34
H index
47
i10 index
26272
Citations
University of York | 34 H index 47 i10 index 26272 Citations RESEARCH PRODUCTION: 55 Articles 76 Papers 2 Books 2 Chapters RESEARCH ACTIVITY: 32 years (1992 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh557 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with yongcheol shin. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 12 |
Economics Letters | 6 |
Journal of Applied Econometrics | 2 |
Econometric Reviews | 2 |
Econometrics Journal | 2 |
Journal of Business & Economic Statistics | 2 |
Journal of Applied Econometrics | 2 |
Econometric Theory | 2 |
Empirical Economics | 2 |
Year | Title of citing document | |
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2023 | The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98. Full description at Econpapers || Download paper | |
2023 | Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30. Full description at Econpapers || Download paper | |
2023 | The Symmetric and Asymmetric Effect of Remittances on Financial Development: Evidence from South Africa. (2023). Naidoo, Yourishaa ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-02-2023. Full description at Econpapers || Download paper | |
2023 | Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2023). Asongu, Simplice ; Okwoche, Princewill U ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/053. Full description at Econpapers || Download paper | |
2023 | The potential of macroeconomic forces and ICT in affecting the sectorial growth: ARDL approach in the context of East Asian countries. (2023). Dirir, Sadik Aden. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:91-114. Full description at Econpapers || Download paper | |
2023 | Does foreign direct investment contribute to reducing unemployment in Algeria?. (2023). Daoudi, Mohammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:211-230. Full description at Econpapers || Download paper | |
2023 | The nexus of foreign trade and economic growth in Tanzania. Examining the influence of COVID-19 pandemic. Evidence from vector error correction model. (2023). Mesiet, William. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:273-296. Full description at Econpapers || Download paper | |
2023 | Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408. Full description at Econpapers || Download paper | |
2023 | Determinants of Bank Credit Supply to the Private Sector in Tanzania. (2023). Semu, Amanda M. In: African Journal of Economic Review. RePEc:ags:afjecr:333993. Full description at Econpapers || Download paper | |
2024 | Oil Price Shocks and Income Inequality in Nigeria: Evidence from Nonlinear ARDL Approach. (2024). Akinlo, Anthony. In: African Journal of Economic Review. RePEc:ags:afjecr:340552. Full description at Econpapers || Download paper | |
2023 | Determinants of Inclusive Growth in Zambia. (2023). Habeenzu, Lennon Jambo. In: African Journal of Economic Review. RePEc:ags:afjecr:340554. Full description at Econpapers || Download paper | |
2023 | Assessing the determinants of agricultural productivity in Somalia: An application of an ARDL model. (2023). Samatar, Elmi Hassan. In: Asian Journal of Agriculture and Rural Development. RePEc:ags:ajosrd:342408. Full description at Econpapers || Download paper | |
2023 | Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664. Full description at Econpapers || Download paper | |
2023 | Food and agricultural sector in Indonesia’s economic growth during COVID-19 pandemic: an ARDL approach. (2023). Tampubolon, Jongkers. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337442. Full description at Econpapers || Download paper | |
2023 | Indonesia’s forest management progress: empirical analysis of environmental Kuznets curve. (2023). Malahayati, Marissa. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:341536. Full description at Econpapers || Download paper | |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861. Full description at Econpapers || Download paper | |
2023 | Dynamics of Stabilization Policies and Investment Effects on Agricultural Output in Nigeria (1981-2019). (2023). Tuaneh, Godwin Lebari ; Okuduwor, Adibie ; Obe-Nwaka, Mba Oloi ; Okidim, Iboh Andrew. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334708. Full description at Econpapers || Download paper | |
2024 | Higher Derivative Block Method Forecast Analysis of Agricultural Components and Their Impact on Economic Growth. (2024). Adeyeye, Oluwaseun ; Oyetade, Oluwatoyese Oluwapemi. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:341521. Full description at Econpapers || Download paper | |
2023 | The Impact of urbanization on banking development: Evidence from the West African Economic and Monetary Union (WAEMU). (2023). Stephane, Koffi Yao ; Ying, Haihua ; Dechun, Huang ; Arnaud, Anobua Acha. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:1-13. Full description at Econpapers || Download paper | |
2023 | The Impact of Trade Openness on Economic Growth in Landlocked Developing Countries. (2023). Yan, Wenshou ; Cao, Liang ; Khurelchuluun, Bolor. In: International Journal of Science and Business. RePEc:aif:journl:v:28:y:2023:i:1:p:84-97. Full description at Econpapers || Download paper | |
2023 | Impact of External Public Debt on Economic Growth: A Case Study of Bangladesh. (2023). Uddin, Mohammed Main ; Hossain, Faruk ; Karim, Md Rezaul ; Nath, Subrata Deb. In: Indian Journal of Commerce and Management Studies. RePEc:aii:ijcmss:v:14:y:2023:i:3:p:01-08. Full description at Econpapers || Download paper | |
2023 | The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico. (2023). Albuquerque, Pedro ; Rodriguez, Antonio ; Verma, Rahul ; Rivas, Andres. In: AMSE Working Papers. RePEc:aim:wpaimx:2312. Full description at Econpapers || Download paper | |
2023 | Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2023 | Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76. Full description at Econpapers || Download paper | |
2023 | Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:127-145. Full description at Econpapers || Download paper | |
2023 | Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:144-162. Full description at Econpapers || Download paper | |
2023 | Nexus Between Foreign Direct Investment and Employment in Manufacturing and Services Sectors in Tunisia: An ARDL Approach. (2023). ben Amor, Mouldi. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:1-20. Full description at Econpapers || Download paper | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2023 | Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424. Full description at Econpapers || Download paper | |
2023 | Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051. Full description at Econpapers || Download paper | |
2024 | Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691. Full description at Econpapers || Download paper | |
