9
H index
9
i10 index
613
Citations
Purdue University | 9 H index 9 i10 index 613 Citations RESEARCH PRODUCTION: 15 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mohitosh Kejriwal. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Econometric Theory | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Purdue University Economics Working Papers / Purdue University, Department of Economics | 11 |
| Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 9 |
| Year | Title of citing document |
|---|---|
| 2024 | Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214. Full description at Econpapers || Download paper |
| 2024 | Stochastic 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. Full description at Econpapers || Download paper |
| 2024 | The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005. Full description at Econpapers || Download paper |
| 2024 | On 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. Full description at Econpapers || Download paper |
| 2024 | Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001. Full description at Econpapers || Download paper |
| 2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519. Full description at Econpapers || Download paper |
| 2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511. Full description at Econpapers || Download paper |
| 2024 | Current account determinants in a globalized world. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Carrin, Josep Llus. In: Working Papers. RePEc:eec:wpaper:2410. Full description at Econpapers || Download paper |
| 2024 | Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000298. Full description at Econpapers || Download paper |
| 2024 | Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762. Full description at Econpapers || Download paper |
| 2025 | Who pays for the EU Emission Trading System? The risk of shifting tax burden from firm to final consumer. (2025). Magazzino, Cosimo ; Bergantino, Angela Stefania ; Amaddeo, Elsa. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000635. Full description at Econpapers || Download paper |
| 2025 | Analyzing 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. Full description at Econpapers || Download paper |
| 2024 | Macro fundamentals and the resurgence of the Feldstein–Horioka puzzle in Europe. (2024). Martins, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000726. Full description at Econpapers || Download paper |
| 2025 | The trend effect of foreign exchange intervention. (2025). Yamamoto, Yohei ; Fatum, Rasmus ; Chen, Binwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000907. Full description at Econpapers || Download paper |
| 2024 | Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103. Full description at Econpapers || Download paper |
| 2024 | Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5. Full description at Econpapers || Download paper |
| 2024 | Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1. Full description at Econpapers || Download paper |
| 2025 | Current account determinants in a globalized world. (2025). Tamarit, Cecilio ; Carrion, Josep Llus ; Camarero, Mariam. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02686-w. Full description at Econpapers || Download paper |
| 2025 | Whither the price of coffee? An analysis of trends and shocks since the coffee crisis. (2025). Ghoshray, Atanu ; Mise, Emi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02716-1. Full description at Econpapers || Download paper |
| 2025 | The Unemployment Invariance Hypothesis in West Virginia: A Tale of Two Indicators. (2025). Neill, Clinton L ; Stewart, Shamar L ; Beverly, Josh. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02770-9. Full description at Econpapers || Download paper |
| 2024 | Long-run inequality persistence in the U.S., 1870–2019. (2024). Sanso-Navarro, Marcos ; Gayn-Navarro, Carlos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:1:d:10.1007_s11205-024-03309-8. Full description at Econpapers || Download paper |
| 2024 | The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation. (2024). Totty, Evan ; Nguyen, Linh ; Li, Xiaoxiao ; Kejriwal, Mohitosh. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:3-21. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 198 |
| 2006 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2008 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2008 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2011 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers. [Full Text][Citation analysis] | paper | 44 |
| 2010 | Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation.(2010) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2010 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2009 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2013 | Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2010 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 103 |
| 2009 | A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2009 | A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2020 | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2020 | Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series.(2020) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series.(2018) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | A two‐step procedure for testing partial parameter stability in cointegrated regression models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models.(2020) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2017 | A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence.(2017) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 32 |
| 2007 | Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2008 | DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2007 | Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 56 |
| 2008 | Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle.(2008) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2006 | The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 91 |
| 2008 | The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
| 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2013 | WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
| 2009 | Wald Tests for Detecting Multiple Structural Changes in Persistence.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2009 | Tests for a mean shift with good size and monotonic power In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
| 2012 | A note on estimating a structural change in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2009 | The Nature of Persistence in Euro Area Inflation: A Reconsideration In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2019 | Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Generalized Forecasr Averaging in Autoregressions with a Near Unit Root In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | On the power of bootstrap tests for stationarity: a Monte Carlo comparison In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
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