13
H index
17
i10 index
1566
Citations
Heather M. Anderson : Citation Profile
Monash University | RESEARCH PRODUCTION: 29 Articles 38 Papers 3 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1990 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Heather M. Anderson. | Is cited by:
| Cites to:
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Main data
Where Heather M. Anderson has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 4 |
| Journal of Econometrics | 3 |
| Journal of Economic Dynamics and Control | 2 |
| Economics Letters | 2 |
| Economic Modelling | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 24 |
| Econometric Society 2004 Australasian Meetings / Econometric Society | 2 |
Recent works citing Heather M. Anderson (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
| 2023 | Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631. 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 |
| 2023 | Longevity, Fertility, and the Real Exchange Rate. (2023). Zhang, Jing ; Zhou, Zhihao ; Liu, Xiaohui. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:2:p:26-57. Full description at Econpapers || Download paper |
| 2023 | The fiscal implications of stringent climate policy. (2023). Tol, Richard. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:495-504. Full description at Econpapers || Download paper |
| 2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. 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 |
| 2023 | Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723. Full description at Econpapers || Download paper |
| 2024 | A robust Beveridge–Nelson decomposition using a score-driven approach with an application. (2024). Koopman, S J ; Gorgi, P ; van Brummelen, J ; Blasques, F. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715. Full description at Econpapers || Download paper |
| 2023 | Forward-selected panel data approach for program evaluation. (2023). Huang, Jingyi ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:512-535. Full description at Econpapers || Download paper |
| 2023 | We modeled long memory with just one lag!. (2023). Chevillon, Guillaume ; Bauwens, Luc ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616. Full description at Econpapers || Download paper |
| 2023 | Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257. Full description at Econpapers || Download paper |
| 2023 | Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach. (2023). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002111. Full description at Econpapers || Download paper |
| 2024 | Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932. Full description at Econpapers || Download paper |
| 2024 | Do Chinas pilot emissions trading schemes lead to domestic carbon leakage? Perspective from the firm relocation. (2024). Yu, Lihong ; Pan, Xian. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422. Full description at Econpapers || Download paper |
| 2024 | Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737. Full description at Econpapers || Download paper |
| 2023 | Application of physical model-based machine learning to the temperature prediction of electronic device in oil-gas exploration logging. (2023). Xu, Dongwei ; Ding, Siqi ; Deng, Chao ; Peng, Jiale ; Wei, Fulong ; Wan, Zijing ; Luo, Xiaobing. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223023678. Full description at Econpapers || Download paper |
| 2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2024 | International capital flow in a period of high inflation: The case of China. (2024). Moussa, Faten ; Liu, Zhenya ; Mu, Yuhao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923001964. Full description at Econpapers || Download paper |
| 2023 | The Effects of Volatility on Liquidity in the Treasury Market. (2023). Sokolinskiy, Oleg ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-28. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Nonlinear Effects of Eco-Industrial Parks on Sulfur Dioxide and Carbon Dioxide Emissions—Estimation Based on Nonlinear DID. (2023). Dai, Yue ; Zhu, Yuanyuan ; Cao, Kairui ; Xu, Qunfang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1988-:d:1042264. Full description at Econpapers || Download paper |
| 2023 | We modeled long memory with just one lag!. (2023). Laurent, Sebastien ; Chevillon, Guillaume ; Bauwens, Luc. In: Post-Print. RePEc:hal:journl:hal-04185755. Full description at Econpapers || Download paper |
| 2023 | Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2. Full description at Econpapers || Download paper |
| 2023 | The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47. Full description at Econpapers || Download paper |
| 2023 | Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819. Full description at Econpapers || Download paper |
| 2023 | Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07. Full description at Econpapers || Download paper |
| 2023 | Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y. Full description at Econpapers || Download paper |
| 2023 | Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9. Full description at Econpapers || Download paper |
| 2023 | Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8. Full description at Econpapers || Download paper |
| 2023 | Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5. Full description at Econpapers || Download paper |
| 2023 | Smooth transition regression model relating inflation to economic growth in Tunisia. (2023). Kalai, Maha ; Becha, Hamdi ; Helali, Kamel. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00308-9. Full description at Econpapers || Download paper |
| 2023 | Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216. Full description at Econpapers || Download paper |
| 2023 | Endogenous Time Variation in Vector Autoregressions. (2023). Uzeda, Luis ; Leiva-Leon, Danilo. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:105:y:2023:i:1:p:125-142. Full description at Econpapers || Download paper |
Heather M. Anderson is editor of
| Journal | |
|---|---|
| Empirical Economics | |
| Studies in Empirical Economics |
Works by Heather M. Anderson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 41 |
