8
H index
8
i10 index
213
Citations
University of Sydney (90% share) | 8 H index 8 i10 index 213 Citations RESEARCH PRODUCTION: 12 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent L. Pauwels. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Mathematics and Computers in Simulation (MATCOM) | 3 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Sydney Business School, Discipline of Business Analytics | 10 |
Working Papers / Hong Kong Monetary Authority | 4 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Working Papers / Hong Kong Institute for Monetary Research | 2 |
Year | Title of citing document |
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2023 | Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31. Full description at Econpapers || Download paper |
2022 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper |
2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper |
2022 | Development potential of Chinese smart cities and its spatio?temporal pattern: A new hybrid MADM method using combination weight. (2022). Yu, Ning Neil ; Cheng, Mingwang ; Chu, Zhen. In: Growth and Change. RePEc:bla:growch:v:53:y:2022:i:4:p:1546-1566. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Horses for courses: measuring foreign supply chain exposure. (2022). Theodorakopoulos, Angelos ; Freeman, Rebecca ; Baldwin, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0996. Full description at Econpapers || Download paper |
2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition. (2022). Niu, Linlin ; Fang, Ying ; Zhang, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002693. Full description at Econpapers || Download paper |
2022 | A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422. Full description at Econpapers || Download paper |
2022 | Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321. Full description at Econpapers || Download paper |
2022 | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets?. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003184. Full description at Econpapers || Download paper |
2022 | The determinants of cross-border bond risk premia. (2022). Zhang, Weiguo ; Ge, Futing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001524. Full description at Econpapers || Download paper |
2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃrez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406. Full description at Econpapers || Download paper |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
2022 | The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717. Full description at Econpapers || Download paper |
2022 | A Comprehensive Study of Random Forest for Short-Term Load Forecasting. (2022). Dudek, Grzegorz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:20:p:7547-:d:941080. Full description at Econpapers || Download paper |
2023 | Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598. Full description at Econpapers || Download paper |
2022 | Digital RMB, RMB Internationalization and Sustainable Development of the International Monetary System. (2022). Shen, Chunming. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6228-:d:819952. Full description at Econpapers || Download paper |
2022 | Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam. (2022). van Dat, Luong ; Dong, Do Phy ; Long, Trinh ; Hoang, Pham Thi ; Thang, Doan Ngoc. In: ADBI Working Papers. RePEc:ris:adbiwp:1325. Full description at Econpapers || Download paper |
2023 | The Political Economy of American Exchange Rate Bill Voting: From the Perspective of RMB Appreciation. (2023). Wang, Tao ; Jiang, Wei. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:13:y:2023:i:1:f:13_1_3. Full description at Econpapers || Download paper |
2022 | Assessment on estimations of currency basket weights—With coefficient correction for common factor dominance. (2022). Wang, Peijie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1401-1418. Full description at Econpapers || Download paper |
2022 | From a Quantity to an Interest Rate?Based Framework: Multiple Monetary Policy Instruments and Their Effects in China. (2022). Kim, Soyoung ; Chen, Hongyi. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:7:p:2103-2123. Full description at Econpapers || Download paper |
2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition. (2022). Niu, Linlin ; Fang, Ying ; Zhang, Chen. In: Working Papers. RePEc:wyi:wpaper:002607. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | What Prompts the Peoples Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model In: China & World Economy. [Full Text][Citation analysis] | article | 44 |
2008 | What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2012 | Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 12 |
2019 | Fundamental Moments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Fundamental Moments.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | High Order Openness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | High Order Openness.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | Does portfolio margining make borrowing more attractive? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2016 | A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2018 | Some theoretical results on forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
2012 | Do external political pressures affect the Renminbi exchange rate? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 24 |
2008 | Do External Political Pressures Affect the Renminbi Exchange Rate?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2011 | Do External Political Pressures Affect the Renminbi Exchange Rate?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2008 | Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
2011 | Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
2013 | The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
2020 | Higher moment constraints for predictive density combination In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | High order openness In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2003 | An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 15 |
2006 | Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 22 |
2004 | Wage-Price Dynamics and Deflation in Hong Kong In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Modelling Environmental Risk In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 15 |
2006 | Stability Tests for Heterogeneous Panel Data In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Stability tests for heterogeneous panel data.(2006) In: PSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2006 | Stability tests for heterogeneous panel data.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | Stability Tests for Heterogeneous Panel Data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2007 | Hong Kongs Consumption Function Revisited In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2011 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Higher Moment Constraints for Predictive Density Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Equivalence of optimal forecast combinations under affine constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Predicting China’s Monetary Policy with Forecast Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Practical considerations for optimal weights in density forecast combi nation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting. [Citation analysis] | article | 1 |
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