David I. Harvey : Citation Profile

University of Nottingham

24

H index

42

i10 index

3279

Citations

RESEARCH PRODUCTION:

72

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 136
   Journals where David I. Harvey has often published
   Relations with other researchers
   Recent citing documents: 238.    Total self citations: 56 (1.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha1238
   Updated: 2025-12-27    RAS profile: 2022-02-07    
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Relations with other researchers

Works with:

Taylor, Robert (2)

Sollis, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David I. Harvey.

Is cited by:

GUPTA, RANGAN (104)

Skrobotov, Anton (58)

Ghoshray, Atanu (39)

Clark, Todd (36)

Salisu, Afees (34)

Taylor, Robert (34)

Perron, Pierre (33)

Rodrigues, Paulo (32)

Pierdzioch, Christian (30)

Wohar, Mark (28)

Franses, Philip Hans (27)

Cites to:

Perron, Pierre (116)

Leybourne, Stephen (86)

Taylor, Robert (73)

Phillips, Peter (50)

Vogelsang, Timothy (50)

Stock, James (42)

Elliott, Graham (41)

Andrews, Donald (29)

Watson, Mark (22)

Cavaliere, Giuseppe (17)

Engle, Robert (16)

Main data

Where David I. Harvey has published?

Journals with more than one article published# docs
Journal of Econometrics10
Journal of Time Series Analysis7
Econometric Theory7
Oxford Bulletin of Economics and Statistics7
International Journal of Forecasting5
Economics Letters5
Journal of Empirical Finance4
Econometrics Journal4
Studies in Nonlinear Dynamics & Econometrics3
Econometric Reviews3
Computational Statistics & Data Analysis2
Journal of Applied Econometrics2
Applied Economics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School3

Recent works citing David I. Harvey (2025 and 2024)

YearTitle of citing document
2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). Stewart, Shamar ; McWilliams, William N ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343923.

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2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). McWilliams, William N ; Stewart, Shamar L ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343923.

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2025Farmland Boom or Bubble?. (2025). Etienne, Xiaoli ; Irwin, Scott ; Franken, Jason. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360676.

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2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2024Modelos FAVAR con factores estáticos y dinámicos para pronosticar la inflación en Costa Rica. (2024). Segura-Rodriguez, Carlos. In: Documentos de Trabajo. RePEc:apk:doctra:2403.

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2025Título del Documento en Inglés. (2025). Segura-Rodriguez, Carlos. In: Documentos de Trabajo. RePEc:apk:doctra:2509.

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2024Univariate inflation forecasts in Costa Rica: model evaluation and selection. (2024). Brenes-Soto, Carlos ; Jimnez-Montero, Susan ; Sand-Esquivel, Adriana ; Vindas-Quesada, Alberto. In: Notas Técnicas. RePEc:apk:nottec:2405.

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2024Money Creation and Banking: Theory and Evidence. (2024). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

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2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2303.10019.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

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2025Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038.

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2024Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00567.

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2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024CAESar: Conditional Autoregressive Expected Shortfall. (2024). Mazzarisi, Piero ; Gatta, Federico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.06619.

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2025Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025An Artificial Trend Index for Private Consumption Using Google Trends. (2025). Alpiste, Heidi ; Tenorio, Juan ; Rem, Jakelin ; Segil, Arian. In: Papers. RePEc:arx:papers:2503.21981.

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2025Multi-Horizon Echo State Network Prediction of Intraday Stock Returns. (2025). Dellaportas, Petros ; Capra, Jacopo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2504.19623.

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2025Testing 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.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2025Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2024Africa in Global Public Policy: Theoretical Perspectives and the Role of International Law in Shaping Public Policy in Africa. (2024). Odhiambo, Owilli Mathews ; Kasera, Odhiambo Alphonce ; Oloo, Bruno Charles. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:910-937.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024Consumption of households in Colombia: What do the retail trade indices tell us?. (2024). Florez, Luz ; Arango Thomas, Luis ; Marin, Johana N ; Posada, Carlos E. In: Borradores de Economia. RePEc:bdr:borrec:1275.

