13
H index
18
i10 index
735
Citations
Philip Rothman : Citation Profile
East Carolina University | RESEARCH PRODUCTION: 26 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
28 years (1988 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Rothman. | Is cited by:
| Cites to:
|
Main data
Where Philip Rothman has published?
| Journals with more than one article published | # docs |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 5 |
| Journal of Macroeconomics | 4 |
| Journal of Money, Credit and Banking | 3 |
| Journal of Money, Credit and Banking | 2 |
| Macroeconomic Dynamics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / C.V. Starr Center for Applied Economics, New York University | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Philip Rothman (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Papageorgiou, Ioannis ; Kontoyiannis, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper |
| 2024 | Bootstrap prediction inference of nonlinear autoregressive models. (2024). Politis, Dimitris N ; Wu, Kejin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:800-822. Full description at Econpapers || Download paper |
| 2024 | Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review. (2024). Gokhale, Gautam Milind ; Mittal, Ankur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-8. Full description at Econpapers || Download paper |
| 2025 | Trend-cycle decomposition in the presence of large shocks. (2025). Wong, Benjamin ; Morley, James ; Kamber, Gne. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000326. Full description at Econpapers || Download paper |
| 2025 | Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12. Full description at Econpapers || Download paper |
| 2024 | Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707. Full description at Econpapers || Download paper |
| 2025 | An artificial neural network experiment on the prediction of the unemployment rate. (2025). Magazzino, Cosimo ; Mele, Marco ; Mutascu, Mihai. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:471-491. Full description at Econpapers || Download paper |
| 2024 | Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. (2024). Miti, Petar ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009524. Full description at Econpapers || Download paper |
| 2024 | How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper |
| 2025 | The dynamics and drivers of global market integration: Regional and cultural factors matter. (2025). Ong, Sheue-Li ; Lim, Kian-Ping ; Xiang, Xueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002314. Full description at Econpapers || Download paper |
| 2025 | Analyzing Stationarity in World Coffee Prices. (2025). Gil-Alana, Luis ; Komatsu, Flores C. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10630-4. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2025 | Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective. (2025). GUPTA, RANGAN ; Deng, Jingyi ; Luo, Jiawen ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:202523. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effects of monetary policy: evidence from India. (2024). Kundu, Srikanta ; Shah, Irfan Ahmad. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02453-3. Full description at Econpapers || Download paper |
| 2024 | Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8. Full description at Econpapers || Download paper |
| 2024 | Quadratic Prediction of Time Series via Auto-Cumulants. (2024). McElroy, Tucker S ; Ghosh, Dhrubajyoti ; Lahiri, Soumendra. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-023-00326-6. Full description at Econpapers || Download paper |
| 2024 | International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024. (2024). Azra, Zaimovic ; Rijad, Belija ; Almira, Arnaut-Berilo. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:1:p:96-112:n:1007. Full description at Econpapers || Download paper |
Works by Philip Rothman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | Nonlinear Monetary Dynamics: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 6 |
| 2010 | Oil and US GDP: A real-time out-of-sample examination In: Working Paper. [Full Text][Citation analysis] | paper | 56 |
| 2011 | Oil and US GDP: A Real-Time out-of Sample Examination.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2013 | Oil and U.S. GDP: A Real-Time Out-of-Sample Examination.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2013 | Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2008 | Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1997 | FORTRAN Programs for Running the TR Test: A Guide and Examples In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Oil-price density forecasts of US GDP In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 15 |
| 1998 | The Current Depth-of-Recession and Unemployment-Rate Forecasts In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1997 | The Current Depth of Recession and Unemployment Rate Forecasts.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1998 | FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 26 |
| 1997 | A Frequency Domain Test of Time Reversibility.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2001 | MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 30 |
| 1988 | FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE In: Working Papers. [Citation analysis] | paper | 85 |
| 1991 | Further evidence on the asymmetric behavior of unemployment rates over the business cycle.(1991) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
| 1988 | CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS In: Working Papers. [Citation analysis] | paper | 11 |
| 1992 | A Reassessment of Dimension Calculations Using Some Monetary Data In: Working Papers. [Citation analysis] | paper | 1 |
| 1993 | Time Irreversibility and Business Cycle Asymmetry In: Working Papers. [Citation analysis] | paper | 134 |
| 1996 | Time Irreversibility and Business Cycle Asymmetry..(1996) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
| 1994 | Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 28 |
| 2010 | An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 45 |
| 2009 | An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2008 | Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2007 | Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 1995 | Chaotic dynamics. Theory and applications to economics : Alfredo Medio, (Cambridge University Press, Cambridge 1992) pp. xv + 344, $54.95 In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
| 1996 | Further evidence on the stabilization of postwar economic fluctuations In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 1997 | More Uncertainty about the Unit Root in U.S. Real GNP In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 13 |
| 1996 | More Uncertainty About the Unit Root in U.S. Real GNP.(1996) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2006 | Comments on Structural change in macroeconomic time series In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1999 | A multivariate STAR analysis of the relationship between money and output In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 18 |
| 2000 | A Multivariate STAR Analysis of the Relationship Between Money and Output.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 1999 | A Multivariate STAR Analysis of the Relationship Between Money and Output.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 1988 | THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS In: Houston - Department of Economics. [Citation analysis] | paper | 50 |
| 1990 | The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications..(1990) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
| 1992 | The Comparative Power of the TR Test against Simple Threshold Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
| 2009 | Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2013 | Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2004 | An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods In: Economic Inquiry. [Full Text][Citation analysis] | article | 10 |
| 2000 | An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2003 | An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1994 | A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1998 | Forecasting Asymmetric Unemployment Rates In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 102 |
| 1996 | Forecasting Asymmetric Unemployment Rates.(1996) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
| 2000 | Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Is the Size Distribution of Income Stationary? In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | FORTRAN Programs for Running the TR Test: A Guide and Some Examples In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers. [Citation analysis] | paper | 12 |
| 1998 | Independence and Changes in the Size Distribution of Income In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Time Irreversible Unemployment Rates In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Multivariate STAR Unemployment Rate Forecasts In: Econometrics. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team