Zhongjun Qu : Citation Profile

Boston University

16

H index

16

i10 index

1258

Citations

RESEARCH PRODUCTION:

25

Articles

20

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   21 years (2005 - 2026). See details.
   Cites by year: 59
   Journals where Zhongjun Qu has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 18 (1.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu46
   Updated: 2026-06-06    RAS profile: 2026-02-16    
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Relations with other researchers

Works with:

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

Is cited by:

Perron, Pierre (129)

Rodríguez, Gabriel (37)

Yamamoto, Yohei (30)

Sibbertsen, Philipp (29)

Boldea, Otilia (21)

Taylor, Robert (20)

Leschinski, Christian (18)

Osborn, Denise (18)

Leybourne, Stephen (17)

Oka, Tatsushi (16)

Bataa, Erdenebat (16)

Cites to:

Schorfheide, Frank (28)

Perron, Pierre (27)

Bai, Jushan (22)

Wouters, Raf (18)

Smets, Frank (18)

Diebold, Francis (16)

Andrews, Donald (14)

Chernozhukov, Victor (13)

Sims, Christopher (13)

Del Negro, Marco (12)

Engle, Robert (11)

Main data

Where Zhongjun Qu has published?

Journals with more than one article published# docs
Journal of Econometrics6
Journal of Business & Economic Statistics3
The Review of Economic Studies2
The Review of Economics and Statistics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics18
Papers / arXiv.org2

Recent works citing Zhongjun Qu (2026 and 2025)

YearTitle of citing document
2025Change-Point Testing for Risk Measures in Time Series. (2023). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2026Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2026Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Testing Conditional Stochastic Dominance at Target Points. (2025). Kim, Deborah ; Canay, Ivan A ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2503.14747.

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2026Projection Inference for set-identified SVARs. (2025). Meier, Matthias ; Jos'e Luis Montiel Olea, ; Gafarov, Bulat. In: Papers. RePEc:arx:papers:2504.14106.

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2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2026On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472.

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2025A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.00754.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2026Distributional Discontinuity Design. (2026). Wasserman, Larry ; Schindl, Kyle. In: Papers. RePEc:arx:papers:2602.19290.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.09.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2025A score-based threshold effect test in time series models. (2025). Yang, Yaxing ; Deng, Yaping ; Wei, Shufang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001124.

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2025Economic impact and policies for the obesity pandemic in emerging economies. (2025). García, Carlos ; Garca, Carlos J. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1949-1970.

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2025Can volatility spread fully capture the put–call parity violation?. (2025). Zhu, Songping ; Liu, Shican. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001330.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

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2025Spatial panel data models with structural change. (2025). Wang, Luya ; Li, Kunpeng. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001320.

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2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

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2025Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125001878.

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2025Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2025). Vespignani, Joaquin ; Grassi, Stefano ; Vocalelli, Giorgio ; Ravazzolo, Francesco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000467.

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2025Regime-dependent health care employment dynamics in recessions. (2025). Loomer, Lacey ; Donayre, Luiggi. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000134.

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2025Renewable energy technology innovation, climate risk, and carbon emission reduction: A cross-country analysis. (2025). Zang, Hong ; Wang, Miao ; Zhang, Xinmin. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s0960148124022043.

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2025Unified specification tests in partially linear quantile regression models. (2025). Song, Xiaojun ; Yang, Zixin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002128.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202501.

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2025Wavelet Analysis of the Similarity in the Inflation Index (HICP) Dynamics for Electricity, Gas, and Other Fuels in Poland and Selected European Countries. (2025). Rzdkowski, Grzegorz ; Kufel, Tadeusz. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4610-:d:1738071.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Post-Print. RePEc:hal:journl:hal-05170065.

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2025Estimating Behavioral Inattention. (2025). Dotta, Mario ; Bounader, Lahcen ; Benchimol, Jonathan. In: Working Papers. RePEc:inf:wpaper:2025.8.

