024). Fukuta, Yuichi ; Yamane, Akiko. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2408.

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2025Change of the disposition effect and investor sentiment. (2025). Yang, Pujian. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00412-4.

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2024On Prior Confidence and Belief Updating. (2024). Reddinger, Jonathan ; Dave, Chetan ; Chan, Kenneth ; Charness, Gary. In: Working Papers. RePEc:ris:albaec:2024_010.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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2025HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03.

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Works by Eben Lazarus:

YearTitleTypeCited
2024Overinference from Weak Signals and Underinference from Strong Signals In: Papers.
[Full Text][Citation analysis]		paper11
2025Overinference from Weak Signals and Underinference from Strong Signals*.(2025) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2023Duration‐Driven Returns In: Journal of Finance.
[Full Text][Citation analysis]		article26
2023Forward Return Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article117
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article93
2021The Size‐Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article17

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