Leo Michelis : Citation Profile

Toronto Metropolitan University

6

H index

5

i10 index

1305

Citations

RESEARCH PRODUCTION:

15

Articles

15

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 52
   Journals where Leo Michelis has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 7 (0.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi255
   Updated: 2026-01-17    RAS profile: 2023-03-16    
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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 Leo Michelis.

Is cited by:

Dreger, Christian (18)

Panagiotidis, Theodore (14)

GUPTA, RANGAN (12)

Beckmann, Joscha (12)

Balcilar, Mehmet (11)

Miller, Stephen (11)

Milas, Costas (11)

Haug, Alfred (11)

Czudaj, Robert (11)

d'Albis, Hippolyte (10)

Cavaliere, Giuseppe (10)

Cites to:

Johansen, Soren (21)

MacKinnon, James (11)

Hafer, Rik (11)

Kutan, Ali (11)

Haug, Alfred (9)

Karfakis, Costas (9)

Gonzalo, Jesus (9)

Taylor, Mark (8)

Constantinides, George (7)

Smets, Frank (7)

juselius, katarina (7)

Main data

Where Leo Michelis has published?

Journals with more than one article published# docs
Canadian Journal of Economics3
Economics Letters3
Applied Economics2
Journal of Economic Integration2

Working Papers Series with more than one paper published# docs
Working Papers / University of Crete, Department of Economics5

Recent works citing Leo Michelis (2025 and 2024)

YearTitle of citing document
2025Empirical Study on the Factors Influencing Stock Market Volatility in China. (2025). Zhang, Jingchu. In: Papers. RePEc:arx:papers:2501.08668.

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2025EXCHANGE RATE PASS-THROUGH AND INFLATIONARY DYNAMICS IN BANGLADESH: A COINTEGRATION AND VECM ANALYSIS. (2025). Rahman, Jillur ; Akter, Sazeda. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:37-67.

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2024Food Price Inflation in the United States as a Complex Dynamic Economic System. (2024). Senarath, Dharmasena ; Faith, Parum. In: Journal of Agricultural & Food Industrial Organization. RePEc:bpj:bjafio:v:22:y:2024:i:2:p:113-132:n:1002.

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2024Acumulación regulatoria y crecimiento económico: una aproximación empírica para Colombia. (2024). Robledo, Jacobo Campo ; Meja, Jos Libardo. In: Revista Desarrollo y Sociedad. RePEc:col:000090:021222.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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2024How do water, food, and energy resources impact environmental conditions in Ghana? A novel dynamic ARDL simulation approach. (2024). Chen, Hao ; Tackie, Faustina Korkor ; Ahakwa, Isaac. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224030779.

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2024Natural resources management efficiency: The role of green innovation for digital government. (2024). Hordofa, Tolassa Temesgen ; Xu, Ting ; Kaur, Prabjot ; Muda, Iskandar ; Dongsheng, Chen. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724004860.

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2025Financial globalization, global accounting standards and economic growth. (2025). Triani, Silvia ; Gal, Graham ; Akisik, Orhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007063.

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2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

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2025Fourier Cointegration Analysis of the Relationship Between Interest and Noninterest Income in Banks: The Case of Azer Turk Bank. (2025). Burjaliyeva, Nazrin Gurban ; Orudzhev, Elshar Gurban. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:10:p:297-:d:1771792.

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2025Investigating the Relationship Between Liquidity Risk, Credit Risk, and Solvency Risk in Banks Listed on the Iranian Capital Market: A Panel Vector Error Correction Model. (2025). Shojaie, Seyed Ehsan ; Kamyabfar, Hamidreza ; Tanasescu, Cristina ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:5:p:139-:d:1659084.

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2025Evaluation of the Relationship Between Ecological Footprint, Economic and Political Stability Variables in SAARC Countries with PVAR Analysis. (2025). Rokicki, Tomasz ; Bedycka-Brawska, Aneta ; Noorzai, Mohammad Tawfiq ; Kutlar, Aziz ; Brawski, Piotr. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:20:p:5378-:d:1769858.

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2025Navigating Environmental Concerns: Unveiling the Role of Economic Governance, Energy Transition, and Population Aging on Transport-Based CO 2 Emissions in China. (2025). Wu, Huan ; Du, Jianguo ; Rasool, Yasir. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:7:p:1748-:d:1625034.

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2024Oman’s Green Horizon: Steering Towards Sustainability Through Decarbonization and Energy Transition. (2024). Ahmed, Mwahib Gasmelsied ; Mohamed, Sufian Eltayeb. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:21:p:9375-:d:1508885.

