25
H index
59
i10 index
2484
Citations
Bank of Greece (7% share) | 25 H index 59 i10 index 2484 Citations RESEARCH PRODUCTION: 185 Articles 91 Papers 1 Books 10 Chapters EDITOR: RESEARCH ACTIVITY: 44 years (1980 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha110 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen George Hall. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2024 | Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2024 | Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125. Full description at Econpapers || Download paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers || Download paper | |
2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper | |
2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2024 | Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2. Full description at Econpapers || Download paper | |
2023 | Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper | |
2024 | Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10979. 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 2023 | Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791. Full description at Econpapers || Download paper |
2024 | The COVID-19 crisis and massive public debts: What should we expect?. (2024). Guenin, Henri ; Gilbert, Christine. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235422000028. Full description at Econpapers || Download paper | |
2023 | Are African business cycles synchronized? Evidence from spatio-temporal modeling. (2023). Franses, Philip Hans ; Mattera, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973. Full description at Econpapers || Download paper | |
2023 | Location, profitability, and international trade liberalization in European textile-clothing firms. (2023). Debon, Ana ; Puig, Francisco ; Marques, Helena ; Cantarero, Santiago. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003759. Full description at Econpapers || Download paper | |
2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper | |
2023 | On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464. Full description at Econpapers || Download paper | |
2023 | A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093. Full description at Econpapers || Download paper | |
2024 | Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63. Full description at Econpapers || Download paper | |
2024 | Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach. (2024). Ma, Jun-Teng ; Liu, Tie-Ying. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000912. Full description at Econpapers || Download paper | |
2024 | Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2023 | Social trust contributes to the reduction of urban carbon dioxide emissions. (2023). Fu, Bowen ; Zhang, Yixiang. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223015219. Full description at Econpapers || Download paper | |
2023 | Does foreign aid affect innovation and institutional quality in middle-income countries?. (2023). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran S ; Pradhan, Rudra P. In: Evaluation and Program Planning. RePEc:eee:epplan:v:100:y:2023:i:c:s0149718923001179. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484. Full description at Econpapers || Download paper | |
2023 | The welfare impact of Euro on European consumers. (2023). Zoricak, Martin ; Zhang, Dengjun ; Buleca, Jan ; Affuso, Ermanno. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005135. Full description at Econpapers || Download paper | |
2023 | Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257. Full description at Econpapers || Download paper | |
2023 | Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers || Download paper | |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper | |
2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper | |
2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper | |
2023 | Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. Full description at Econpapers || Download paper | |
2023 | Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944. Full description at Econpapers || Download paper | |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
2023 | Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155. Full description at Econpapers || Download paper | |
2023 | The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Muller, Aline ; Hubner, Georges ; Babaei, Hamid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001626. Full description at Econpapers || Download paper | |
2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper | |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper | |
2023 | Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach. (2023). Shahbaz, Muhammad ; Napari, Ayuba ; Ul, Asad. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003124. Full description at Econpapers || Download paper | |
2023 | Does social insurance stimulate business creation? Evidence from China. (2023). Yang, Wei ; Liu, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000549. Full description at Econpapers || Download paper | |
2023 | The construction of social credit system and corporate innovation: Evidence from China. (2023). Mai, Ruidong ; Qiu, Baoyin ; Huang, Changqing ; Zuo, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001877. Full description at Econpapers || Download paper | |
2023 | Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331. Full description at Econpapers || Download paper | |
2024 | Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113. Full description at Econpapers || Download paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343. Full description at Econpapers || Download paper | |
2023 | Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745. Full description at Econpapers || Download paper | |
2023 | Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257. Full description at Econpapers || Download paper | |
2024 | To change or not to change The evolution of forecasting models at the Bank of England. (2024). Goutsmedt, Aurélien ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice ; Sergi, Francesco. In: Post-Print. RePEc:hal:journl:hal-04181871. Full description at Econpapers || Download paper | |
2024 | The diabolic loop between sovereign and banking risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202406. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023. Full description at Econpapers || Download paper | |
2024 | Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03112024. Full description at Econpapers || Download paper | |
2023 | Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; s. (2007). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong ; Burak Saltoğlu, . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225. Full description at Econpapers || Download paper | |
2023 | Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information. (2023). Mardones, Cristian ; Silva, Darling. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10241-x. Full description at Econpapers || Download paper | |
