10
H index
11
i10 index
268
Citations
Australian National University (1% share) | 10 H index 11 i10 index 268 Citations RESEARCH PRODUCTION: 14 Articles 34 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 Laurent L Pauwels. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Mathematics and Computers in Simulation (MATCOM) | 3 |
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Sydney Business School, Discipline of Business Analytics | 11 |
| Working Papers / Hong Kong Monetary Authority | 4 |
| Working Papers / Hong Kong Institute for Monetary Research | 2 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793. Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24. Full description at Econpapers || Download paper |
| 2024 | CLARA 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. Full description at Econpapers || Download paper |
| 2024 | Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741. Full description at Econpapers || Download paper |
| 2024 | To Comply or Not to Comply: Understanding Neutral Country Supply Chain Responses to Russian Sanctions. (2024). Park, Ziho ; Li, Zhi ; Wang, Yulin ; Wu, Jing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11110. Full description at Econpapers || Download paper |
| 2025 | The Global Sanctions Data Base - Release 4: The Heterogeneous Effects of the Sanctions on Russia. (2025). Yotov, Yoto ; Yalcin, Erdal ; Syropoulos, Constantinos ; Kwon, Ohyun ; Felbermayr, Gabriel ; Kirilakha, Aleksandra ; Kariem, Heider. In: Working Papers. RePEc:drx:wpaper:2025002. Full description at Econpapers || Download paper |
| 2024 | On the time-varying impact of Chinas bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?. (2024). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000737. Full description at Econpapers || Download paper |
| 2024 | Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295. Full description at Econpapers || Download paper |
| 2025 | Monetary policy analysis using natural language processing: Evaluating the Peoples Bank of Chinas minutes and report summary with the Taylor Rule. (2025). Jia, Songbo ; Wood, Justine ; Ahmad, Ahmad Hassan ; Su, Shiwei. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s0264999325001166. Full description at Econpapers || Download paper |
| 2025 | Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x. Full description at Econpapers || Download paper |
| 2024 | The nonlinear impact of renewable energy, fossil energy and CO2 emissions on human development index for the eight developing countries. (2024). Bakirta, Tahsin ; Akpolat, Ahmet Gkce. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032420. Full description at Econpapers || Download paper |
| 2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917. Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:483-521. Full description at Econpapers || Download paper |
| 2024 | Out-of-sample equity premium predictability: An EMD-denoising based model. (2024). Mei, Yuhe ; Li, Haohua ; Chen, Zhuo ; Hao, Xianfeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002889. Full description at Econpapers || Download paper |
| 2024 | EU sanctions on Russia and implications for a small open economy: the case of Cyprus. (2024). Sakkas, Stelios ; Mavrigiannakis, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125336. Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04943866. Full description at Econpapers || Download paper |
| 2024 | EU sanctions on Russia and implications for a small open economy: The case of Cyprus. (2024). Sakkas, Stelios ; Mavrigiannakis, Konstantinos. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:200. Full description at Econpapers || Download paper |
| 2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420. Full description at Econpapers || Download paper |
| 2024 | Forecasting the equity premium using weighted regressions: Does the jump variation help?. (2024). Zhang, Yaojie ; Wang, Yudong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8. Full description at Econpapers || Download paper |
| 2024 | A theory of hegemon-provoked instability, with an application to NATO and the Ukraine-Russia war. (2024). Eswaran, Mukesh. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:2:d:10.1007_s41775-024-00241-z. Full description at Econpapers || Download paper |
| 2024 | Regime dependent dynamics of parallel and official exchange markets in China: evidence from cryptocurrency. (2024). Song, Tiezheng ; Li, Huachen. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:41:p:4952-4973. Full description at Econpapers || Download paper |
| 2024 | On the time-varying impact of China’s bilateral political relations on its trading partners: “doux commerce” or “trade follows the flag”?. (2024). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-17. Full description at Econpapers || Download paper |
| 2025 | Sustainable investing in emerging markets: Evidence from the Sustainable Stock Exchanges initiative. (2025). Dai, Yuwen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2001-2015. Full description at Econpapers || Download paper |
| 2024 | Predicting carbon and oil price returns using hybrid models based on machine and deep learning. (2024). Perote, Javier ; Molinamuoz, Jesus ; Moravalencia, Andres. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1563. Full description at Econpapers || Download paper |
| 2024 | Forecasting the direction of the Feds monetary policy decisions using random forest. (2024). Fan, Juanjuan ; Yoon, Jungyeon. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2848-2859. Full description at Econpapers || Download paper |
| 2025 | Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe. (2025). Lovaglio, Pietro Giorgio. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:753-780. Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Benchimol, Jonathan ; Palumbo, Luigi. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:323972. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | What Prompts the Peoples Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model In: China & World Economy. [Full Text][Citation analysis] | article | 45 |
| 2008 | What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2007 | MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 18 |
| 2012 | Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2019 | Fundamental Moments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fundamental Moments.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | High Order Openness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | High Order Openness.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Does portfolio margining make borrowing more attractive? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2016 | A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2018 | Some theoretical results on forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2012 | Do external political pressures affect the Renminbi exchange rate? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 33 |
| 2008 | Do External Political Pressures Affect the Renminbi Exchange Rate?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2011 | Do External Political Pressures Affect the Renminbi Exchange Rate?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2008 | Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2011 | Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 6 |
| 2013 | The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2023 | High Moment Constraints for Predictive Density Combination In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Measuring Openness In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Optimal Forecast Combination with Mean Absolute Error Loss In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2003 | An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2004 | Wage-Price Dynamics and Deflation in Hong Kong In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Modelling Environmental Risk In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2020 | Korea’s Patterns of Trade In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Korea’s Patterns of Trade.(2020) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Stability tests for heterogeneous panel data In: PSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Stability tests for heterogeneous panel data.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Stability Tests for Heterogeneous Panel Data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2007 | Hong Kongs Consumption Function Revisited In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Higher Moment Constraints for Predictive Density Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Higher Moment Constraints for Predictive Density Combinations.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2019 | Equivalence of optimal forecast combinations under affine constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Predicting China’s Monetary Policy with Forecast Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Practical considerations for optimal weights in density forecast combi nation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting. [Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team