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2024Analyzing GDP Growth Drivers in Saudi Arabia: Investment or Consumption: An Evidence-Based ARDL-Bound Test Approach. (2024). Ahmed, Mwahib Gasmelsied. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:9:p:3786-:d:1386718.

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2025Economic Growth in the Digital Era: Limits and Benefits of Globalization and Digital Transformation in KSA. (2025). Neffati, Mohamed. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:3893-:d:1642714.

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2024An appraisal of Thirlwall-Hussain model: Capital flows and economic dynamics in Mexico, 1994-2023. (2024). Cuevas, Vctor M ; Hernndez, Ignacio Perrotini. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:3:a:3.

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2024Causal Behavior of Dynamic Dividend Yield of Property Stock in Information Asymmetric Market: Evidence from South African Listed Property Stock Market. (2024). Peiser, Richard B ; Olaleye, Abel ; Ajayi, Cyril A ; Fateye, Tosin B. In: International Real Estate Review. RePEc:ire:issued:v:27:n:04:2024:p:501-520.

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2024Cointegration and Economic Dynamics: Unraveling the Interplay between Gold Prices and Residential Property Prices in Five Different Nations. (2024). Ijaz, Syeda Tayyaba. In: International Real Estate Review. RePEc:ire:issued:v:27:n:04:2024:p:521-536.

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2024Non-linear Cointegration Test, Based on Record Counting Statistic. (2024). Blas, Clara Simn ; Santos-Martn, M T ; Sipols, Ana E ; Fellag, Hocine ; Atil, Lynda. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10520-1.

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2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

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2024Skill intensity in manufacturing exports: Do basic, technology-intensive or differentiated exports cause growth in Kuwait?. (2024). Kalaitzi, Athanasia Stylianou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:5:d:10.1007_s10644-024-09735-5.

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2024The popularity function: a spurious regression? The case of Austria. (2024). schneider, friedrich ; Neck, Reinhard. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:31:y:2024:i:1:d:10.1007_s10797-023-09802-z.

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2024Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1.

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2024Impact of Non-Oil Export on Nigeria’s Economic Growth: A Disaggregated Approach. (2024). Yahaya, Umar Isah ; Muhammad, Umar Farouq ; Abdullahi, Isah Usman. In: MPRA Paper. RePEc:pra:mprapa:122084.

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2025Unemployment invariance hypothesis and labor supply: a test for 31 American countries. (2025). Martín-Román, Ángel ; Martn-Romn, Ngel L ; Mariduea-Larrea, Ngel. In: MPRA Paper. RePEc:pra:mprapa:125831.

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2024Convergence Hypothesis and Economic Growth in ECO Countries: An Insight from MM-QR Approach. (2024). Sultan, Sana ; Sheikh, Muhammad Ramzan ; Mushtaq, Iram ; Abbas, Asad. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:89-104.

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2025Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model. (2007). . In: Working Paper series. RePEc:rim:rimwps:25-07.

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2025Greek GDP Forecasting Using Bayesian Multivariate Models. (2025). Krompas, Ioannis ; Bragoudakis, Zacharias. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:63-76.

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2024Exchange Rate Pass-Through to Brazilian E-Commerce Prices. (2024). Resende, Marcelo ; de Lima, Daniel Penido. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:1:p:25-43.

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2024Growth in Foreign Trade in Liberalized India: The Relevance of FDI. (2024). Sahu, Tarak Nath ; Jana, Shib Sankar ; Pandey, Krishna Dayal. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:1:p:252-267.

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2024Capital Market Performance and Bangladesh€™s Economy: An Empirical Study. (2024). Hossin, Md Shakhaowat ; Hamid, Md Kaisar. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s165-s183.

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2024Health Expenditure and Economic Growth Nexus: Empirical Evidence from South Asian Countries. (2024). Mohanty, Saileja ; Sethi, Narayan ; Sahoo, Malayaranjan ; Das, Aurolipsa. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s229-s243.

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2024Stock Market Integration and Trade: A Study on India and its Major Trading Partners. (2024). Jana, Samiran. In: Vision. RePEc:sae:vision:v:28:y:2024:i:3:p:313-326.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024How efficient are natural gas markets in practice? A wavelet-based approach. (2024). Baba, Amina ; Creti, Anna ; ben Kebaier, Sana. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04750-z.

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2025Spillover effects of separated oil price shocks on regional financial stress amidst Russia–Ukraine and global geopolitical tensions: a novel GVAR approach. (2025). Sohag, Kazi ; Ahmed, Faroque. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00329-8.

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2024Impact of Covid-19 on the Economic Growth of ASEAN Countries: Convergence or Divergence?. (2024). Daloia, Federico ; Gugler, Philippe. In: International Journal of Global Business and Competitiveness. RePEc:spr:ijogbc:v:19:y:2024:i:2:d:10.1007_s42943-024-00098-2.

