13
H index
15
i10 index
784
Citations
Government of the Netherlands | 13 H index 15 i10 index 784 Citations RESEARCH PRODUCTION: 18 Articles 15 Papers EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with W. Jos Jansen. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 3 |
| Applied Economics | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Macroeconomics / University Library of Munich, Germany | 5 |
| Discussion Papers, Series II / University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Machine Learning-Based Estimation of Monthly GDP. (2025). Jung, Yonggeun. In: Papers. RePEc:arx:papers:2506.14078. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72. Full description at Econpapers || Download paper |
| 2024 | Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017. Full description at Econpapers || Download paper |
| 2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper |
| 2024 | Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171. Full description at Econpapers || Download paper |
| 2024 | The puzzling persistence of financial crises: A selective review of 2000 years of evidence. (2024). Jaremski, Matthew ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000184. Full description at Econpapers || Download paper |
| 2024 | Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778. Full description at Econpapers || Download paper |
| 2024 | Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803. Full description at Econpapers || Download paper |
| 2024 | Information warfare: Analyzing COVID-19 news and its economic fallout in the US. (2024). Tanin, Tauhidul ; Kumar, Satish ; Das, Narasingha ; Gangopadhyay, Partha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001363. Full description at Econpapers || Download paper |
| 2024 | Factors impacting consumer confidence: Evidence from China. (2024). Lu, Shaoyi ; Bouraoui, Taoufik. In: Post-Print. RePEc:hal:journl:hal-04818095. Full description at Econpapers || Download paper |
| 2024 | Relationship between Financial Services Confidence Index and Stock Market Returns: Toda-Yamamoto and Asymmetric Causality Analysis. (2024). Turan, Yunus Emre ; Zubaidullina, Dinara. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2024:i:41:p:97-108. Full description at Econpapers || Download paper |
| 2024 | Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7. Full description at Econpapers || Download paper |
| 2024 | What matters for the economic synchronization of the Baltic States. (2024). Rubčinskaitė, Rima ; Rubinskait, Rima ; Urbien, Laimut. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09615-1. Full description at Econpapers || Download paper |
| 2025 | Nowcasting economic activity in a small open CESEE economy using mixed frequency data. (2025). Radovan, Jan ; Masten, Igor. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:4:d:10.1007_s10663-025-09656-0. Full description at Econpapers || Download paper |
| 2025 | Consumer confidence as a mediator between dividend announcements and stock returns. (2025). Hasan, Fakhrul ; Al-Najjar, Basil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:4:d:10.1007_s11156-025-01388-3. Full description at Econpapers || Download paper |
| 2024 | Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Ul, Wasim ; Degirmen, Suleyman ; Saltik, Omur ; Jalil, Faryal. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7. Full description at Econpapers || Download paper |
| 2024 | Unveiling the Nexus Between Crises, Investor Sentiment, and Volatility of Tourism-Related Stocks: Empirical Findings From Pakistan. (2024). Ullah, Assad ; Biao, HE. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241256236. Full description at Econpapers || Download paper |
| 2024 | The International Capital Flows and Domestic Savings€“domestic Investment Nexus: A Comparative Evidence Between Heterogeneous Developing Regions. (2024). Pal, Shreya. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:169-212. Full description at Econpapers || Download paper |
| 2025 | Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0. Full description at Econpapers || Download paper |
| 2024 | Green transition, investment horizon, and dynamic portfolio decisions. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Semmler, Willi ; Braga, Joao Paulo. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-05018-2. Full description at Econpapers || Download paper |
| 2024 | Measuring stock market integration during the Gold Standard. (2024). Stuart, Rebecca. In: Cliometrica. RePEc:spr:cliomt:v:18:y:2024:i:1:d:10.1007_s11698-023-00265-0. Full description at Econpapers || Download paper |
| 2024 | Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6. Full description at Econpapers || Download paper |
| 2025 | Cross-country dependence and financial integration in the last 150 years. (2025). Aslanidis, Nektarios ; Papadakis, Charalampos. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:4:d:10.1007_s00181-025-02808-y. Full description at Econpapers || Download paper |
| 2024 | Consumer sentiments across G7 and BRICS economies: Are they related?. (2024). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Carmona-Gonzalez, Nieves ; Aikins, Emmanuel Joel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-023-09657-4. Full description at Econpapers || Download paper |
| 2024 | Pluralist economics in an era of polycrisis. (2024). Hötte, Kerstin ; Schulz, Jan ; Htte, Kerstin ; Mayerhoffer, Daniel M. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:2:d:10.1007_s43253-024-00128-y. Full description at Econpapers || Download paper |