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2026Robust Inference for Time Series Quantile Regression: A Dependent Wild Bootstrap-Based Approach. (2026). Long, Wei ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202612.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

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2025Investigating the nexus between sovereign green and vanilla bonds in the secondary market. (2025). Bokor, Lszl. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:7:d:10.1057_s41260-025-00402-6.

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2025A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification. (2025). Kikuchi, Tatsuru. In: MPRA Paper. RePEc:pra:mprapa:126732.

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2025On using fuzzy clustering for detecting the number of states in Markov switching models. (2025). Domianello, Luca Scaffidi ; Otranto, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06585-w.

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2025Linear-quadratic quantile regression model with a change point due to a threshold covariate. (2025). Chen, Yan ; Zhang, Feipeng ; Fan, Caiyun. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:8:d:10.1007_s00180-025-01632-3.

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2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

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2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

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2025A Simple Quantile Regression Model Linking Micro Outcomes to Macro Covariates. (2025). Ju, Gaosheng ; Chen, Xiaohong ; Li, QI. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:3:p:1341-1362.

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2025US Monetary Policy and Indeterminacy. (2025). Nicol, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:195-213.

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2025Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions. (2025). Haque, Qazi ; Li, Mengheng ; Fu, Bowen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:310-324.

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2025Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models. (2025). Reza, Abeer ; Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:7:p:788-802.

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2025On the Detection of Structural Breaks: The Case of the Covid Shock. (2025). Tavlas, George ; Hall, Stephen G ; Trapani, Lorenzo ; Wang, Yongli. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1042-1070.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:322268.

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2025Is the supermultiplier currently nil? - A replication study of Deleidi and Mazzucato (2021). (2025). Boysen-Hogrefe, Jens. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:318260.

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Zhongjun Qu is editor of

Journal
Journal of Econometric Methods

Works by Zhongjun Qu:

YearTitleTypeCited
2026Fitting Dynamically Misspecified Models: An Optimal Transportation Approach In: Papers.
[Full Text][Citation analysis]		paper0
2025Prediction Intervals for Model Averaging In: Papers.
[Full Text][Citation analysis]		paper0
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article139
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2011A Test Against Spurious Long Memory In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article105
2010A Test Against Spurious Long Memory.(2010) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2011A Test Against Spurious Long Memory.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper326
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 326		article
2006A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper141
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		article
2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper17
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2006An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper8
2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper47
2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper2
2010M Tests with a New Normalization Matrix In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2015M Tests with a New Normalization Matrix.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2010Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper63
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		article
2010Identification and Frequency Domain QML Estimation of Linearized DSGE Models In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper4
2011Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper4
2011Nonparametric Estimation and Inference on Conditional Quantile Processes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper44
2015Nonparametric estimation and inference on conditional quantile processes.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2011Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2012Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007).(2012) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		chapter
2015Global Identification in DSGE Models Allowing for Indeterminacy In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper24
2017Global Identification in DSGE Models Allowing for Indeterminacy.(2017) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2015A Composite Likelihood Framework for Analyzing Singular DSGE Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper5
2018A Composite Likelihood Framework for Analyzing Singular DSGE Models.(2018) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2015Likelihood Ratio Based Tests for Markov Regime Switching In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper18
2021Likelihood Ratio-Based Tests for Markov Regime Switching.(2021) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper5
2019Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs.(2019) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2025QR.break: An R Package for Structural Breaks in Quantile Regression In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
2012Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models In: Quantitative Economics.
[Full Text][Citation analysis]		article69
2007Searching for cointegration in a dynamic system In: Econometrics Journal.
[Full Text][Citation analysis]		article21
2006Estimating restricted structural change models In: Journal of Econometrics.
[Full Text][Citation analysis]		article77
2008Testing for structural change in regression quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article73
2021Sieve estimation of option-implied state price density In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2024Introduction to the Themed Issue: Macroeconometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2026Estimating State Price Densities Implied by American Options In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2024Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article2
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal.
[Full Text][Citation analysis]		article33
2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2014Inference in dynamic stochastic general equilibrium models with possible weak identification In: Quantitative Economics.
[Full Text][Citation analysis]		article21

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