19
H index
26
i10 index
1839
Citations
Jurgen A. Doornik : Citation Profile
Oxford University | RESEARCH PRODUCTION: 41 Articles 38 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1994 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Jurgen A. Doornik. | Is cited by:
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Main data
Where Jurgen A. Doornik has published?
Recent works citing Jurgen A. Doornik (2025 and 2024)
Year  | Title of citing document | |
|---|---|---|
| 2024 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2024 | What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
| 2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
| 2024 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper | |
| 2024 | The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Kwiatkowski, Andrzej ; Rambaccussing, Dooruj. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393. Full description at Econpapers || Download paper | |
| 2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2024 | Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540. Full description at Econpapers || Download paper | |
| 2024 | What a Puzzle! Unravelling Why UK Phillips Curves were Unstable. (2024). Hendry, David ; Castle, Jennifer. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:743-760. Full description at Econpapers || Download paper | |
| 2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2024 | The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344. Full description at Econpapers || Download paper |
| 2024 | Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824. Full description at Econpapers || Download paper | |
| 2024 | An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202. Full description at Econpapers || Download paper | |
| 2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. 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 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper | |
| 2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper | |
| 2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper | |
| 2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper | |
| 2024 | Wage – 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. Full description at Econpapers || Download paper | |
| 2024 | Cyclicality of public debt in developing countries: Does dependence on natural resources matter?. (2024). Mampieme, Vaccili Belneche ; Okombi, Idrys Fransmel. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005981. Full description at Econpapers || Download paper | |
| 2024 | Innovation, market power and the labour share: Evidence from OECD industries. (2024). Ugur, Mehmet. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001847. Full description at Econpapers || Download paper | |
| 2024 | The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980. Full description at Econpapers || Download paper | |
| 2025 | . Full description at Econpapers || Download paper | |
| 2024 | Long-Run Estimates of the Global Informal Economies and New Insights for 152 Countries over 1997 to 2022 Using an Enhanced MIMIC Approach. (2024). schneider, friedrich ; Dell'Anno, Roberto ; Asllani, Alban. In: IZA Discussion Papers. RePEc:iza:izadps:dp17557. Full description at Econpapers || Download paper | |
| 2025 | Climate anxiety, economic policy uncertainty, and green growth. (2025). Lee, Chien-Chiang ; Yahya, Farzan ; Hania, Alishba. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-025-09854-7. Full description at Econpapers || Download paper | |
| 2024 | The empirical modelling of house prices and debt revisited: a policy-oriented perspective. (2024). Hungnes, Håvard ; Kurita, Takamitsu ; Boug, PL. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02461-3. Full description at Econpapers || Download paper |
Works by Jurgen A. Doornik:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Forecasting the UK top 1% income share in a shifting world In: Economica. [Full Text][Citation analysis] | article | 1 |
| 2000 | Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 25 |
| 1998 | Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 94 |
| 1998 | APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 144 |
| 2008 | Encompassing and Automatic Model Selection* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 38 |
| 2008 | An Omnibus Test for Univariate and Multivariate Normality* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 324 |
| 1996 | An omnibus test for univariate and multivariate normalit.(1996) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 324 | paper | |
| 2013 | Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2010 | Wage Formation and Bargaining Power during the Great Depression* In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications.(2017) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1994 | Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy. [Citation analysis] | article | 75 |
| 1997 | The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 47 |
| 2021 | Modeling and forecasting the COVID‐19 pandemic time‐series data In: Social Science Quarterly. [Full Text][Citation analysis] | article | 1 |
| 2004 | Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 38 |
| 2003 | Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2006 | Econometric software development: past, present and future In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
| 2004 | A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2004 | A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s.(2004) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| Daily DJIA In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 1 | |
| Iris In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2011 | Evaluating Automatic Model Selection In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 79 |
| 2010 | Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2004 | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 46 |
| In: . [Full Text][Citation analysis] | article | 5 | |
| 2001 | Constructing Historical Euro-Zone Data. In: Economic Journal. [Full Text][Citation analysis] | article | 121 |
| 2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
| 2003 | The Influence of Var Dimensions on Estimator Biases: Comment In: Econometrica. [Citation analysis] | article | 3 |
| 2000 | Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 10 |
| 2001 | Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1999 | Statistical algorithms for models in state space using SsfPack 2.2 In: Econometrics Journal. [Citation analysis] | article | 267 |
| 1998 | Statistical Algorithms for Models in State Space Using SsfPack 2.2.(1998) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 267 | paper | |
| 2002 | Numerically stable cointegration analysis In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2003 | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 71 |
| 2001 | Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2013 | A Markov-switching model with component structure for US GNP In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2012 | Model selection when there are multiple breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 83 |
| 2008 | Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
| 2023 | Robust Discovery of Regression Models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Robust Discovery of Regression Models.(2020) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2008 | Multimodality in GARCH regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
| 2003 | Multimodality in the GARCH Regression Model.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2020 | Card forecasts for M4 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2021 | Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2020 | Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2024 | Improving models and forecasts after equilibrium-mean shifts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1999 | Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers. [Citation analysis] | paper | 19 |
| 2000 | Wage Behaviour During the Interwar Years: Are there any Puzzles left? Evidence from a Panel of Norwegian Manufacturing Industries. In: Norwegian School of Economics and Business Administration-. [Citation analysis] | paper | 0 |
| 2021 | Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics. [Full Text][Citation analysis] | article | 85 |
| 2017 | Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions In: Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2017 | Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Selecting a Model for Forecasting In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Forecasting Principles from Experience with Forecasting Competitions In: Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2010 | Testing the Invariance of Expectations Models of Inflation In: Memorandum. [Full Text][Citation analysis] | paper | 19 |
| 2010 | Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2005 | Distribution approximations for cointegration tests with stationary exogenous regressors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 22 |
| 1999 | Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2001 | A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Outlier Detection in GARCH Models In: Economics Papers. [Full Text][Citation analysis] | paper | 28 |
| 2005 | Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Constructing Historical Euro-Zone Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Statistical model selection with “Big Data”.(2015) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 1998 | Statistical Algorithms for Models in State Space Using SsfPack 2.2 In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
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