17
H index
25
i10 index
1374
Citations
| 17 H index 25 i10 index 1374 Citations RESEARCH PRODUCTION: 26 Articles 57 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoosoon Chang. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 11 |
| Energy Economics | 4 |
| Econometric Theory | 2 |
| Econometric Reviews | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351. Full description at Econpapers || Download paper |
| 2024 | Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper |
| 2025 | Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233. Full description at Econpapers || Download paper |
| 2025 | Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2024 | On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: Papers. RePEc:arx:papers:2402.08051. Full description at Econpapers || Download paper |
| 2024 | Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580. Full description at Econpapers || Download paper |
| 2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper |
| 2024 | Factor multivariate stochastic volatility models of high dimension. (2024). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2406.19033. Full description at Econpapers || Download paper |
| 2024 | Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859. Full description at Econpapers || Download paper |
| 2025 | Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572. Full description at Econpapers || Download paper |
| 2025 | Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213. Full description at Econpapers || Download paper |
| 2025 | Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers || Download paper |
| 2025 | Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165. Full description at Econpapers || Download paper |
| 2025 | Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204. Full description at Econpapers || Download paper |
| 2025 | Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591. Full description at Econpapers || Download paper |
| 2025 | A three-step machine learning approach to predict market bubbles with financial news. (2025). Atsiwo, Abraham. In: Papers. RePEc:arx:papers:2510.16636. Full description at Econpapers || Download paper |
| 2025 | THE EFFECTS OF ENVIRONMENTAL PROTECTION AND SOCIAL SPENDING ON SOCIETAL WELL-BEING: PANEL EVIDENCE FROM SELECTED OECD COUNTRIES. (2025). Yildirim, Zerife ; Blgn, Ebru. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:69-96. Full description at Econpapers || Download paper |
| 2024 | Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973. Full description at Econpapers || Download paper |
| 2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper |
| 2025 | How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136. Full description at Econpapers || Download paper |
| 2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625. Full description at Econpapers || Download paper |
| 2024 | On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10941. Full description at Econpapers || Download paper |
| 2024 | Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992. Full description at Econpapers || Download paper |
| 2024 | Volatile Temperatures and Their Effects on Equity Returns and Firm Performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11438. Full description at Econpapers || Download paper |
| 2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
| 2024 | Testing extreme warming and geographical heterogeneity. (2024). Gonzalo, Jesus ; Olmo, Jos ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45023. Full description at Econpapers || Download paper |
| 2024 | Future electricity demand for Europe: Unraveling the dynamics of the Temperature Response Function. (2024). Scholz, Yvonne ; Deng, Ying ; Hu, Wenxuan ; Jochem, Patrick ; Yeligeti, Madhura. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007700. Full description at Econpapers || Download paper |
| 2024 | Can passive monetary policy decrease the debt burden?. (2024). Yang, Shu-Chun ; Shen, Wenyi ; Mao, Ruoyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002087. Full description at Econpapers || Download paper |
| 2024 | How do conflicts affect energy security risk? Evidence from major energy-consuming economies. (2024). Gözgör, Giray ; Lu, Zhou ; Ullah, Sana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:175-187. Full description at Econpapers || Download paper |
| 2024 | Macroprudential capital requirements, monetary policy, and financial crises. (2024). Krenz, Johanna ; Ivanovi, Jelena. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001809. Full description at Econpapers || Download paper |
| 2024 | Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model. (2024). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400258x. Full description at Econpapers || Download paper |
| 2025 | Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407. Full description at Econpapers || Download paper |
| 2024 | Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762. Full description at Econpapers || Download paper |
| 2024 | Does the income elasticity of energy demand vary with the stages of economic development?. (2024). Darandary, Abdulelah ; Alkathiri, Nader ; Mikayilov, Jeyhun I. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005391. 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 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers || Download paper |
| 2024 | Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing. (2024). Miller, J. ; Brock, William A. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002306. Full description at Econpapers || Download paper |
