Natalia Bailey : Citation Profile

Monash University

9

H index

9

i10 index

427

Citations

RESEARCH PRODUCTION:

11

Articles

21

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 32
   Journals where Natalia Bailey has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 11 (2.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1417
   Updated: 2025-12-20    RAS profile: 2025-03-15    
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Relations with other researchers

Works with:

Pesaran, Mohammad (5)

Kapetanios, George (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Natalia Bailey.

Is cited by:

Pesaran, Mohammad (75)

Chudik, Alexander (38)

Elhorst, J.Paul (20)

Kapetanios, George (19)

Bhattacharjee, Arnab (17)

Mohaddes, Kamiar (13)

Yamagata, Takashi (12)

LeSage, James (11)

Rebucci, Alessandro (11)

LINTON, OLIVER (11)

Smith, Ronald (11)

Cites to:

Pesaran, Mohammad (89)

Lee, Lung-Fei (22)

Phillips, Peter (21)

Kapetanios, George (18)

Yamagata, Takashi (18)

Chudik, Alexander (14)

Prucha, Ingmar (14)

Tosetti, Elisa (12)

Holly, Sean (11)

Yu, Jihai (10)

Giraitis, Liudas (9)

Main data

Where Natalia Bailey has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
Sankhya B: The Indian Journal of Statistics3

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo7
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3

Recent works citing Natalia Bailey (2025 and 2024)

YearTitle of citing document
2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2024Regularizing stock return covariance matrices via multiple testing of correlations. (2024). Luger, Richard. In: Papers. RePEc:arx:papers:2407.09696.

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2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

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2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

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2025Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2508.06594.

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2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

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2025An alternative bootstrap procedure for factor-augmented regression models. (2025). Yamagata, Takashi ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2510.00947.

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2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors. (2025). Tavlas, George S ; Gefang, Deborah ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2510.22399.

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2025Regional Dependencies and Local Spillovers: Insights From Commuter Flows. (2025). Krause, Melanie ; Kripfganz, Sebastian. In: Journal of Regional Science. RePEc:bla:jregsc:v:65:y:2025:i:3:p:565-585.

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2024Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799.

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2024Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485.

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2024Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10.

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2025Heterogeneous effects of economic cycles across the income distribution: A common factor model approach. (2025). Valizadeh, Pourya ; Issar, Akash ; Bryant, Henry. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001399.

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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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2025Regularizing stock return covariance matrices via multiple testing of correlations. (2025). Luger, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400099x.

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2025The Environmental Kuznets Curve Revisited: A Spatial Panel Model with Heterogeneous Coefficients. (2025). Schneiter, Pierre ; Mellon-Bedi, Shaibu. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500060x.

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2024Is artificial intelligence technology innovation a recipe for low-carbon energy transition? A global perspective. (2024). Dong, Kangyin ; Fu, Xiaowen ; Yang, Senmiao ; Wang, Kun. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013124.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2025Efficient estimation of a partially linear panel data model with cross-sectional dependence. (2025). Mazzanti, Massimiliano ; Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Musolesi, Antonio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001003.

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2024Competing for manufacturing value added: How strong is competitive cost pressure on sectoral level?. (2024). Keil, Sascha. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:197-212.

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2024Energy Poverty and Democratic Values: A European Perspective. (2024). Pimonenko, Tetyana ; Lyulyov, Oleksii ; Kwilinski, Aleksy. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2837-:d:1411503.

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2025Environmental Fines and Corporate Sustainability: The Moderating Role of Governance, Firm Size, and Institutional Ownership. (2025). Jummah, Abduljalil Misbah ; Elebi, Ayem. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9252-:d:1774327.

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2025A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation. (2025). Yücel, Mustafa ; GÜNDÜZ, HALİL ; Yucel, Eray M ; Gunduz, Halil Ibrahim ; Emirmahmutoglu, Furkan. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10569-6.

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2025Seventy Years of Dutch Regional Unemployment from a Spatiotemporal Perspective. (2025). Elhorst, J.Paul ; Smaal, Berend. In: De Economist. RePEc:kap:decono:v:173:y:2025:i:2:d:10.1007_s10645-025-09450-0.

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2024Does energy technology R&D save energy in OECD countries?. (2024). Wang, Zijian ; Ikegami, Masako. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09588-y.

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2025COVID-19 under-reporting: spillovers and stringent containment strategies of global cases. (2025). Kumbhakar, Subal C ; Wang, Yulu. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:63:y:2025:i:1:d:10.1007_s11123-024-00741-3.

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2025Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach. (2025). Rolheiser, Lyndsey ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:3:d:10.1007_s11146-023-09957-w.

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2024Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities*. (2024). Yamagata, Takashi ; Pesaran, Hashem M. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:2:p:407-460..

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:123815.

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2025The relationships between political stability, arms imports, oil exports, and GHG emissions: a CS-DL approach for eight Gulf countries. (2025). ben Youssef, Slim. In: MPRA Paper. RePEc:pra:mprapa:124791.

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2025The relationships between political stability, military expenditures, arms imports, and oil exports: a CS-DL approach for six Gulf countries. (2025). ben Youssef, Slim. In: MPRA Paper. RePEc:pra:mprapa:125364.

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2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

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2025Clustering and classification of spatio-temporal data using spatial dynamic panel data models. (2025). Giordano, Francesco ; Milito, Sara ; Niglio, Marcella ; Parrella, Maria Lucia ; Feo, Giuseppe. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:2:d:10.1007_s11634-024-00620-7.

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2024Is peer-to-peer demand cointegrated at the listing level?. (2024). Surez-Vega, Rafael ; Rachinger, Heiko ; Prez-Rodrguez, Jorge V. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02522-7.

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2025Revisiting the Productivity Effects of Public Capital. (2025). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02670-4.

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2025Technology, labour regulation, and nonparametric panel data modelling. (2025). Nosvelli, Mario ; Musolesi, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02681-1.

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2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

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2025Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers. (2025). Lin, Yicong ; Lucas, Andrae ; Ye, Shiqi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250042.

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2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

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Works by Natalia Bailey:

YearTitleTypeCited
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper135
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		paper
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		paper
2016Exponent of Cross‐Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		article
2013A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper106
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2016A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		article
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper43
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2025My neighbours neighbour is not my neighbour: Instrumentation and causality in spatial models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper27
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2018Exponent of cross-sectional dependence for residuals.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper44
2021Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2020Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper16
2020Measurement of Factor Strength: Theory and Practice.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Measurement of factor strength: Theory and practice.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2016Spectral approach to parameter-free unit root testing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2015Spectral Approach to Parameter-Free Unit Root Testing.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Weak convergence in the near unit root setting In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2020Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2015Spectral Approach to Parameter-Free Unit Root Testing In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers.
[Full Text][Citation analysis]		paper26
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]		article13
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2022A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* In: Econometric Reviews.
[Full Text][Citation analysis]		article0

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