H. Peter Boswijk : Citation Profile

Are you H. Peter Boswijk?

Universiteit van Amsterdam (53% share)
Tinbergen Instituut (47% share)

18

H index

23

i10 index

1342

Citations

RESEARCH PRODUCTION:

37

Articles

39

Papers

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 43
   Journals where H. Peter Boswijk has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 23 (1.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo14
   Updated: 2024-12-03    RAS profile: 2020-02-05    
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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 H. Peter Boswijk.

Is cited by:

Shahbaz, Muhammad (38)

Hommes, Cars (35)

Westerhoff, Frank (33)

del Barrio Castro, Tomás (25)

Paruolo, Paolo (22)

Franses, Philip Hans (21)

He, Xuezhong (Tony) (17)

Ahad, Muhammad (15)

Zwinkels, Remco (15)

Taylor, Robert (14)

Lütkepohl, Helmut (13)

Cites to:

Johansen, Soren (33)

Cavaliere, Giuseppe (24)

Taylor, Robert (24)

Phillips, Peter (23)

Lucas, Andre (18)

Rahbek, Anders (18)

Franses, Philip Hans (15)

Hansen, Bruce (14)

Engle, Robert (13)

Bollerslev, Tim (11)

Perron, Pierre (11)

Main data

Where H. Peter Boswijk has published?

Journals with more than one article published# docs
Journal of Econometrics14
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Econometric Theory2
Econometric Reviews2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute15
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing H. Peter Boswijk (2024 and 2023)

YearTitle of citing document
2024Energy Efficiency Investment in a Developing Economy: Financial Development and Debt Status Implication. (2024). Ogwu, Stephen Obinozie ; Ekesiobi, Chukwunonso ; Ashibogwu, Kingsley Nze ; Emmanuel, Precious Muhammed ; Ifebi, Ogonna ; Onwe, Joshua Chukwuma. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/016.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2023.

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2023MONETARY POLICY AND ECONOMIC GROWTH IN NIGERIA: EVIDENCE FROM BOUNDS AND BAYER-HANCK COINTEGRATION TECHNIQUES. (2023). Aina, Babatunde ; Adeleye, Bosede Ngozi ; Imandojemu, Kingsley. In: Economic Annals. RePEc:beo:journl:v:68:y:2023:i:236:p:81-103.

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2023Testing the nexus between renewable energy consumption and environmental quality in Nigeria: The role of broad‐based financial development. (2020). Dabwor, Dalis T ; Goshit, Gideon G ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:163-175.

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2023Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture. (2023). Yu, Yan ; Clark, Stephen J ; Cechura, Lukas ; Tian, Qingsong. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:153-169.

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2023Humans, Robots and Market Crashes: A Laboratory Study ∗. (2008). Friedman, Daniel ; Feldman, Todd. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt4kf382p6.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023Does Environmental Degradation-Led Remittances Flow? Nexus between Environmental Degradation, Uncertainty, Financial Inclusion and Remittances Inflows in India and China. (2023). Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-2.

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2023The Causal Relation between Energy Consumption, Carbon Dioxide Emissions, and Macroeconomic Variables in Somalia. (2023). Mohamed, Farhia Hassan ; Ali, Maria Mohamed ; Warsame, Zakarie Abdi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-13.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759.

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2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

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2023Dynamic conditional eigenvalue GARCH. (2023). Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Hetland, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002141.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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2023.

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2024A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26.

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2024Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452.

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2023Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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2023Revisiting the importance of forest rents, oil rents, green growth in economic performance of China: Employing time series methods. (2023). Zhang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005839.

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2023Chinas resources curse hypothesis: Evaluating the role of green innovation and green growth. (2023). Yuan, Ying ; Lin, Shu. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006353.

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2023Revenue sources of natural resources rents and its impact on sustainable development: Evidence from global data. (2023). Liu, Jianmei ; Fu, Rong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006699.

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2023Dutch disease via remittances and natural resources: A perspective of global economy. (2023). Wang, Fei ; Ma, Yubo. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006912.

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2023Financial market risk, technology and natural resources nexus: Evidence from China. (2023). Zhao, Xia ; Xu, Yongfeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000405.

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2023Symmetric and asymmetric effects of gold, and oil price on environment: The role of clean energy in China. (2023). Kamal, Mustafa ; Hossain, Md Emran ; Haseeb, Mohammad ; Tursoy, Turgut ; Ali, Mumtaz ; Samour, Ahmed ; Joof, Foday. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001514.

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2023Natural resources extraction and COP26 target: Evaluating the role of green finance. (2023). Liu, Xin ; Ma, Qiang ; Xue, Jing ; Wang, Wei-Guo. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300140x.

