Matthijs Lof : Citation Profile

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225

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 17
   Journals where Matthijs Lof has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 9 (3.85 %)

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ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo285
   Updated: 2023-11-04    RAS profile: 2023-10-08    
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Relations with other researchers

Works with:

Wong, Wing-Keung (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Abudy, Menachem (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Harris, Jeffrey (2)

Horenstein, Alex (2)

Smales, Lee (2)

Patton, Andrew (2)

Ødegaard, Bernt (2)

Regis, Luca (2)

Adrian, Tobias (2)

Dreber, Anna (2)

Walther, Thomas (2)

Patel, Vinay (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Alexeev, Vitali (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Pasquariello, Paolo (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Bos, Charles (2)

Caporin, Massimiliano (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Colliard, Jean-Edouard (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Putnins, Talis (2)

Vilkov, Grigory (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Rakowski, David (2)

Xia, Shuo (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Rinne, Kalle (2)

Park, Andreas (2)

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

Is cited by:

Hommes, Cars (12)

Zheng, Huanhuan (10)

Napoletano, Mauro (8)

Fagiolo, Giorgio (8)

Dosi, Giovanni (8)

Roventini, Andrea (8)

Bec, Frédérique (7)

Reitz, Stefan (7)

Gusella, Filippo (7)

Pincheira, Pablo (7)

Treibich, Tania (7)

Cites to:

Shiller, Robert (23)

Campbell, John (20)

Easley, David (14)

Hommes, Cars (14)

French, Kenneth (11)

Lanne, Markku (10)

Rogoff, Kenneth (10)

Saikkonen, Pentti (9)

West, Kenneth (9)

Stein, Jeremy (8)

Tarp, Finn (8)

Main data

Where Matthijs Lof has published?

Journals with more than one article published# docs
World Development2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Bank of Finland Research Discussion Papers / Bank of Finland2

Recent works citing Matthijs Lof (2023 and 2022)

YearTitle of citing document
2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924.

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2022Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568.

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2022Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830.

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2023Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796.

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2022Efecto de la incertidumbre en las organizaciones del mercado accionario: una herramienta para la toma de decisiones y la inteligencia organizacional. (2022). Gonzales-Campo, Carlos Hernan ; Candelo-Viafara, Juan Manuel. In: Estudios Gerenciales. RePEc:col:000129:020062.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022On the heterogeneous link between public debt and economic growth. (2022). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000208.

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2022The dynamic effects of debt and equity inflows: Evidence from emerging and developing countries. (2022). Alimov, Behzod. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000202.

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2022Ownership structure of oil revenues: Political institutions and financial markets in oil-producing countries. (2022). Abor, Joshua Yindenaba ; Karimu, Amin ; Fiador, Vera Ogeh ; Mohammed, Jabir Ibrahim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000317.

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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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2023The aid-nutrition link – Does targeted development assistance related to food systems matter?. (2023). Torero, Maximo ; Cullen, Maximo Torero ; Chichaibelu, Bezawit Beyene ; Kubik, Zaneta ; Kornher, Lukas. In: World Development. RePEc:eee:wdevel:v:162:y:2023:i:c:s0305750x22003175.

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2023Heterogeneous and time varying nexus between climate change and quality of life in Africa. (2023). Lawal, Rodiat ; Seyingbo, Oluwagbenga ; Fagbemi, Temitope ; Adigun, Rasheed ; Oyekola, Olayinka ; Sakariyahu, Rilwan. In: Discussion Papers. RePEc:exe:wpaper:2308.

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2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

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2022Public Debt and Economic Growth in EU Countries. (2022). Onofrei, Mihaela ; Rusu, Valentina Diana ; Roman, Angela ; Firtescu, Bogdan Narcis ; Bostan, Ionel. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:254-:d:940255.

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2022The Effects of Household Debt and Oil Price Shocks on Economic Growth in the Shadow of the Pandemic. (2022). Wang, Hua ; Xue, Weixian ; Zhang, Zhe ; Li, Xiangfa. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15140-:d:973358.

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2023L’efficacité de l’aide : quelles évolutions de la littérature depuis deux décennies ? WP329. (2023). Ferry, Marin ; Chauvet, Lisa. In: Working Papers. RePEc:hal:wpaper:hal-04141543.

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2023Interactions of Gross Domestic Product, External Debt and Government Expenditure: Evidence From International Development Association Countries [A Panel-VAR Approach]. (2023). Baral, Krishna Hari. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:5:p:11.

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2022Investor Sentiment and Paradigm Shifts in Equity Return Forecasting. (2022). Tu, Jun ; Li, Kai ; He, Xue-Zhong ; Chu, Liya. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4301-4325.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2022Food Prices, Ethics and Forms of Speculation. (2022). Bredin, Don ; Salvador, Enrique ; Poti, Valerio. In: Journal of Business Ethics. RePEc:kap:jbuset:v:179:y:2022:i:2:d:10.1007_s10551-021-04842-z.

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2022New Evidence from Government Debt and Economic Growth in Core and Periphery European Union Countries : Asymmetric Panel Causality. (2022). Ozmen, Brahim. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:3:p:167-187.

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2022Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Xiong, Xiong ; Zhang, Wei ; Li, Jie ; Zhou, Zhong-Qiang. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

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2022A dimension reduction method for stock-price prediction using multiple predictors. (2022). , Edwin ; Ghorbani, Mahsa. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-021-00636-3.

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2022House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Tippet, Ben ; Kohler, Karsten. In: IPE Working Papers. RePEc:zbw:ipewps:1942022.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Matthijs Lof:

YearTitleTypeCited
2014GMM Estimation with Non-causal Instruments under Rational Expectations In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2011GMM estimation with noncausal instruments under rational expectations.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
[Full Text][Citation analysis]		paper1
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
[Full Text][Citation analysis]		paper1
2013Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
2011Noncausality and Asset Pricing.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2023Asymmetric information and the distribution of trading volume In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article0
.() In: .
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This paper has another version. Agregated cites: 0		paper
.() In: .
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2012Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article42
2014Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters.
[Full Text][Citation analysis]		article82
2013Does sovereign debt weaken economic growth? A Panel VAR analysis..(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article21
2022Mind the Basel gap In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2015Aid and Income: Another Time-series Perspective In: World Development.
[Full Text][Citation analysis]		article25
2013Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2015Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development.
[Full Text][Citation analysis]		article3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2015Rational Speculators, Contrarians, and Excess Volatility In: Management Science.
[Full Text][Citation analysis]		article27
2012Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2010Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Essays on Expectations and the Econometrics of Asset Pricing In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Expected market returns: SVIX, realized volatility, and the role of dividends In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0

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