Laurent L Pauwels : Citation Profile


Are you Laurent L Pauwels?

Australian National University (1% share)
New York University Abu Dhabi (99% share)

10

H index

10

i10 index

245

Citations

RESEARCH PRODUCTION:

14

Articles

34

Papers

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 12
   Journals where Laurent L Pauwels has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 12 (4.67 %)

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   Permalink: http://citec.repec.org/ppa1577
   Updated: 2024-12-03    RAS profile: 2024-06-10    
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Relations with other researchers


Works with:

Pauwels, Laurent (10)

Imbs, Jean (8)

Vasnev, Andrey (3)

Asai, Manabu (2)

Chang, Chia-Lin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent L Pauwels.

Is cited by:

Sun, Rongrong (10)

Loaiza Maya, Rubén (8)

He, Dong (7)

Tzavalis, Elias (6)

Funke, Michael (6)

Li, Feng (6)

Karavias, Yiannis (6)

Ramírez Hassan, Andrés (6)

Paetz, Michael (5)

Chan, Felix (4)

Kim, Hyeongwoo (4)

Cites to:

Pauwels, Laurent (21)

Perron, Pierre (18)

Andrews, Donald (17)

Vasnev, Andrey (15)

Bollerslev, Tim (15)

Pesaran, Mohammad (14)

Levchenko, Andrei (14)

di Giovanni, Julian (12)

Bai, Jushan (12)

Mitchell, James (12)

Bernard, Andrew (12)

Main data


Where Laurent L Pauwels has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)3
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics11
Working Papers / Hong Kong Monetary Authority4
Working Papers / Hong Kong Institute for Monetary Research2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Laurent L Pauwels (2024 and 2023)


YearTitle of citing document
2023Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31.

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2023.

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2024To Comply or Not to Comply: Understanding Developing Country Supply Chain Responses to Russian Sanctions. (2024). Li, Zhi ; Wu, Jing ; Wang, Yulin ; Park, Ziho. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11110.

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2024On 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.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420.

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2023The Political Economy of American Exchange Rate Bill Voting: From the Perspective of RMB Appreciation. (2023). Wang, Tao ; Jiang, Wei. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:13:y:2023:i:1:f:13_1_3.

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2024On 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.

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Works by Laurent L Pauwels:


YearTitleTypeCited
2008What Prompts the Peoples Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model In: China & World Economy.
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article44
2008What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 44
paper
2007MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys.
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article16
2012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics.
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article12
2019Fundamental Moments In: CEPR Discussion Papers.
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paper0
2019Fundamental Moments.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2020High Order Openness In: CEPR Discussion Papers.
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paper1
2020High Order Openness.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2014Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance.
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article3
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2016Does portfolio margining make borrowing more attractive? In: International Review of Financial Analysis.
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article0
2016A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting.
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article11
2018Some theoretical results on forecast combinations In: International Journal of Forecasting.
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article22
2012Do external political pressures affect the Renminbi exchange rate? In: Journal of International Money and Finance.
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article29
2008Do External Political Pressures Affect the Renminbi Exchange Rate?.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 29
paper
2011Do External Political Pressures Affect the Renminbi Exchange Rate?.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 29
paper
2008Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM).
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article1
2011Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM).
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article5
2013The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence In: Mathematics and Computers in Simulation (MATCOM).
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article4
2023High Moment Constraints for Predictive Density Combination In: CAMA Working Papers.
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paper5
2020Measuring Openness In: CAMA Working Papers.
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paper1
2023An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia In: CAMA Working Papers.
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paper3
2023Optimal Forecast Combination with Mean Absolute Error Loss In: CAMA Working Papers.
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paper0
2018Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers.
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paper0
2019Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
.() In: .
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This paper has nother version. Agregated cites: 0
paper
2021Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models In: Econometrics.
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article0
2003An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong In: IHEID Working Papers.
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paper15
2006Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data In: IHEID Working Papers.
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paper22
2004Wage-Price Dynamics and Deflation in Hong Kong In: IHEID Working Papers.
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paper11
2004Modelling Environmental Risk In: IHEID Working Papers.
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paper15
2020Korea’s Patterns of Trade In: Post-Print.
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paper0
2020Korea’s Patterns of Trade.(2020) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has nother version. Agregated cites: 0
paper
2006Stability tests for heterogeneous panel data In: PSE Working Papers.
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paper3
2006Stability tests for heterogeneous panel data.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2008Stability Tests for Heterogeneous Panel Data.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2007Hong Kongs Consumption Function Revisited In: Working Papers.
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paper3
2007How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption In: Working Papers.
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paper2
2003Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism In: Working Papers.
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paper6
2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics.
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article3
2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2019Higher Moment Constraints for Predictive Density Combinations In: Working Papers.
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paper6
2020Higher Moment Constraints for Predictive Density Combinations.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2019Equivalence of optimal forecast combinations under affine constraints In: Working Papers.
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paper0
2019Predicting China’s Monetary Policy with Forecast Combinations In: Working Papers.
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paper0
2013Practical considerations for optimal weights in density forecast combi nation In: Working Papers.
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paper1
2013Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting.
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article1

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