| 2024 | Made in Europe: Monetary–Fiscal policy mix with financial frictions. (2024). Seoane, Hernán ; Gomes, Pedro. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000564. Full description at Econpapers || Download paper |
| 2024 | Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis ; Gabriel, Vasco ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843. Full description at Econpapers || Download paper |
| 2024 | Effects of time-of-use pricing for residential customers and wholesale market consequences in South Korea. (2024). Moon, Seongman ; Kim, Jihyo ; Jang, Heesun. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002652. Full description at Econpapers || Download paper |
| 2024 | Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries. (2024). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005978. Full description at Econpapers || Download paper |
| 2025 | Optimal path of Chinas economic structure and energy demand to carbon neutrality. (2025). Wang, Fangzhi ; Liao, Hua ; Peng, Ying ; Ye, Huiying. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007552. Full description at Econpapers || Download paper |
| 2025 | Does uncertainty amplify the inflation pass-through of gasoline price shocks?. (2025). Grndler, Daniel ; Scharler, Johann. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001720. Full description at Econpapers || Download paper |
| 2025 | Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178. Full description at Econpapers || Download paper |
| 2025 | Energy efficiency pricing in regulated electricity markets. (2025). Jin, Guiyoung ; Nam, Kyungsik ; Lim, Yeji. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002300. Full description at Econpapers || Download paper |
| 2025 | The new merit order: The viability of energy-only electricity markets with only intermittent renewable energy sources and grid-scale storage. (2025). Antweiler, Werner ; Muesgens, Felix. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002634. Full description at Econpapers || Download paper |
| 2024 | The spatial pattern, driving factors and evolutionary trend of energy cooperation and consumption in the “Belt and Road Initiative” countries. (2024). Wen, Zongguo ; Zhang, Zechen ; Qian, Yuan ; Cao, Xin. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s036054422402190x. Full description at Econpapers || Download paper |
| 2024 | Carbon VIX: A case of decarbonized SPACs. (2024). Vulanovic, Milos ; Piljak, Vanja ; Tinoco, Mario Hernandez ; Dimic, Nebojsa. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013898. Full description at Econpapers || Download paper |
| 2024 | The dynamic effects of public investments on private capital formation: Modelling a heterogeneous asymmetric cointegration with unobserved global factors. (2024). Carvelli, Gianni. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000859. Full description at Econpapers || Download paper |
| 2024 | Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000234. Full description at Econpapers || Download paper |
| 2025 | Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310. Full description at Econpapers || Download paper |
| 2024 | State-dependent oil price shocks on inflation and the efficacy of inflation targeting regime. (2024). Zhu, Xiaoyang ; Hwang, Inwook. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000640. Full description at Econpapers || Download paper |
| 2024 | Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448. Full description at Econpapers || Download paper |
| 2024 | Unveiling the green innovation paradox: Exploring the impact of carbon emission reduction on corporate green technology innovation. (2024). Wu, Zhan ; Su, Yuqi ; Li, Haichao ; Tian, Gary Gang ; Ding, Chante Jian. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524003585. Full description at Econpapers || Download paper |
| 2024 | Volatile temperatures and their effects on equity returns and firm performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128521. Full description at Econpapers || Download paper |
| 2024 | A Panel Data Analysis of the Relationship between Financial Development and Economic Growth in Asian Countries. (2024). Nver, Eri ; Sugz, Brahim Halil. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:1:p:1-23. Full description at Econpapers || Download paper |
| 2025 | State-Dependent Phillips Curve. (2025). Kim, Hyun Hak ; Lee, Na Kyeong. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:14-:d:1562933. Full description at Econpapers || Download paper |
| 2024 | A Hybrid Forecasting Model for Electricity Demand in Sustainable Power Systems Based on Support Vector Machine. (2024). Sun, Yalu ; Li, Xuejun ; Song, Wenqin ; Jiang, Minghua ; Cai, Deyu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4377-:d:1469066. Full description at Econpapers || Download paper |
| 2024 | The Refinement of a Common Correlated Effect Estimator in Panel Unit Root Testing: An Extensive Simulation Study. (2024). Omay, Tolga ; Eryilmaz, Meltem ; Emirmahmutoglu, Furkan ; Akdi, Yilmaz. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3458-:d:1514655. Full description at Econpapers || Download paper |
| 2025 | On Regime Switching Models. (2025). Tan, Zhenni ; Wu, Yuehua. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1128-:d:1623629. Full description at Econpapers || Download paper |
| 2024 | Prepivoted Augmented Dickey-Fuller Test with Bootstrap-Assisted Lag Length Selection. (2024). Maitra, Somak ; Politis, Dimitris N. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:4:p:72-1243:d:1501069. Full description at Econpapers || Download paper |
| 2024 | Prepivoted Augmented Dickey-Fuller Test with Bootstrap-Assisted Lag Length Selection. (2024). Politis, Dimitris N ; Maitra, Somak. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:4:p:72-1244:d:1501069. Full description at Econpapers || Download paper |