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2023Revisiting resources allocation for slow-moving economies: A way forward for low-income economies. (2023). Li, Fang ; Wang, Yong ; Dou, Jiali. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001423.

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2023Resource curse hypothesis in COP26 perspective: Access to clean fuel technology and electricity from renewable energy. (2023). Wang, Tingting ; Zhao, Erlong ; Li, Jiabao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001563.

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2023Does Geopolitical risk drive natural resources extraction globally? A Case of Global. (2023). Zhang, Leilei ; Tu, Yanhong ; Yu, Hang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001587.

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2023A dual risk perspective of Chinas resources market: Geopolitical risk and political risk. (2023). Gu, Xiao ; Wang, Guoyu ; Ageli, Mohammed Moosa ; Uktamov, Khusniddin Fakhriddinovich ; Shen, XI. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002398.

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2023Nonlinear impact of natural resources and risk factors on the U.S. economic growth. (2023). Badeeb, Ramez ; Gu, Xiao ; Uktamov, Khusniddin Fakhriddinovich ; Zhang, Changyong ; Khan, Zeeshan ; Ali, Shahid. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002817.

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2023Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction. (2023). DAGESTANI, ABD ALWAHED ; Zhao, Shikuan ; Shinwari, Riazullah ; Zhang, Shaohe. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003197.

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2023Natural resources and COP26 targets of developed countries: Pandemic perspective of natural resources extraction. (2023). Ni, Xiewen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004233.

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2023Natural resources for policy makers: Revisiting COVID-19 perspective of aggregate South Asian economies. (2023). Xu, Zhaoyi ; Zhang, Jia ; Yang, Xiaoming. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004427.

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2023Green finance and energy natural resources nexus with economic performance: A novel evidence from China. (2023). Dai, Jiapeng ; Ying, Limeng ; Gong, Qinyi. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004762.

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2023Natural resources extraction and geopolitical risk: Examining oil resources extraction in China. (2023). Dorduncu, Hazar ; Zafar, Quratulain ; Gao, Wei ; Chen, Zhiguo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005226.

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2023Natural resources led innovation: Employing structural break approach to explore USAs natural resources sector. (2023). Tian, Jilin ; Liu, Bailu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005639.

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2023Revisiting Chinas natural resources-growth-emissions nexus: Education expenditures and renewable energy innovation. (2023). Uktamov, Khusniddin Fakhriddinovich ; Sami, Fariha ; Hu, Difei ; Wang, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006347.

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2023Quantile on Quantile Analysis of Natural resources-growth and geopolitical risk trilemma. (2023). Zhang, Yingyu ; Dong, Chuntong ; Kong, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006463.

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2023Natural resources utilization, geopolitical risk and economic performance: A novel perspective from China. (2023). Kirikkaleli, Dervis ; Tanasescu, Cristina ; Pang, Deliang. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006906.

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2023Natural resources exploration, efficiency of energy resources and financial development: Resources sector analysis via least square with structural breaks. (2023). Wei, Ying ; Lin, Chun-Yu ; Zhang, Meng-Chen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007213.

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2023Capital formation and natural resources extraction: A source of sustainable development or a curse for the economy?. (2023). Li, Tingting ; Wei, Bowen ; Zhang, Weiwei ; Xu, Jie ; Chen, FU. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300675x.

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2023Does the risk of oil and energy based resources extraction Hinder or Foster sustainable development?. (2023). Li, Shanshan ; Wu, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007158.

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2023Natural resources and economic perspective: Manufacturing value added for Europe and Central Asian economies. (2023). Liu, Jiaxin ; Du, Jianhua ; Xue, Pengcheng ; Yang, Yiting ; Albahooth, Bayan. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008437.

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2023Sustainable development goals perspective of natural resources: Does it paves the way for renewable sources of energy? A global case study. (2023). Xue, Ziru ; Su, Chi-Wei ; Wang, Xinghua ; Xie, Xin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007869.

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2023Natural resources perspective of economic performance: Streamlining mineral resources as a path to sustainable development. (2023). Zeng, Queling ; Zheng, LI ; Luo, Guibin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009479.

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2023Understanding the economy of natural resources: Fundamental role of natural resources in sustainable development. (2023). Lu, Sijin ; Xie, Baiwei ; Jiao, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009480.

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2023Do natural resources ensure energy efficiency? A novel paradigm of resources-efficiency nexus for sustainable development. (2023). Zhang, Ting ; Li, Ruida ; Zeng, Queling. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pa:s0301420723010346.

