Deborah Gefang : Citation Profile

Leicester University

8

H index

7

i10 index

214

Citations

RESEARCH PRODUCTION:

16

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 9
   Journals where Deborah Gefang has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 16 (6.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge123
   Updated: 2026-01-17    RAS profile: 2025-12-10    
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Relations with other researchers

Works with:

Tavlas, George (8)

Hall, Stephen (7)

Koop, Gary (3)

Poon, Aubrey (3)

Gibson, Heather (2)

Petroulas, Pavlos (2)

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

Is cited by:

Koop, Gary (26)

Chan, Joshua (13)

Korobilis, Dimitris (12)

Huber, Florian (11)

Rodríguez N., Norberto (11)

Ricco, Giovanni (10)

Miranda-Agrippino, Silvia (10)

Rincon-Castro, Hernan (7)

Eisenstat, Eric (6)

Mitchell, James (6)

Poon, Aubrey (6)

Cites to:

Koop, Gary (51)

Giannone, Domenico (28)

Korobilis, Dimitris (27)

Lee, Lung-Fei (20)

Reichlin, Lucrezia (18)

Banbura, Marta (18)

Tavlas, George (16)

Baltagi, Badi (15)

Hall, Stephen (15)

Poon, Aubrey (14)

Clark, Todd (13)

Main data

Where Deborah Gefang has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Papers / University of Strathclyde Business School, Department of Economics3
Working Paper series / Rimini Centre for Economic Analysis3
Papers / arXiv.org3
Working Papers / Lancaster University Management School, Economics Department2
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)2

Recent works citing Deborah Gefang (2025 and 2024)

YearTitle of citing document
2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. (2024). Tiozzo Pezzoli, Luca ; Pfarrhofer, Michael ; onorante, luca ; Huber, Florian ; Hirschbühl, Dominik ; Barbaglia, Luca ; Hauzenberger, Niko ; Frattarolo, Lorenzo ; Hirschbuehl, Dominik. In: Papers. RePEc:arx:papers:2401.10054.

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

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Policy implications of losing credibility: Lessons from Colombia’s post-pandemic inflationary surge. (2025). Pulido, Jose ; Grajales-Olarte, Anderson ; Naranjo-Saldarriaga, Sara ; Hamann, Franz. In: Borradores de Economia. RePEc:bdr:borrec:1304.

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2024Dynamic Sparse Restricted Perceptions Equilibria. (2024). Slobodyan, Sergey ; Audzei, Volha. In: CERGE-EI Working Papers. RePEc:cer:papers:wp792.

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2025Dynamic Sparse Adaptive Learning. (2025). Audzei, Volha ; Slobodyan, Sergey. In: CERGE-EI Working Papers. RePEc:cer:papers:wp797.

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2025Dynamic Sparse Adaptive Learning. (2025). Slobodyan, Sergey ; Audzei, Volha. In: Working Papers. RePEc:cnb:wpaper:2025/9.

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2024Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991.

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2024Trade Openness, Financial Development and Economic Growth in Lesotho: BVAR and Time-varying VAR Analysis. (2024). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-8.

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

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2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2024Weather shocks and inflation expectations in semi-structural models. (2024). Romero, José ; Naranjo-Saldarriaga, Sara. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000339.

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2024Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1039-1057.

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2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Li, Mengheng ; Kapoor, Gaurav ; Zhang, Wenjun ; Wichitaksorn, Nuttanan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219.

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2024The diabolic loop between sovereign and banking risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202406.

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2024Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models. (2024). Rodríguez, Gabriel ; Castillo, Paul ; Ojeda, Junior A. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09742-5.

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2025Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. (2025). Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo ; Grossi, Luigi. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05893-x.

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2024A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting. (2024). Lehmann, Robert. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02566-3.

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2024Global liquidity spillovers in the Asia–Pacific region: policy-driven versus market-driven effects. (2024). Nguyen, Huyen ; Vo, Duc ; Le, Chau. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02573-4.

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2024Financial development, institutions, and economic growth nexus: A spatial econometrics analysis using geographical and institutional proximities. (2024). Law, Siong Hook ; Ahmad, Mahyudin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2699-2721.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2025On the Detection of Structural Breaks: The Case of the Covid Shock. (2025). Tavlas, George ; Hall, Stephen G ; Trapani, Lorenzo ; Wang, Yongli. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1042-1070.

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2025One Size Does Not Fit All: Unveiling Asymmetric Transmission of Monetary Policy in the Euro Area. (2025). Choi, Sangyup ; Kim, Jiseob ; Jeong, Kimoon. In: Working papers. RePEc:yon:wpaper:2025rwp-256.

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2024Frühzeitige Ermittlung stabiler Ergebnisse zum Bruttoinlandsprodukt bzw. realen Wirtschaftswachstum und der Bruttowertschöpfung auf Länderebene. Endbericht. (2024). Krause, Clara ; Blagov, Boris ; Schmidt, Torsten ; Holtemoller, Oliver ; Heinisch, Katja ; Exss, Franziska. In: RWI Projektberichte. RePEc:zbw:rwipro:296879.

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Works by Deborah Gefang:

YearTitleTypeCited
2023Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices In: Papers.
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2023Identifying spatial interdependence in panel data with large N and small T In: Papers.
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2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors In: Papers.
[Full Text][Citation analysis]		paper0
2012Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article16
2020Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article15
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper41
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 41		paper
2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper21
2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 21		paper
2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 21		article
2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
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This paper has nother version. Agregated cites: 21		paper
2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2012Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers.
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2011Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers.
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2014A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors In: Journal of Economic Dynamics and Control.
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2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
[Full Text][Citation analysis]		article13
2002Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics.
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2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2025Does one size fit all? The country-specific effects of ECB monetary policy In: European Economic Review.
[Full Text][Citation analysis]		article1
2014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage In: International Journal of Forecasting.
[Full Text][Citation analysis]		article63
2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2024Quantifying spillovers among regions In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage In: CAMA Working Papers.
[Full Text][Citation analysis]		paper11
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics.
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2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2008Investigating nonlinear purchasing power parity during the post-Bretton Woods era – A Bayesian exponential smooth transition VECM approach In: Advances in Econometrics.
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2025Digitalization, internationalization and green innovation in China: an analysis based on threshold and mediation effects In: The Journal of Technology Transfer.
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2013Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers.
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2013A new look at variation in employment growth in Canada In: Working Papers.
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2008Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper8
2008Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper0
2014Asymmetric volatility spillovers between UK regional worker flows and vacancies In: Discussion Papers in Economics.
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2017Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies.(2017) In: Applied Economics.
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2021Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis In: Oxford Economic Papers.
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2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
[Full Text][Citation analysis]		paper2
2023A test to select between spatial weighting matrices In: Journal of Spatial Econometrics.
[Full Text][Citation analysis]		article1
2014TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6
2024Inflation forecasting with rolling windows: An appraisal In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team