| 2024 | On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: Working Papers. RePEc:gla:glaewp:2024_01. Full description at Econpapers || Download paper |
| 2024 | Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change. (2024). Miller, J. ; Chang, Yoosoon ; Park, Joon K. In: CAEPR Working Papers. RePEc:inu:caeprp:2024007. Full description at Econpapers || Download paper |
| 2025 | How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Chang, Yoosoon ; Park, Joon. In: CAEPR Working Papers. RePEc:inu:caeprp:2025002. Full description at Econpapers || Download paper |
| 2024 | A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms. (2024). Omay, Tolga ; Corakci, Aysegul. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10501-4. Full description at Econpapers || Download paper |
| 2024 | Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0. Full description at Econpapers || Download paper |
| 2024 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2024). Albertini, Julien ; Moyen, Stphane. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10570-z. Full description at Econpapers || Download paper |
| 2025 | The Price Elasticity of Heating and Cooling Energy Demand. (2025). Mey, Bianka ; Schfer, Teresa ; Gechert, Sebastian ; Prante, Franz. In: OSF Preprints. RePEc:osf:osfxxx:4sjy5_v2. Full description at Econpapers || Download paper |
| 2024 | On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity. (2024). Schorfheide, Frank ; Chang, Minsu. In: PIER Working Paper Archive. RePEc:pen:papers:24-003. Full description at Econpapers || Download paper |
| 2024 | An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217. Full description at Econpapers || Download paper |
| 2024 | Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103. Full description at Econpapers || Download paper |
| 2024 | Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023. (2024). Maldonado, Wilfredo ; de Mira, Enrico Campos. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2024wpecon8. Full description at Econpapers || Download paper |
| 2024 | Bayesian Estimation of Multiple Covariate of Autoregressive (MC-AR) Model. (2024). Agiwal, Varun ; Kumar, Ashok. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:4:d:10.1007_s40745-023-00468-2. Full description at Econpapers || Download paper |
| 2025 | Panel cointegration tests in finite sample analyzing banking stability. (2025). Ghassan, Hassan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:3:d:10.1007_s40622-024-00417-9. Full description at Econpapers || Download paper |
| 2024 | Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1. Full description at Econpapers || Download paper |
| 2025 | The Effects of Schooling Rates and Income Levels on Energy Consumption in Households: A Panel Data Analysis on OECD Countries. (2025). Deirmenci, Nurdan ; Cihan, Kezban Ayran. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02057-x. Full description at Econpapers || Download paper |
| 2024 | Risk, Uncertainty and Exporting: Evidence from a Developing Economy. (2024). Sharma, Chandan ; Khanna, Rupika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00377-4. Full description at Econpapers || Download paper |
| 2024 | Locally time-varying parameter regression. (2024). He, Zhongfang. In: Econometric Reviews. RePEc:taf:emetrv:v:43:y:2024:i:5:p:269-300. Full description at Econpapers || Download paper |
| 2025 | Measuring Family (Dis)Advantage: Lessons from Detailed Parental Information. (2025). de Vries, Sander. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250010. Full description at Econpapers || Download paper |
| 2025 | Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions. (2025). Sun, Yixiao ; Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2025-01. Full description at Econpapers || Download paper |
| 2025 | What can we learn from the distributions of inflation expectations across European households?. (2025). Zachariadis, Marios ; Kourtellos, Andros ; Statheas, Christos Antonios. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:02-2025. Full description at Econpapers || Download paper |
| 2025 | Time-Varying Volatility in Emerging Market Business Cycles. (2025). Murakami, Yuki. In: Working Papers. RePEc:wap:wpaper:2514. Full description at Econpapers || Download paper |
| 2025 | Understanding regressions with observations collected at high frequency over long span. (2025). Park, Joon Y ; Lu, YE ; Chang, Yoosoon. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:405-457. Full description at Econpapers || Download paper |
| 2025 | The Price Elasticity of Heating and Cooling Energy Demand. (2025). Gechert, Sebastian ; Schfer, Teresa ; Prante, Franz ; Mey, Bianka. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:265. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | A Sieve Bootstrap For The Test Of A Unit Root In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 110 |
| 2018 | State Space Models with Endogenous Regime Switching In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | State Space Models with Endogenous Regime Switching.(2018) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2023 | The Economic Consequences of Effective Carbon Taxes In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring.(2023) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring.(2023) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2023 | Oil prices uncertainty, endogenous regime switching, and inflation anchoring.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2023 | Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption.(2024) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption.(2024) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve.(2023) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve.(2023) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 15 |