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2024Sustainable development: Uncovering the synergy between natural resources, clean technologies, and economic progress. (2024). Liu, Pengqiang ; Chang, Shuangshuang ; Xie, Hao ; Lin, Regina Fang-Ying. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010917.

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2024Multidimensional financial development and natural resources: A path for sustainable development via natural resources and digitalization. (2024). Jiang, Tao ; Chen, Lei ; Li, Shi ; Shen, Congcong ; Wang, Yingjie. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301111x.

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2024The resource curse in least developed countries: The roles of foreign direct investment, energy efficiency, and electricity access. (2024). Piprani, Arsalan Zahid ; Hou, Xinmeng ; Li, MU ; Lin, Ling. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012758.

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2024Resource rich yet debt ridden: The role of natural resources and debt servicing in sustainable economic growth. (2024). Ribeiro-Navarrete, Samuel ; Kchouri, Bilal ; Ma, Wanying ; Chen, Jingquan. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072301276x.

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2024Natural resources a curse or blessings for international trade? Empirical evidence from high indebted economies. (2024). Nassani, Abdelmohsen A ; Khan, Zeeshan ; Jia, Fengshuo ; Yu, Xiuzhi. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072301320x.

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2024Beyond the resource curse: The multifaceted impact of mineral resources, financial systems, and workforce competence. (2024). Hasnaoui, Amir ; Xu, Baochang ; Yan, Wenying ; Tian, Lulu. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013314.

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2024Evaluating the effect of mineral resources on the accessibility of green power: A global perspective. (2024). Afzal, Anees ; Ji, Xiangfeng ; Gong, Yuanyuan ; Liao, Fang-Nan. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013387.

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2024Role of natural resource rents, financial development and technological research in achieving sustainable development: A study of South Asian Countries. (2024). Kayani, Umar Nawaz ; Guo, Xiaojing ; Zhou, Dawei ; Wang, Chengjie. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013430.

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2024Revisiting the natural resources rent and financial development nexus: Does geopolitical risk and corruption really matters?. (2024). Alsagr, Naif. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000059.

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2024Global perspective of sustainable development: The role of mineral resources, technological advancement and renewable investments. (2024). Lin, Shiwei ; Wu, Yizhen ; Sun, Yihan. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000072.

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2024Sustainable development and mineral resource extraction in China: Exploring the role of mineral resources, energy efficiency and renewable energy. (2024). Shahzad, Imran ; Sarwar, Bilal ; Chen, Gengxuan ; Xu, Haoyuan. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000709.

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2024Natural resources a curse or blessing: The story of Latin American and Caribbean economies employing bootstrap quantile method. (2024). Chu, Chien-Chi ; Huang, Xiying ; Xu, Tian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001259.

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2024Natural resources and the trilemma of financial development, institutions, and markets: Sustainable development pathway via natural resources for China. (2024). Chang, Hsu-Ling ; Wang, Zhixian ; Yao, Xuehui ; Chen, Xuesheng ; Zhong, Yufei. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001260.

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2024Mineral policy management perspective: Government effectiveness and digitalization for the Russian economy. (2024). Xue, Pengcheng ; Zhou, Yun ; Li, Fanrong ; Xia, Liangke. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002125.

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2024Mineral resources and intellectual capital: Asymmetrical impacts and sustainable development outcomes. (2024). Long, Chi ; Umar, Muhammad ; Meng, Qin ; Hao, Linna. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003039.

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2023Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model. (2023). Naimzada, Ahmad ; Chen, Hung-Ju ; Li, M.-C., ; Chen, H.-J., ; Cavalli, F ; Pecora, N. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s030440682200132x.

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2024The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023Shot-noise cojumps: exact simulation and option pricing. (2023). Zhao, Hongbiao ; Dassios, Angelos ; Qu, Yan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111537.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119257.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119258.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2023). Yang, Xiye ; Neely, Christopher J ; McMahon, Michael ; Erdemlioglu, Deniz ; Ahrens, Maximilian. In: Working Papers. RePEc:fip:fedlwp:96270.

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2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2023Do Oil Price, Renewable Energy, and Financial Development Matter for Environmental Quality in Oman? Novel Insights from Augmented ARDL Approach. (2023). Baldan, Cristina Florentina ; Radulescu, Magdalena ; Tawfik, Omar Ikbal ; Samour, Ahmed. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4574-:d:1166082.

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2023Fiscal Policy, Oil Price, Foreign Direct Investment, and Renewable Energy—A Path to Sustainable Development in South Africa. (2023). Samour, Ahmed ; Ahmed, Dildar Haydar ; Maarof, Mamon Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9500-:d:1170206.