2024 | Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027. Full description at Econpapers || Download paper | |
2023 | On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184. Full description at Econpapers || Download paper | |
2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?. (2023). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2302.08897. Full description at Econpapers || Download paper | |
2023 | Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
2023 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2024 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2023 | Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950. Full description at Econpapers || Download paper | |
2023 | The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations. (2023). Huq, Md Fazlul ; Salma, Ummya. In: Papers. RePEc:arx:papers:2310.08415. Full description at Econpapers || Download paper | |
2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | On the Asymmetric Volatility Connectedness. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.12997. Full description at Econpapers || Download paper | |
2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2021 | Dynamic Network Quantile Regression Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Dynamic Network Quantile Regression Model.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2011 | TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach In: SERIES. [Full Text][Citation analysis] | paper | 1 |
2012 | Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach.(2012) In: Review of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2012 | Globalisation and Technological Convergence in the EU In: SERIES. [Full Text][Citation analysis] | paper | 20 |
2013 | Globalisation and technological convergence in the EU.(2013) In: Journal of Productivity Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2019 | Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels In: SERIES. [Full Text][Citation analysis] | paper | 2 |
2019 | Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure In: SERIES. [Full Text][Citation analysis] | paper | 7 |
2021 | Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
1996 | Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks In: Archive Working Papers. [Citation analysis] | paper | 2 |
2003 | Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 67 |
2001 | Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2018 | Noise Momentum Around the World In: Abacus. [Full Text][Citation analysis] | article | 2 |
2023 | Recent developments of the autoregressive distributed lag modelling framework In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 19 |
2021 | Recent Developments of the Autoregressive Distributed Lag Modelling Framework.(2021) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2016 | Forecasting distributions of inflation rates: the functional auto-regressive approach In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 4 |
1997 | A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 19 |
2012 | Trade, Technology and the Labour Market: The Case of South Africa-super- In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2014 | Mapping Koreas International Linkages using Generalised Connectedness Measures In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Optimal Test for Markov Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 63 |
2002 | Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2023 | Reflections on Testing for Unit Roots in Heterogeneous Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2023 | Reflections on “Testing for Unit Roots in Heterogeneous Panels”.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1993 | Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 308 |
1996 | Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 308 | article | |
1995 | Long-Run Structural Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 167 |
1999 | Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
2002 | LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | article | |
1995 | An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 348 |
1995 | Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6827 |
2003 | Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6827 | article | |
1996 | Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 264 |
1997 | Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 460 |
1999 | Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 460 | paper | |
1997 | Structural analysis of vector error correction models with exogenous I(1) variables (first version).(1997) In: Edinburgh School of Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 460 | paper | |
2000 | Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 460 | article | |
1997 | Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3034 |
1998 | Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3034 | article | |
1997 | Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 98 |
1998 | A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 145 |
2003 | A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | article | |
2001 | A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | paper | |
1998 | A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
1998 | A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1999 | Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 104 |
1999 | Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
2014 | Dynamic Panels with Threshold Effect and Endogeneity In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 194 |
2016 | Dynamic panels with threshold effect and endogeneity.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | article | |
2023 | Regional Productivity Network in the EU In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1994 | A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration In: Econometric Theory. [Full Text][Citation analysis] | article | 296 |
2006 | TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 108 |
2002 | A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 2 |
2002 | A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models.(2002) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2004 | Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 30 |
2004 | Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors.(2004) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2006 | Mean group tests for stationarity in heterogeneous panels In: Econometrics Journal. [Full Text][Citation analysis] | article | 18 |
2002 | Mean Group Tests for Stationarity in Heterogeneous Panels.(2002) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2006 | Unit root tests in three-regime SETAR models In: Econometrics Journal. [Full Text][Citation analysis] | article | 79 |