| 1995 | Time Series Regression with Mixtures of Integrated Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
| 2000 | VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 1999 | Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
| 2001 | Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal. [Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
| 2000 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 238 |
| 2002 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 238 | paper | |
| 2000 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 238 | paper | |
| 2004 | Bootstrap unit root tests in panels with cross-sectional dependency.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 238 | article | |
| 2001 | Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
| 2004 | Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2014 | Bootstrapping Unit Root Tests with Covariates In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2001 | Bootstrapping Unit Root Tests with Covariates.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2017 | Bootstrapping unit root tests with covariates.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2002 | Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency In: Working Papers. [Full Text][Citation analysis] | paper | 241 |
| 2002 | Nonlinear IV unit root tests in panels with cross-sectional dependency.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 241 | article | |
| 2000 | Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 241 | paper | |
| 2002 | Bootstrapping Cointegrating Regressions In: Working Papers. [Full Text][Citation analysis] | paper | 83 |
| 2006 | Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
| 2005 | Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Nonlinear IV Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2004 | Taking a New Contour: A Novel Approach to Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2004 | Taking a New Contour: A Novel Approach to Panel Unit Root Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | Taking a new contour: A novel approach to panel unit root tests.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2004 | Taking a New Contour: A Novel View on Unit Root Test In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2004 | Endogeneity in Nonlinear Regressions with Integrated Time Series In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 7 |
| 2021 | Origins of monetary policy shifts: A New approach to regime switching in DSGE models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
| 2018 | Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models.(2018) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2003 | Index models with integrated time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2009 | Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2012 | Residual based tests for cointegration in dependent panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2016 | Nonstationarity in time series of state densities In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 2017 | A new approach to model regime switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
| 2020 | Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2018 | Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics. [Full Text][Citation analysis] | article | 47 |
| 2016 | A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
| 2015 | A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
| 2013 | Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2021 | Forecasting regional long-run energy demand: A functional coefficient panel approach In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
| 2019 | Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2023 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach.(2024) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2024 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility.(2025) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | The Effects of Economic Shocks on Heterogeneous Inflation Expectations In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Evaluating Consumption CAPM under Heterogeneous Preferences In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules.(2017) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | Understanding Regressions with Observations Collected at High Frequency over Long Span In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | A Trajectories-Based Approach to Measuring Intergenerational Mobility In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | A Trajectories-Based Approach to Measuring Intergenerational Mobility.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 30 |
| 2018 | Understanding Regressions with Observations Collected at High Frequency over Long Span In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews. [Full Text][Citation analysis] | article | 87 |
| 2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2016 | Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2025 | Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Non‐stationary regression with logistic transition In: Econometrics Journal. [Citation analysis] | article | 1 |
| 2016 | Evaluating factor pricing models using high‐frequency panels In: Quantitative Economics. [Full Text][Citation analysis] | article | 5 |
| 2021 | U.S. monetary and fiscal policy regime changes and their interactions In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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