11
H index
13
i10 index
553
Citations
Kalvinder Shields : Citation Profile
| RESEARCH PRODUCTION: 29 Articles 43 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1997 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Kalvinder Shields. | Is cited by:
| Cites to:
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Main data
Where Kalvinder Shields has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Change and Restructuring | 3 |
| Journal of Macroeconomics | 2 |
| International Journal of Forecasting | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| The Review of Economics and Statistics | 2 |
| The Economic Record | 2 |
| Manchester School | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| WIDER Working Paper Series / World Institute for Development Economic Research (UNU-WIDER) | 3 |
Recent works citing Kalvinder Shields (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
| 2023 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556. Full description at Econpapers || Download paper |
| 2023 | A quest between fiscal and market discipline. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x. Full description at Econpapers || Download paper |
| 2023 | Idiosyncratic shocks in a currency union: Insights from West Africa. (2023). Dissou, Yazid ; Adjalala, Frida. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000536. Full description at Econpapers || Download paper |
| 2023 | The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912. Full description at Econpapers || Download paper |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2023 | Asymmetric volatility impulse response functions. (2023). Herwartz, Helmut ; Hafner, Christian M. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004426. Full description at Econpapers || Download paper |
| 2023 | Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120. Full description at Econpapers || Download paper |
| 2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper |
| 2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper |
| 2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper |
| 2024 | Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055. Full description at Econpapers || Download paper |
| 2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048. Full description at Econpapers || Download paper |
| 2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper |
| 2023 | INTERLINKA TERLINKAGE OF M GE OF MACROECONOMIC UNCER CROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: EVIDENCE FROM ASEAN-5 COUNTRIES PANEL VAR. (2023). Afin, Rifai. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:26:y:2023:i:1b:p:39-68. Full description at Econpapers || Download paper |
| 2023 | Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers || Download paper |
Works by Kalvinder Shields:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Real Time Representations of the Output Gap In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 61 |
| 2005 | Real time Representations of the Output Gap.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2008 | Real-Time Representations of the Output Gap.(2008) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
| 2009 | Measuring the Natural Output Gap using Actual and Expected Output Data In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Measuring the Natural Output Gap using Actual and Expected Output Data.(2009) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Measuring the Natural Output Gap Using Actual and Expected Output Data.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | An Introduction to Data Cleaning Using Internet Search Data In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa In: Economica. [Full Text][Citation analysis] | article | 15 |
| 2004 | The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa.(2004) In: WIDER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2007 | Overcoming Measurement Error Problems in the Use of Survey Data on Expectations In: The Economic Record. [Full Text][Citation analysis] | article | 3 |
| 2004 | Overcoming Measurement Error Problems in the use of Survey Data on Expectations.(2004) In: Econometric Society 2004 Australasian Meetings. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2019 | Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 1997 | Stock Return Volatility on Emerging Eastern European Markets. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 9 |
| 2000 | Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975–98 In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2013 | Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods In: Manchester School. [Full Text][Citation analysis] | article | 14 |
| 2012 | Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods.(2012) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2000 | Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–1996 In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 12 |
| 2007 | Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2018 | The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available.(2008) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2000 | Is the Franc Zone an Optimal Currency Area? In: CSAE Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Is the Franc Zone an Optimal Currency Area?.(2000) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | The Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 194 |
| 2004 | The asymmetric effects of uncertainty on inflation and output growth.(2004) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | article | |
| 2001 | Modelling macroeconomic shocks in the CFA Franc Zone In: Journal of Development Economics. [Full Text][Citation analysis] | article | 41 |
| 2000 | Modeling Macroeconomic Shocks in the CFA Franc Zone.(2000) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2016 | Information rigidities and the news-adjusted output gap In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2003 | A nation divided? Price and output dynamics in English regions In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2001 | A Nation Divided? Price and Output Dynamics in English Regions.(2001) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | Real time representation of the UK output gap in the presence of model uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2016 | Forecasting global recessions in a GVAR model of actual and expected output In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2004 | Is there a unit root in inflation? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 30 |
| 2010 | Sign and phase asymmetry: News, economic activity and the stock market In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 2006 | Regional asymmetries in monetary transmission: The case of South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2019 | Measuring the fiscal multiplier when plans take time to implement In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Uncertainty in a disaggregate model: A data rich approach using Google search queries In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Shock persistence, uncertainty and news-driven business cycles In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2022 | A Meta Model Analysis of Exchange Rate Determination* In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 1997 | Threshold Modelling of Stock Return Volatility on Eastern European Markets. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 6 |
| 1997 | Threshold Modelling of Stock Return Volatility on Eastern European Markets..(1997) In: Economic Change and Restructuring. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2012 | Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 13 |
| 1999 | Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies In: Discussion Papers in European Economics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Financial Liberalization and the Evolution of Banking and Financial Risks The Case of South Korea In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Dynamic Interaction Between Income and Health: Time-Series Evidence from Scandinavia In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Currency Unions and International Integration: Evidence from the CFA and the ECCU In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Economic Integration in West Africa: Does the CFA Make a Difference? In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2003 | Do Currency Unions Deliver More Economic Integration than Fixed Exchange Rates? Evidence from the CFA and the ECCU In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Misspecification, Identification or Measurement? Another Look at the Price Puzzle In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 34 |
| 2005 | Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2004 | TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Business survey forecasts and measurement of output trends in five European economies In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Meta Taylor Rule In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2015 | The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7 In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Characteristics of Macroeconomic Shocks in the CFA Franc Zone In: Journal of African Economies. [Citation analysis] | article | 10 |
| 2004 | The Characteristics of Macroeconomic Shocks in the CFA Franc Zone.(2004) In: WIDER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2004 | Predictability of stock markets with disequilibrium trading In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2004 | Modelling Macroeconomic Linkages in a Monetary Union: A West African Example In: WIDER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Economic Sentiment, International Interdependence and Output Dynamics in the G7 In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
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