2003 | Unit Root Tests in Three-Regime SETAR Models.(2003) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2002 | Unit Root Tests in Three-Regime SETAR Models.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2003 | Trade, Technology and Wage Inequality in the South African Manufacturing Sectors In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 7 |
2003 | GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
1998 | Pooled Mean Group Estimation of Dynamic Heterogeneous Panels In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 103 |
1999 | A long run structural macroeconometric model of the UK (first version) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
1999 | Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2000 | Testing for a Linear Unit Root against Nonlinear Threshold Stationarity In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2000 | Testing for a Unit Root against Nonlinear STAR Models In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 111 |
2000 | Testing for a Unit Root against Nonlinear STAR Models.(2000) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
1999 | Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2008 | GLS detrending-based unit root tests in nonlinear STAR and SETAR models In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
2013 | Taxation and the asymmetric adjustment of selected retail energy prices in the UK In: Economics Letters. [Full Text][Citation analysis] | article | 57 |
1992 | The KPSS stationarity test as a unit root test In: Economics Letters. [Full Text][Citation analysis] | article | 34 |
1997 | On stationary tests in the presence of structural breaks In: Economics Letters. [Full Text][Citation analysis] | article | 35 |
2002 | Nonlinear mean reversion in real exchange rates In: Economics Letters. [Full Text][Citation analysis] | article | 51 |
2003 | Testing for a unit root in the nonlinear STAR framework In: Journal of Econometrics. [Full Text][Citation analysis] | article | 883 |
2014 | A nonlinear panel data model of cross-sectional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2012 | A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2012) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2013 | A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2015 | Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics. [Full Text][Citation analysis] | article | 155 |
2014 | Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
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2023 | Reprint of: Testing for unit roots in heterogeneous panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1992 | Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4212 |
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2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 5 |
2021 | Measuring the Connectedness of the Global Economy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2015 | In search of robust methods for dynamic panel data models in empirical corporate finance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 53 |
2017 | Exploring international linkages using generalised connectedness measures: The case of Korea In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2014 | Testing for Cointegration in Markov Switching Error Correction Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 2 |
2011 | Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2014 | Quantifying Informational Linkages in a Global Model of Currency Spot Markets In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2017 | What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2010 | The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany In: IMK Working Paper. [Full Text][Citation analysis] | paper | 5 |
2010 | Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis In: IMK Working Paper. [Full Text][Citation analysis] | paper | 2 |
2022 | Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks In: Management Science. [Full Text][Citation analysis] | article | 126 |
2001 | Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7011 |
2007 | Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 75 |
2018 | Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors In: Computational Economics. [Full Text][Citation analysis] | article | 11 |
2000 | Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
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2018 | The Effects of Oil Price on the Korean Economy: A Global VAR Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2004 | Testing for nonlinear cointegration between stock prices and dividends In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2006 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue. [Citation analysis] | book | 209 |
2012 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) In: OUP Catalogue. [Citation analysis] This paper has nother version. Agregated cites: 209 | book | |
2002 | GLS Detrending for Nonlinear Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | Testing for Cointegration in Nonlinear STAR Error Correction Models In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2003 | Testing for Nonstationary Long Memory against Nonlinear Ergodic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Unit Root Tests in Three-Regime SETAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 48 |
2002 | GLS Detrending for Nonlinear Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Testing for Cointegration in Nonlinear STAR Error Correction Models In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2003 | Testing for Nonstationary Long Memory against Nonlinear Ergodic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Dynamic Quantile Panel Data Models with Interactive Effects In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Spatial Attendance Spillover in the European Football Leagues In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Multilateral Resistance and the Euro Effects on Trade Flows In: Advances in Spatial Science. [Citation analysis] | chapter | 1 |
2021 | Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2023 | Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Comments on: Panel data analysis—advantages and challenges In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 1 |
2011 | Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
2024 | An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2012 | Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 40 |
2016 | Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
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2019 | Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model In: Working papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamic Spatial Network Quantile Autoregression In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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