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2024New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop. (2024). Grishchenko, Vadim ; Krylov, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:92-111.

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2024Bottom-up Inflation Forecasting Using Machine Learning Methods. (2024). Mikitchuk, Marina ; Postolit, Egor ; Akhmedova, Elena ; Latypov, Rodion. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:23-44.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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2024On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2024A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2025Exchange Rate Pass-Through to Domestic Prices: Evidence Analysis of a Periphery Country. (2025). Abdelkader, Aguir ; Mounir, Smida ; Nesrine, Dardouri. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:12:n:1001.

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2025Hyperinflation and Explosive Behaviour in the General Price Level. (2025). Crespo, Raul J. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/785.

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2025Foods and Non-foods: Relative Prices and Economic Disruptions in Modern and Contemporary History of Bulgaria. (2025). Simeonova-Ganeva, Ralitsa ; Ivanov, Martin. In: Proceedings of the Centre for Economic History Research. RePEc:ceh:journl:y:2025:v:10:p:25-38.

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2024Implications of Behavioral Rules in Agent-Based Macroeconomics. (2024). Fierro, Luca ; Delli Gatti, Domenico ; Dawid, Herbert ; Poledna, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11411.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2024Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries. (2024). Phillips, Peter ; Marotta, Fulvia ; Giraitis, Liudas. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2409.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2025Bayesian hierarchical probabilistic forecasting of intraday electricity prices. (2025). Mller, Gernot ; Nickelsen, Daniel. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023596.

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2025Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks. (2025). Castello, Oleksandr ; Resta, Marina. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925008128.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2025CANVAS: A Canadian behavioral agent-based model for monetary policy. (2025). Hommes, Cars ; He, Mario ; Poledna, Sebastian ; Siqueira, Melissa ; Zhang, Yang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001787.

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2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2024Semi-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.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2024). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2025Shrinkage estimators for periodic autoregressions. (2025). Paap, Richard ; Franses, Philip Hans. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002884.

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2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

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2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

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2024Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203.

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2024Assessing proxies for market prices of thinly traded assets with scheduled cash flows. (2024). Torous, Walter N ; Mhlhofer, Tobias ; Liu, Crocker H ; Boudry, Walter I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000343.

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2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Investigating the asymmetric impact of artificial intelligence on renewable energy under climate policy uncertainty. (2024). Spulbar, Cristi ; Li, Xin ; Tian, Lihui ; Spulbr, Cristi ; Lee, Cheng-Wen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005176.

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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2025Does monetary policy fuel energy consumption across the world? Focus on inflation targeting. (2025). Zogo, Thrse Elomo ; Samba, Cyrille Michel ; Mbassi, Christophe Martial. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002415.

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2025Detecting speculation in the market for EU emission allowances. (2025). Reissl, Severin ; Terranova, Roberta ; Cozzarini, Chiara ; Tavoni, Massimo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004797.

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2024Reevaluating energy progress: An in-depth policy framework of energy, urbanization, and economic development. (2024). Jaradat, Mohammad ; Barbulescu, Marinela ; Radulescu, Magdalena ; Abbasi, Kashif Raza ; Tian, Jiarui. In: Energy Policy. RePEc:eee:enepol:v:191:y:2024:i:c:s0301421524002167.

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2024Ultra-short-term wind power forecasting based on personalized robust federated learning with spatial collaboration. (2024). Zhao, Yuan ; Zheng, Yingying ; Pan, Shiji ; Ye, Lin ; Liao, Haohan. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223032413.

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2024Predicting energy prices based on a novel hybrid machine learning: Comprehensive study of multi-step price forecasting. (2024). Zhang, XI ; Hou, Xianping ; Yu, Liang ; Yang, Kailing ; Wu, Jingyu ; Luo, Haojia ; Lin, YU. In: Energy. RePEc:eee:energy:v:298:y:2024:i:c:s0360544224010946.

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2024A data-driven approach to urban charging facility expansion based on bi-level optimization: A case study in a Chinese city. (2024). Han, Yuhang ; Pan, Nan ; Yang, Junwei ; Zhang, Jingcheng ; Cao, Jianing. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013021.