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2023Innovation-Led Environmental Sustainability in Vietnam—Towards a Green Future. (2023). Qamruzzaman, MD ; Li, Qianyi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12109-:d:1212651.

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2023Modeling extreme events:time-varying extreme tail shape. (2023). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0399.

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2023Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China. (2023). Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09380-w.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104..

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More than 100 citations found, this list is not complete...

Works by H. Peter Boswijk:

YearTitleTypeCited
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers.
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2015Improved likelihood ratio tests for cointegration rank in the VAR model.(2015) In: Journal of Econometrics.
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2012Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model.(2012) In: Working Paper.
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2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 14		paper
2013Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]		paper1
2014Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors.(2014) In: Economics Letters.
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This paper has nother version. Agregated cites: 1		article
2016Cartel dating In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]		paper1
2016Cartel Dating.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2019Cartel dating.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 1		article
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper7
2000Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets.(2000) In: CeNDEF Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2001Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 7		paper
2000Testing for a Unit Root with Near-Integrated Volatility In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper25
2000Testing for a Unit Root with Near-Integrated Volatility.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 25		paper
2001Testing for a Unit Root with Near-Integrated Volatility.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 25		paper
2000Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper18
2000Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 18		paper
2000Asymmetric and common absorption of shocks in nonlinear autoregressive models.(2000) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 18		paper
2005Behavioral Heterogeneity in Stock Prices In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper334
2007Behavioral heterogeneity in stock prices.(2007) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 334		article
2005Behavioral Heterogeneity in Stock Prices.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 334		paper
2006Wake me up before you GO-GARCH In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper18
2006Wake me up before you GO-GARCH.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 18		paper
1996Testing Identifiability of Cointegrating Vectors. In: Journal of Business & Economic Statistics.
[Citation analysis]		article25
2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article34
2002The Econometrics Of The Bass Diffusion Model.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article53
1992Dynamic Specification and Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article46
1993On the Formulation of Wald Tests on Long-Run Parameters. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article7
2006Robust Inference on Average Economic Growth* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2001Robust inference on average economic growth.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2004Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica.
[Full Text][Citation analysis]		article36
2003Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2000MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS In: Econometric Theory.
[Full Text][Citation analysis]		article18
2010MIXED NORMAL INFERENCE ON MULTICOINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article8
2007Absorption of shocks in nonlinear autoregressive models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article24
2010Nuisance parameter free inference on cointegration parameters in the presence of a variance shift In: Economics Letters.
[Full Text][Citation analysis]		article2
1995Testing for periodic integration In: Economics Letters.
[Full Text][Citation analysis]		article11
2002Semi-nonparametric cointegration testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1997Semi-nonparametric cointegration testing.(1997) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2002Finite sample and asymptotic methods in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2006Causality and exogeneity in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2010Twenty years of cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2010Cointegration in a historical perspective In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2011Method of moments estimation of GO-GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2014Estimating spot volatility with high-frequency financial data In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2016Inference on co-integration parameters in heteroskedastic vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2013Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2013Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2018Testing for self-excitation in jumps In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
1994Testing for an unstable root in conditional and structural error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]		article302
1995Efficient inference on cointegration parameters in structural error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]		article121
1995Conditional and structural error correction models reply In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1997Multiple unit roots in periodic autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
1996Temporal aggregation in a periodically integrated autoregressive process In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article4
1993Temporal aggregation in a periodically integrated autoregressive process.(1993) In: Research Memorandum.
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This paper has nother version. Agregated cites: 4		paper
1988JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL In: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
[Citation analysis]		paper0
1988JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL.(1988) In: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems In: Econometrics.
[Full Text][Citation analysis]		article4
2005Distribution approximations for cointegration tests with stationary exogenous regressors In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article20
1999Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 20		paper
2003Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices In: Computing in Economics and Finance 2003.
[Full Text][Citation analysis]		paper0
1997Lagrance-multiplier tersts for weak exogeneity: a synthesis In: Econometric Reviews.
[Full Text][Citation analysis]		article15
1998Book reviews In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2011Why Frequency Matters for Unit Root Testing in Financial Time Series In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
1999A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper6
2001Block Local to Unity and Continuous Record Asymptotics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2002How Large is Average Economic Growth? Evidence from a Robust Method In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Why Frequency Matters for Unit Root Testing In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper6
2006A New Multivariate Product Growth Model In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Adaptive Testing for Cointegration with Nonstationary Volatility In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Bootstrapping Non-Stationary Stochastic Volatility In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper4
1995Periodic Cointegration: Representation and Inference. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article25
1998A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1

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