2023 | Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5. Full description at Econpapers || Download paper | |
2023 | Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z. Full description at Econpapers || Download paper | |
2023 | Greece 2010–18: What Could Have Been Done Differently?. (2023). Young, Garry ; Macchiarelli, Corrado ; Lenoel, Cyrille. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09672-8. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper | |
2023 | To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Sergi, Francesco ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice. In: SocArXiv. RePEc:osf:socarx:m2cet. Full description at Econpapers || Download paper | |
2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper | |
2023 | Efecte ale volatilității cursului de schimb asupra exporturilor. (2010). Ghiba, Nicolae. In: MPRA Paper. RePEc:pra:mprapa:28448. Full description at Econpapers || Download paper | |
2023 | Does Exchange Rate Volatility Affect Foreign Trade? The Empirical Evidence from Some Selected MENA Countries. (2023). Nawaz, Mehwish ; Qurat-ul-ain Altaf, ; Shahid, Muneeba ; Zahir, Salma. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:689-700. Full description at Econpapers || Download paper | |
2023 | Empirical Literature on Economic Growth, 1991–2020: Uncovering Extant Gaps and Avenues for Future Research. (2023). , Aurora ; Dor, Natalia I. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:1:p:7-37. Full description at Econpapers || Download paper | |
2023 | Impact of Public Debt on Economic Growth: A Quantile Regression Approach. (2023). Chin, Lee ; San, Chen Kong. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:250-278. Full description at Econpapers || Download paper | |
2023 | Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7. Full description at Econpapers || Download paper | |
2023 | Investment Subsidies Effectiveness: Evidence from a Regional Program. (2023). Chinetti, Simone. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:2:d:10.1007_s40797-022-00196-1. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of exchange rate volatility on trade flows: evidence from G7. (2023). karamelikli, huseyin ; Bahmani-Oskooee, Mohsen ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09597-5. Full description at Econpapers || Download paper | |
2023 | Estimating aggregate economic rate of return to foreign aid in Pakistan. (2023). Hussain, Nadia ; Akram, Naeem ; Pasha, Sana Hameed ; Arshad, Muhammad. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:6:d:10.1007_s43546-023-00475-8. Full description at Econpapers || Download paper | |
2023 | India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach. (2023). Suri, Ritu ; Dua, Pami. In: Springer Books. RePEc:spr:sprchp:978-981-19-7592-9_6. Full description at Econpapers || Download paper | |
2023 | Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010. Full description at Econpapers || Download paper | |
2023 | Expecting the unexpected: Stressed scenarios for economic growth. (2023). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202314. Full description at Econpapers || Download paper | |
2023 | Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach. (2023). Theophilus, Kumeka Terver ; Oluwatosin, Adeniyi ; Abimbola, Oyinlola Mutiu. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:9:y:2023:i:1:p:1-15:n:3. Full description at Econpapers || Download paper | |
2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
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Economic Modelling |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2002 | Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2023 | Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Identifying spatial interdependence in panel data with large N and small T In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2022 | Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1985 | On the Solution of Large Economic Models with Consistent Expectations. In: Bulletin of Economic Research. [Citation analysis] | article | 11 |
1988 | Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
1986 | Manufacturing Stocks and Forward-Looking Expectations in the UK. In: Economica. [Full Text][Citation analysis] | article | 2 |
2013 | THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 10 |
2011 | The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature*.(2011) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2012 | The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature.(2012) In: School of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1986 | The Application of Stochastic Simulation Techniques to the National Institutes Model 7. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 5 |
1989 | Modelling Asset Prices with Time-Varying Betas. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 7 |
1991 | An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 12 |
1992 | Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 47 |
1993 | Modelling the Sterling Effective Exchange Rate Using Expectations and Learning. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 3 |
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2010 | A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data.(2010) In: Journal for Economic Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
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2009 | Effect of oil price changes on the price of Russian and Chinese oil shares In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2017 | The effect of oil price changes on the price of Russian and Chinese oil shares.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2009 | The Nonexistence of Instrumental Variables In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2011 | The Nonexistence of Instrumental Variables.(2011) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2009 | Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
2009 | The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome. In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2009 | Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2007 | Measuring convergence of the new member countries’ exchange rates to the euro.(2007) In: Journal of Financial Transformation. [Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2010 | Decision-Based Forecast Evaluation of UK Interest Rate Predictability* In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2010 | Economic Value of Stock and Interest Rate Predictability in the UK In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2012 | Generalized cointegration: a new concept with an application to health expenditure and health outcomes.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2011 | The Forward Rate Premium Puzzle: A Resolution? In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2014 | Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