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2024Forecasting Turkish electricity consumption: A critical analysis of single and hybrid models. (2024). Topal, Kadriye Hilal ; Alayan-Akay, Ebru. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224018899.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024A hybrid carbon price forecasting model combining time series clustering and data augmentation. (2024). Wang, Yue ; Luo, Yuyan. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224027038.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2025Forecasting natural gas prices using a novel hybrid model: Comparative study of different sliding windows. (2025). Huang, Wenhui ; Li, Zhaofeng ; Yu, Yuanyuan ; Dai, Dongsheng ; Lin, YU ; Xing, Haiyang ; Zhao, Liangkai. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225022492.

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2025Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459.

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2024Biodiversity and stock returns. (2024). Zeng, Qing ; Wu, Hanlin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003181.

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2025Climate change risk and bond risk premium. (2025). Guo, Yangli ; Peng, Pei ; Wang, Hui ; Huang, Dengshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008172.

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2024Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778.

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2024Forecasting crude oil price: A deep forest ensemble approach. (2024). Xu, Xingfu ; Liu, Wei-Han. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011826.

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2025Interest rate fluctuations and corporate financial leverage. (2025). Zhao, Jiawei ; Han, Yibo. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006075.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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2024Reprint of “Unveiling the dance of commodity prices and the global financial cycle”. (2024). Petrella, Ivan ; Juvenal, Luciana. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000680.

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2024Unveiling the dance of commodity prices and the global financial cycle. (2024). Petrella, Ivan ; Juvenal, Luciana. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000370.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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

Works by David I. Harvey:

YearTitleTypeCited
2008Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper30
2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
1997Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
[Full Text][Citation analysis]		paper29
2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2006Forecast Encompassing Tests and Probability Forecasts.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
[Full Text][Citation analysis]		paper4
1998Tests for Forecast Encompassing. In: Journal of Business & Economic Statistics.
[Citation analysis]		article536
2005On Robust Trend Function Hypothesis Testing In: Discussion Papers.
[Citation analysis]		paper0
2006On Robust Trend Function Hypothesis Testing.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 0		article
2003A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2006Power of a Unit‐Root Test and the Initial Condition In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2010The impact of the initial condition on robust tests for a linear trend In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
2009The impact of the initial condition on robust tests for a linear trend.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010Testing for nonlinear deterministic components when the order of integration is unknown In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2013A bootstrap test for additive outliers in non-stationary time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2015Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2018Real‐Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2001Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article18
2004Tests for a Break in Level when the Order of Integration is Unknown In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2004Tests for Stationarity in Series with Endogenously Determined Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article14
2005Forecast Encompassing and Parameter Estimation* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2014Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2014Break Date Estimation for Models with Deterministic Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2013Break date estimation for models with deterministic structural change.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2015Robust and Powerful Tests for Nonlinear Deterministic Components In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2017The Impact of the Initial Condition on Covariate Augmented Unit Root Tests In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2016The impact of the initial condition on covariate augmented unit root tests.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008A Powerful Test for Linearity When the Order of Integration is Unknown In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article70
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2018Testing for a unit root against ESTAR stationarity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2017Testing for a unit root against ESTAR stationarity.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION In: Econometric Theory.
[Full Text][Citation analysis]		article67
2007Unit root testing in practice: dealing with uncertainty over the trend and initial condition.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 67		paper
2009REJOINDER In: Econometric Theory.
[Full Text][Citation analysis]		article1
2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS In: Econometric Theory.
[Full Text][Citation analysis]		article66
2006Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]		article36
2007Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2010LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article16
2008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]		article16
2004Modified Tests for a Change in Persistence In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper83
2006Modified tests for a change in persistence.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
2007Testing for time series linearity In: Econometrics Journal.
[Full Text][Citation analysis]		article58
2008Seasonal unit root tests and the role of initial conditions In: Econometrics Journal.
[Full Text][Citation analysis]		article1
2008Seasonal unit root tests and the role of initial conditions.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2001Analysis of a panel of UK macroeconomic forecasts In: Econometrics Journal.
[Citation analysis]		article27
2005On testing for unit roots and the initial observation In: Econometrics Journal.
[Full Text][Citation analysis]		article17
2006Sample size, lag order and critical values of seasonal unit root tests In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2014On infimum Dickey–Fuller unit root tests allowing for a trend break under the null In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2002Common features in UK sectoral output In: Economic Modelling.
[Full Text][Citation analysis]		article3
2005Corrigendum to Common features in UK sectoral output: [Economic Modelling 19 (2002) 91-104].(2005) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2011Exchange rate regime verification: An alternative method of testing for regime changes In: Economics Letters.
[Full Text][Citation analysis]		article7
2012An infimum coefficient unit root test allowing for an unknown break in trend In: Economics Letters.
[Full Text][Citation analysis]		article2
2014Asymptotic behaviour of tests for a unit root against an explosive alternative In: Economics Letters.
[Full Text][Citation analysis]		article5
2016Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Seasonal unit root tests with seasonal mean shifts In: Economics Letters.
[Full Text][Citation analysis]		article28
2007A simple, robust and powerful test of the trend hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
2008Erratum to A simple, robust and powerful test of the trend hypothesis [Journal of Econometrics 141(2) (2007) 1302-1330].(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2006A simple, robust and powerful test of the trend hypothesis.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2010Robust methods for detecting multiple level breaks in autocorrelated time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
2010Robust methods for detecting multiple level breaks in autocorrelated time series.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2011Robust methods for detecting multiple level breaks in autocorrelated time series.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Unit root testing under a local break in trend In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2010Unit root testing under a local break in trend.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2011Unit root testing under a local break in trend.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2008Testing for unit roots in the presence of uncertainty over both the trend and initial condition.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
2015Confidence sets for the date of a break in level and trend when the order of integration is unknown In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2014Confidence sets for the date of a break in level and trend when the order of integration is unknown.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018Testing for parameter instability in predictive regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2021Simple tests for stock return predictability with good size and power properties In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2021Simple Tests for Stock Return Predictability with Good Size and Power Properties.(2021) In: Essex Finance Centre Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2014Robust tests for a linear trend with an application to equity indices In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2016Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article92
2017Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article26
2020Date-stamping multiple bubble regimes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
1997Testing the equality of prediction mean squared errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1238
2003The non-normality of some macroeconomic forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2011Combining probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 33		article
2017Forecast evaluation tests and negative long-run variance estimates in small samples In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2017Forecast evaluation tests and negative long-run variance estimates in small samples.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 21		paper
2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development.
[Full Text][Citation analysis]		article24
2018Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2020Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper9
2021Real‐time detection of regimes of predictability in the US equity premium.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2000Tests for multiple forecast encompassing In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article60
2003Modelling trends in central England temperatures In: Journal of Forecasting.
[Full Text][Citation analysis]		article10
2008Panel root tests and the impact of initial observations In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices In: Discussion Papers.
[Full Text][Citation analysis]		paper18
2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices.(2011) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 18		article
2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2009Testing for nonlinear trends when the order of integration is unknown In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Tests for an end-of-sample bubble in financial time series In: Discussion Papers.
[Full Text][Citation analysis]		paper12
2017Tests for an end-of-sample bubble in financial time series.(2017) In: Econometric Reviews.
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2017A bootstrap stationarity test for predictive regression invalidity In: Discussion Papers.
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2019A Bootstrap Stationarity Test for Predictive Regression Invalidity.(2019) In: Journal of Business & Economic Statistics.
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2018Testing explosive bubbles with time-varying volatility In: Discussion Papers.
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2019Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews.
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2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: Journal of Financial Econometrics.
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2009Forecast Combination and Encompassing In: Palgrave Macmillan Books.
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2003How great are the great ratios? In: Applied Economics.
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2005Evidence for common features in G7 macroeconomic time series In: Applied Economics.
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2002Unit roots and double smooth transitions In: Journal of Applied Statistics.
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2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics.
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2003On Unit Root Tests and the Initial Observation In: Econometrics.
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