| 2024 | Composite Supply Index of Investment Products as a Proxy Indicator of Fixed Capital Investment. (2024). Kirichenko, I A ; Smirnov, A V. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:35:y:2024:i:2:d:10.1134_s1075700724020084. Full description at Econpapers || Download paper |
| 2025 | Step by Step—A Quarterly Evaluation of EU Commissions GDP Forecasts. (2025). Heinisch, Katja. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1026-1041. Full description at Econpapers || Download paper |
| 2026 | Whether Uncertainty Theory Can Enhance GDP Forecasting From Energy: A New Uncertain MIDAS Model. (2026). Wang, LU ; Liang, Chao ; Shi, Yuxin. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:3:p:1158-1176. Full description at Econpapers || Download paper |
| 2024 | Step by step - A quarterly evaluation of EU Commissions GDP forecasts. (2024). Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304456. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | INSIDE THE IMPOSSIBLE TRIANGLE: MONETARY POLICY AUTONOMY IN A CREDIBLE TARGET ZONE In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2003 | Inside the Impossible Triangle: Monetary Policy Autonomy in a Credible Target Zone.(2003) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1995 | Why Do We Reject the Mean-Variance Model? In: Scandinavian Journal of Economics. [Citation analysis] | article | 0 |
| 2004 | Foreign direct investment and international business cycle comovement In: Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
| 2004 | Foreign Direct Investment and International Business Cycle Comovement.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 1997 | Can the intertemporal budget constraint explain the Feldstein-Horioka puzzle? In: Economics Letters. [Full Text][Citation analysis] | article | 32 |
| 2003 | The stock market and consumer confidence: European evidence In: Economics Letters. [Full Text][Citation analysis] | article | 135 |
| 2016 | Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 47 |
| 2016 | Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts.(2016) In: Munich Reprints in Economics. [Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 1996 | Estimating saving-investment correlations: evidence for OECD countries based on an error correction model In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 95 |
| 2000 | International capital mobility: evidence from panel data In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 53 |
| 2003 | International Capital Mobility: Evidence from Panel Data.(2003) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2005 | Comovement in international equity markets: A sectoral view In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 163 |
| 2003 | Comovement in international equity markets: A sectoral view.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
| 2003 | What do capital inflows do? Dissecting the transmission mechanism for Thailand, 1980-1996 In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 21 |
| 1992 | Estimating and Testing the CAPM when Investors Learn to Forecast. In: Erasmus University of Rotterdam - Institute for Economic Research. [Citation analysis] | paper | 0 |
| 1993 | Theory-Based Measurement of the Saving-Investment Correlation with an Application to Norway. In: Erasmus University of Rotterdam - Institute for Economic Research. [Citation analysis] | paper | 69 |
| 1996 | Theory-Based Measurement of the Saving-Investment Correlation with an Application to Norway..(1996) In: Economic Inquiry. [Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 1993 | Theory-based measurement of the saving-investment correlation with an application to Norway.(1993) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 1996 | The Feldstein-Horioka Test of International Capital Mobility: Is it Feasible? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Which survey indicators are useful for monitoring consumption? Evidence from European countries In: Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2003 | Which Survey Indicators Are Useful for Monitoring Consumption? Evidence fron European Countries.(2003) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1998 | Interpreting Saving-Investment Correlations In: Open Economies Review. [Full Text][Citation analysis] | article | 41 |
| 2006 | International Rent Sharing and Domestic Labour Markets: A Macroeconomic Analysis In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 5 |
| 2003 | International Rent Sharing and Domestic Labor Markets: A Macroeconomic Analysis.(2003) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2001 | Has the emergence of China hurt Asian exports? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2003 | Has the Emergence of China Hurt Asian Exports?.(2003) In: International Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1998 | The mean-variance model with capital controls and expectations formation. A test on German portfolio data In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Bond market and stock market integration in Europe: a smooth transition approach In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
| 2014 | International business cycle co-movement: the role of FDI In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 1998 | Dynamic Portfolio Adjustment and Capital Controls: A Euler Equation Approach In: Southern Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2003 | What Do Capital Inflows Do? Dissecting the Transmission Mechanism for Thailand, 1980-96 In: Macroeconomics. [Full Text][Citation analysis] | paper | 21 |
| 1994 | The effectiveness of Norwegian capital controls In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
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