| 2007 | Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?.(2007) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2007 | Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Reported earnings and analyst forecasts as competing sources of information: A new approach.(2012) In: Australian Journal of Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 9 |
| 2010 | Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2001 | Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices In: Australian Economic Papers. [Full Text][Citation analysis] | article | 6 |
| 2001 | Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1997 | Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 140 |
| 2005 | Nonlinear Correlograms and Partial Autocorrelograms* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2003 | Nonlinear Correlograms and Partial Autocorrelograms.(2003) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 44 |
| 2000 | Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models..(2000) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2004 | A Model for Trade Frequency in the Presence of Announcements In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
| 2004 | Single Source of Error State Space Approach to the Beveridge Nelson Decomposition In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 25 |
| 2006 | Single source of error state space approach to the Beveridge Nelson decomposition.(2006) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2005 | Single source of error state space approach to the Beveridge Nelson decomposition.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2004 | Single Source of Error State Space Approach to the Beveridge Nelson Decomposition.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2016 | How do shocks to domestic factors affect real exchange rates of Asian developing countries? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 10 |
| 2015 | How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries.(2015) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | The effects of trade size and market depth on immediate price impact in a limit order book market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2002 | U.S. and Canadian industrial production indices as coupled oscillators In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 2011 | Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2010 | Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2019 | The global effects of productivity gains in Asian emerging economies In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 1998 | On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2006 | Common features In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2020 | High-dimensional predictive regression in the presence of cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1998 | Testing multiple equation systems for common nonlinear components In: Journal of Econometrics. [Full Text][Citation analysis] | article | 90 |
| 2023 | Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach.(2022) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Forecast combinations under structural break uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
| 2014 | How does public information affect the frequency of trading in airline stocks? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2011 | Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2002 | Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries.(2002) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2006 | BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Beveridge-Nelson Decomposition with Markov Switching.(2006) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2006 | Beveridge-Nelson Decomposition with Markov Switching.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2020 | Sectoral employment dynamics in Australia In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Sectoral Employment Dynamics in Australia.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| In: . [Full Text][Citation analysis] | chapter | 2 | |
| 2005 | Random Walk Smooth Transition Autoregressive Models.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics. [Citation analysis] | paper | 11 |
| 1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1992 | Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 586 |
| 1999 | Does International Trade Synchronize Business Cycles? In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2001 | Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Choosing Lag Lengths in Nonlinear Dynamic Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | The Decline in Income Growth Volatility in the United States: Evidence from Regional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Does beta react to market conditions? Estimates of bull and bear betas using a nonlinear market model with an endogenous threshold parameter.(2009) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2010 | VARs, Cointegration and Common Cycle Restrictions In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Forecasting Under Strucural Break Uncertainty In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Common non-linearities in multiple series of stock market volatility In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Robust Bayesian exponentially tilted empirical likelihood method In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Does Climate Sensitivity Differ Across Regions? In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Modeling Nonlinearity over the Business Cycle In: NBER Chapters. [Full Text][Citation analysis] | chapter | 26 |
| 2010 | Memoirs of A Cointegration Analysis of Treasury Bill Yields In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Discussion of Key Elements of Global Inflation In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
| 1999 | Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? In: Journal of Economic Methodology. [Full Text][Citation analysis] | article | 1 |
| 1992 | A Cointegration Analysis of Treasury Bill Yields. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 385 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team