2015 | Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2014 | Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | A New International Database on Financial Fragility In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
2015 | A New International Database on Financial Fragility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2015 | A New International Database on Financial Fragility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2016 | Measuring Systemic Stress in European Banking Systems* In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2004 | Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
2004 | Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 6 |
2005 | Non-Linear Properties of Currency Crises in Emerging Markets In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 0 |
2004 | Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn? In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 3 |
2009 | Where Has All the Money Gone? Wealth and the Demand for Money in South Africa † In: Journal of African Economies. [Full Text][Citation analysis] | article | 2 |
1983 | Money and the Walrasian Utility Function. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
1992 | Measuring Efficiency and Risk in the Major Bond Markets. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 5 |
2021 | Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 0 |
2009 | Recent Developments in Density Forecasting In: Palgrave Macmillan Books. [Citation analysis] | chapter | 11 |
2002 | Testing for Common Features in the European Union In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
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2023 | The spillover effects of financial development and institutions on economic growth in emerging economies: new insights from spatial Durbin approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Do institutions matter for growth? Evidence from East Asian countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2012 | Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2012 | Institutions-growth spatial dependence: An empirical test In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2013 | Can Trust Explain Social Capital Effect on Property Rights and Growth? In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2014 | Explaining social capital effects on growth and property rights via trust-alternative variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | The Impact of Government Revenue on the Achievement of the Sustainable Development Goals and the Amplification Potential of Good Governance In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | Content In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2008 | Measuring the Correlation of Shocks Between the UK and the Core of Europe In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
2014 | Lawrence R. Klein and the Economic Forecasting – A Survey In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
1998 | Using Models to Analyse Economic Policy Responses; The Case of Environmental Co-Operation In: Energy & Environment. [Full Text][Citation analysis] | article | 0 |
2002 | Testing Causality Between Team Performance and Payroll In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 108 |
1985 | Rational Expectations in an Econometric Model: Niesr Model 8 In: National Institute Economic Review. [Full Text][Citation analysis] | article | 1 |
2006 | An Independent Bank of England In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
2006 | The New Monetary Regime In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
Modelling Emerging Financial Markets and their Approach to Market Efficiency In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 0 | |
1999 | On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 27 |
1999 | Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 1 |
2007 | Foreign Direct Investment (FDI) and Exchange Rate Uncertainty in Imperfectly Competitive Industries In: Contributions to Economics. [Citation analysis] | chapter | 3 |
1994 | Is the Bundesbank Different from Other Central Banks: A Study Based on P. In: Empirical Economics. [Citation analysis] | article | 5 |
2020 | Estimates of the New Keynesian Phillips Curve for Pakistan In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Inflation Convergence in Europe In: Innovation, Technology, and Knowledge Management. [Citation analysis] | chapter | 0 |
2023 | A test to select between spatial weighting matrices In: Journal of Spatial Econometrics. [Full Text][Citation analysis] | article | 1 |
2022 | Government revenue, quality of governance and child and maternal survival In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
1995 | A proposed framework for monetary policy In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2002 | Foreign exchange market efficiency and cointegration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2005 | Interest rate linkages: identifying structural relations In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
2024 | ESG complementarities in the US economy In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Local agency for the public purpose? Dissecting and evaluating the emerging discourses of municipal entrepreneurship in the UK In: Local Government Studies. [Full Text][Citation analysis] | article | 0 |
2014 | Revisiting the institutions-growth nexus in developing countries: The new evidence In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 5 |
1993 | Structural breaks and GARCH modelling In: Documentos de Trabajo (working papers). [Full Text][Citation analysis] | paper | 0 |
2011 | The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation In: International Journal of Finance & Economics. [Citation analysis] | article | 2 |
2023 | Advances in forecasting: An introduction in light of the debate on inflation forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2024 | Forecasting in turbulent times In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2024 | Inflation forecasting with rolling windows: An appraisal In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2024 | An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
1998 | THE DEGREE OF CONVERGENCE WITHIN THE EMS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
1998 | IS THE BUNDESBANK DIFFERENT FROM OTHER CENTRAL BANKS? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
1998 | THE TREATMENT OF EXPECTATIONS EFFECTS IN LARGE-SCALE MODELS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2018 | Spreads and bank ratings in the Euro area sovereign debt crises In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2007 | Production Constraints and the NAIRU In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Production Constraints and the NAIRU.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article |
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