Anandamayee Majumdar : Citation Profile


Are you Anandamayee Majumdar?

Soochow University

8

H index

6

i10 index

185

Citations

RESEARCH PRODUCTION:

18

Articles

20

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 10
   Journals where Anandamayee Majumdar has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (2.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma2208
   Updated: 2024-11-04    RAS profile: 2024-07-05    
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Relations with other researchers


Works with:

GUPTA, RANGAN (5)

Bouri, Elie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anandamayee Majumdar.

Is cited by:

GUPTA, RANGAN (60)

Balcilar, Mehmet (25)

Wohar, Mark (25)

Pierdzioch, Christian (15)

Demirer, Riza (9)

Roubaud, David (5)

Bonato, Matteo (5)

Uddin, Gazi (5)

Shahzad, Syed Jawad Hussain (4)

Plakandaras, Vasilios (4)

Risse, Marian (4)

Cites to:

GUPTA, RANGAN (46)

Pierdzioch, Christian (15)

Campbell, John (13)

Bekiros, Stelios (11)

van Dijk, Dick (11)

Watson, Mark (11)

Balcilar, Mehmet (10)

Stock, James (10)

Paccagnini, Alessia (10)

Franses, Philip Hans (9)

Hammoudeh, Shawkat (9)

Main data


Where Anandamayee Majumdar has published?


Journals with more than one article published# docs
Finance Research Letters2
Applied Economics2
Empirical Economics2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics13
Working Papers / University of Nevada, Las Vegas , Department of Economics2
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing Anandamayee Majumdar (2024 and 2023)


YearTitle of citing document
2023Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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2023Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735.

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2023International stock market volatility: A data-rich environment based on oil shocks. (2023). Wen, Fenghua ; Wang, Tianyang ; Ma, Feng ; Lu, Xinjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215.

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2023Are real interest rates a monetary phenomenon? Evidence from 700 years of data. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Wohar, Mark E ; Karmakar, Sayar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001368.

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2023.

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2023.

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2023Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x.

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2023Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5.

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2023On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States. (2018). Urga, Giovanni ; Mogliani, Matteo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1645-1660.

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Works by Anandamayee Majumdar:


YearTitleTypeCited
2021Bayesian Testing Of Granger Causality In Functional Time Series In: Papers.
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paper0
2022Bayesian Testing of Granger Causality in Functional Time Series.(2022) In: Journal of Quantitative Economics.
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This paper has nother version. Agregated cites: 0
article
2006Gradients in Spatial Response Surfaces With Application to Urban Land Values In: Journal of Business & Economic Statistics.
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article10
2010Bivariate Zero-Inflated Regression for Count Data: A Bayesian Approach with Application to Plant Counts In: The International Journal of Biostatistics.
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article1
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
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article83
2015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 83
paper
2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
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article1
2020Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Analysis of bivariate zero inflated count data with missing responses In: Journal of Multivariate Analysis.
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article0
2015Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics.
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article15
2014Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2013Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance.
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article23
2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
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article10
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance.
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article6
2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers.
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paper1
2011Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics.
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This paper has nother version. Agregated cites: 1
article
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers.
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This paper has nother version. Agregated cites: 1
paper
2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review.
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article10
2016The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2012Was the Recent Downturn in US GDP Predictable? In: Working Papers.
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2012Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2013Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers.
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This paper has nother version. Agregated cites: 0
paper
2011Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions In: Working Papers.
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paper9
2014Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions.(2014) In: Empirical Economics.
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This paper has nother version. Agregated cites: 9
article
2014Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models In: Working Papers.
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paper8
2015Forecasting US real house price returns over 1831-2013: evidence from copula models.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 8
article
2021Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates In: Working Papers.
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paper2
2024Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments In: Working Papers.
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paper0
2018Comparative study and sensitivity analysis of skewed spatial processes In: Computational Statistics.
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article0
2020Tagore’s Song-Counts by Thematic and Non-Thematic Classification: A Statistical Case Study In: Sankhya B: The Indian Journal of Statistics.
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2015Was the recent downturn in US real GDP predictable? In: Applied Economics.
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article6
2011A non-stationary spatial generalized linear mixed model approach for studying plant diversity In: Journal of Applied Statistics.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team