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2024Testing the Relationship Between Income and Expenditure of a Statutory Organization: Cointegration and Causality Approach. (2024). Rajput, Neha ; Bhalla, G S. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01201-3.

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2024Significance of International Trade and National GDP as Two Integral Components of Sustainable Economic Development in Saudi Arabia. (2024). Nasrulddin, Vivian ; Yusuf, Nadia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01245-5.

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2024The Nexus Between Foreign Direct Investment, Trade Openness, and Economic Growth of Nigeria. (2024). Wu, Shuyu ; Pan, David Qingzhong ; Ogudu, Nnanna Harrison. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01608-y.

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2024Race to Top or Race to Bottom Approach: Disaggregated Effect of Fiscal Decentralization and Its Implications for Consumption-Based Carbon Emissions. (2024). Gu, Xiao ; Wang, Weizheng ; Song, Lin ; Tufail, Muhammad ; Khan, Salah Uddin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01690-2.

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2024Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach. (2024). Mitra, Subrata K ; Pal, Debdatta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00382-1.

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2025Vector autoregressive model: to analyze the influence of the agriculture, mining and quarrying sectors on local revenues. (2025). , Asnawi ; Bachri, Naufal ; Roni, Muhammad. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00448-9.

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2025Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy. (2025). de Mendonça, Helder ; Vereda, Luciano ; Matos, Luan Mateus ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1884-1906.

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2025How Do Climate‐Related Risks and Opportunities Affect Portfolio Allocation and Asset Pricing?. (2025). Shi, Yin ; Asal, Maher ; Li, Xiaoni. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:5:p:2746-2765.

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Works by Leo Michelis:

YearTitleTypeCited
2019Financial Frictions, Durable Goods and Monetary Policy In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2005Money, capital, and real liquidity effects with habit formation In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article2
2010The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article34
2016Measuring the contribution of durable goods to the welfare cost of inflation In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article0
2005Enlargement and Eurozone: Convergence or Divergence In: Working Papers.
[Full Text][Citation analysis]		paper1
2005The Term Structures of Interest Rates in the New and Prospective EU Countries In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Term Structure Linkages Among the New EU Countries and the EMU In: Working Papers.
[Full Text][Citation analysis]		paper3
2006The Term Structure of Interest Rates in the European Union In: Working Papers.
[Full Text][Citation analysis]		paper0
1997EUROPEAN INTEGRATION AND REGIONAL CONVERGENCE IN GREECE In: Working Papers.
[Citation analysis]		paper1
2010SAVINGS, INVESTMENT, EMPLOYMENT, AND INFLATION IN A SMALL OPEN ECONOMY WITH HABIT PERSISTENCE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2005Money, habits and growth In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2010On money and capital with durable goods In: Economics Letters.
[Full Text][Citation analysis]		article0
2010Monetary policy in a small open economy with durable goods and differing cash-in-advance constraints In: Economics Letters.
[Full Text][Citation analysis]		article2
2006The transition to a new inflation rate in models with habit formation In: Economics Letters.
[Full Text][Citation analysis]		article0
1999The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2000European Monetary Union: a cointegration analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article50
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. In: G.R.E.Q.A.M..
[Citation analysis]		paper1160
1999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration..(1999) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1160		article
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1160		paper
1994The Real Interest Rate Differential in an Economic Union. In: York (Canada) - Department of Economics.
[Citation analysis]		paper0
1994Non-Nested Pretest Tests. In: York (Canada) - Department of Economics.
[Citation analysis]		paper0
1995Non-Nested Pretest Tests.(1995) In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1994The Null Distribution of Non-Nested Tests with Nearly Orthoganal Regression Models. In: York (Canada) - Department of Economics.
[Citation analysis]		paper0
1994Orthogonal Regression Models and the Distribution of Non- Nested Tests. n Models. In: York (Canada) - Department of Economics.
[Citation analysis]		paper0
2011The Greek Debt Crisis: Suggested Solutions and Reforms In: Professional Reports.
[Full Text][Citation analysis]		paper2
2004Income Convergence in the Asia-Pacific Region In: Journal of Economic Integration.
[Citation analysis]		article6
2007EU Enlargement and the EMU In: Journal of Economic Integration.
[Citation analysis]		article3
2004Regional convergence in Greece in the 1980s: an econometric investigation In: Applied Economics.
[Full Text][Citation analysis]		article20
2008The term structure of interest rates in the 12 newest EU countries In: Applied Economics.
[Full Text][Citation analysis]		article11
2003EU Enlargement: Are the New Countries Ready to Join the EMU? In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]		paper1

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