8
H index
7
i10 index
297
Citations
Zisimos Koustas : Citation Profile
Brock University | RESEARCH PRODUCTION: 13 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1988 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zisimos Koustas. | Is cited by:
| Cites to:
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Main data
Where Zisimos Koustas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Macroeconomics | 2 |
| Empirical Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Brock University, Department of Economics | 10 |
Recent works citing Zisimos Koustas (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243. Full description at Econpapers || Download paper |
| 2025 | Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617. Full description at Econpapers || Download paper |
| 2025 | Heterogeneous housing bubbles and monetary policy. (2025). Duan, Kun ; Zhang, Liya ; Chen, Shuyun ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001668. Full description at Econpapers || Download paper |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2025 | Testing monetary neutrality with respect to relative price of oil using divisia M4. (2025). Miljkovic, Dragan ; Baek, Jungho ; Caton, James Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000195. Full description at Econpapers || Download paper |
| 2024 | Comparative Analysis of Stock Bubble in S&P 500 Individual Stocks: A Study Using SADF and GSADF Models. (2024). Acharya, Durga. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:59-:d:1333658. Full description at Econpapers || Download paper |
| 2025 | A Real-Time Analysis of Fundamentals and Bubbles in the S&P 500. (2025). Wiechers, Lukas. In: Working Papers CIE. RePEc:pdn:ciepap:163. Full description at Econpapers || Download paper |
Works by Zisimos Koustas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2010 | Estimation of a nonlinear Taylor rule using real-time U.S. data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2005 | Policy-Induced Mean Reversion in the Real Interest Rate? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Policy-Induced Mean Reversion in the Real Interest Rate?.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2006 | Threshold Random Walks in the U.S. Stock Market In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Threshold random walks in the US stock market.(2008) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Instrumental variable estimation of a nonlinear Taylor rule In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Instrumental variable estimation of a nonlinear Taylor rule.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 1989 | Currency Substitution and Exchange Rate Dynamics: A Note. In: Working Papers. [Citation analysis] | paper | 2 |
| 1994 | Unemployment Hysteresis in Canada: An Approach Based on Long-Memory Time Series Models. In: Working Papers. [Citation analysis] | paper | 20 |
| 1996 | Canadian Evidence on Long-Run Neutrality Propositions. In: Working Papers. [Citation analysis] | paper | 14 |
| 1998 | Canadian Evidence on Long-Run Neutrality Propositions.(1998) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 1996 | Canadian Evidence on Long-Run Neutrality Propositions..(1996) In: York (Canada) - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1996 | The prospects for a Common European Currency : An Economic Assessment. In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | The prospects for a Common European Currency : An Economic Assessment..(1996) In: York (Canada) - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | On the Long-Run Fisher Effect: A Fractional Cointegration Approach. In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Monetary Neutrality In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | MONETARY NEUTRALITY.(2019) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2003 | Long-run Phillips-type trade-offs in European Union countries In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2005 | Rational bubbles or persistent deviations from market fundamentals? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 69 |
| 1988 | Is there a phillips curve in Canada? A rational expectations approach In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 1999 | On the Fisher effect In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 83 |
| 1998 | On the Fisher Effect..(1998) In: Calgary - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
| 1998 | International Evidence on the Neutrality of Money. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 44 |
| 2001 | Monetary Aggregation and the Neutrality of Money. In: Economic Inquiry. [Citation analysis] | article | 4 |
| 2006 | Monetary Aggregation and the Neutrality of Money.(2006) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
| 1988 | Testing for Short-run Money Neutrality in a Small Open Economy: The Case of Canada. In: Empirical Economics. [Citation analysis] | article | 2 |
| 2010 | Evidence of nonlinear mean reversion in the real interest rate In: Applied Economics. [Full Text][Citation analysis] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team