Robert Sollis : Citation Profile

Are you Robert Sollis?

Newcastle University

8

H index

7

i10 index

379

Citations

RESEARCH PRODUCTION:

17

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2000 - 2016). See details.
   Cites by year: 23
   Journals where Robert Sollis has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 2 (0.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso294
   Updated: 2023-08-19    RAS profile: 2016-03-15    
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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 Robert Sollis.

Is cited by:

Omay, Tolga (27)

Chang, Tsangyao (17)

cerrato, mario (17)

MacDonald, Ronald (16)

Kim, Hyunsok (15)

Cuestas, Juan (13)

Emirmahmutoglu, Furkan (13)

Hasanov, Mübariz (13)

Gil-Alana, Luis (10)

Zanetti Chini, Emilio (8)

GUPTA, RANGAN (6)

Cites to:

Taylor, Mark (14)

Sarno, Lucio (14)

Peel, David (10)

Enders, Walter (9)

Leybourne, Stephen (7)

Kapetanios, George (6)

Obstfeld, Maurice (6)

shin, yongcheol (6)

Shiller, Robert (5)

Perron, Pierre (5)

Teräsvirta, Timo (5)

Main data

Where Robert Sollis has published?

Journals with more than one article published# docs
Economics Letters2

Recent works citing Robert Sollis (2022 and 2021)

YearTitle of citing document
2021How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Agbatogun, Taofeek. In: Asian Economics Letters. RePEc:ayb:jrnael:32.

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2021.

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2021Asymptotic Behavior of Delay Times of Bubble Monitoring Tests. (2021). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:314-337.

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2021A Re?Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach. (2021). Rodrigues, Paulo ; Nicolau, Jo o ; Zsurkis, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959.

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2023Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2023ARE SHOCKS TO ELECTRICITY CONSUMPTION PERMANENT OR TRANSITORY? EVIDENCE FROM A PANEL STATIONARITY TEST WITH GRADUAL STRUCTURAL BREAKS FOR 25 OECD COUNTRIES. (2023). Kara, Murat S ; Husein, Jamal G. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_3.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2021Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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2022Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785.

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2022Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002286.

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2022Shall the winning last? A study of recent bubbles and persistence. (2022). Potì, Valerio ; Poti, Valerio ; Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002415.

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2022Persistence in US Treasury bonds. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610.

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2023Testing for short explosive bubbles: A case of Brent oil futures price. (2023). Gao, DA ; Feng, Hao ; Wang, Shaoping. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006730.

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2021A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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2022Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239.

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2021The asymmetric effects of changes in price and income on renewable and nonrenewable energy. (2021). Tatolu, Ferda Yerdelen ; En, Huseyin. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:144-152.

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2021.

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2021Threshold autoregressive model blind identification based on array clustering. (2021). le Caillec, Jean-Marc. In: Post-Print. RePEc:hal:journl:hal-03210735.

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2023Can governments sleep more soundly when holding international reserves? A banking and financial vulnerabilities perspective. (2023). Omay, Tolga ; Allegret-Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-03945433.

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2022Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing. (2022). 黒住, 英司, ; Kurozumi, Eiji ; Nishi, Mikihito. In: Discussion Papers. RePEc:hit:econdp:2022-02.

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2022Determining Unemployment Hysteresis in European Countries Using Linear and Nonlinear Unit Root Tests: The 1991-2020 Period. (2022). Doganer, Ayca. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:72:y:2022:i:2:p:753-785.

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2022A New Strategy for Short-Term Stock Investment Using Bayesian Approach. (2022). Nguyen-Trang, Thao ; Le-Dai, Nghiep ; Che-Ngoc, HA ; Vo-Van, Tai. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10115-8.

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2021Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09510-z.

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2023CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227..

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2022Hysteresis and stochastic convergence in Eurozone unemployment rates: evidence from panel unit roots with smooth breaks and asymmetric dynamics. (2022). Hasanov, Mubariz ; Omay, Tolga ; Corakci, Aysegul. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:1:p:11-55.

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2021Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: MPRA Paper. RePEc:pra:mprapa:107691.

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2021The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4). (2021). Elk, Ali Kemal ; Yalinkaya, Omer. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:35-54.

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2022What Is New About the PPP Theory in the Nordic Countries? Evidence from Panel Unit Root Tests with Sharp Breaks and Gradual Shifts. (2022). Din, Ozlem Gul. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:165-186.

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2021The Impact of Interest Rate on Exchange Rate Within ASEAN Countries: Evidence from Linear and Nonlinear ARDL Frameworks. (2021). Mazlan, Nur Syazwani ; Tareq, H F. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:1:p:7-34.

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2021Drivers of convergence: The role of first- and second-nature geography. (2021). Panagiotidis, Theodore ; Monastiriotis, Vassilis ; Arvanitopoulos, Theodoros. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:14:p:2880-2900.

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2021On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids. (2021). Schmidt, Martin B. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02012-0.

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2023Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

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2022On the stationarity of futures hedge ratios. (2022). Degiannakis, Stavros ; Salvador, Enrique ; Floros, Christos ; Vougas, Dimitrios. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-020-00607-0.

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2021Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach. (2021). Cho, Po-Hung Luo ; Hung, Pi-Hsia ; Liu, Hsiang-Hsi. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:11:y:2021:i:4:f:11_4_3.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2021Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore. (2021). Yip, Sau Leung ; Yan, Fangli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:171-184.

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2021The sustainability of the Turkish current account: Smooth structural break and asymmetric adjustments. (2021). BAKIRTAS, Ibrahim ; Koc, Suleyman ; Abioglu, Vasif. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3916-3929.

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2022Why do sukuks (Islamic bonds) need a different pricing model?. (2022). Liu, Jia ; Hossain, Mohammed S ; Hassan, Mohammad Kabir ; Kabir, Sarkar H ; Uddin, Md Hamid. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2210-2234.

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Works by Robert Sollis:

YearTitleTypeCited
2004Asymmetric adjustment and smooth transitions: a combination of some unit root tests In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article49
2004A Cautionary Note on the Order of Integration of Post?war Aggregate Wage, Price and Productivity Measures In: Manchester School.
[Full Text][Citation analysis]		article0
2016Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2009A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries In: Economic Modelling.
[Full Text][Citation analysis]		article122
2011Spurious regression: A higher-order problem In: Economics Letters.
[Full Text][Citation analysis]		article3
2011Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests In: Economics Letters.
[Full Text][Citation analysis]		article6
2008U.S. dollar real exchange rates: Nonlinearity revisited In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2009Value at risk: a critical overview In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article6
2006The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article9
2005Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article31
2004Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2005Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2002Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates. In: Journal of Money, Credit and Banking.
[Citation analysis]		article82
2007Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight.
[Citation analysis]		article0
2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article20
2000Stochastic unit roots modelling of stock price indices In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2006Testing for bubbles: an application of tests for change in persistence In: Applied Financial Economics.
[Full Text][Citation analysis]		article12
2015The Saturday effect: an interesting anomaly in the Saudi stock market In: Applied Economics.
[Full Text][Citation analysis]		article6
2001U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper7
2001U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper2

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