11
H index
13
i10 index
573
Citations
| 11 H index 13 i10 index 573 Citations RESEARCH PRODUCTION: 31 Articles 42 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kalvinder Shields. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Change and Restructuring | 3 |
| The Economic Record | 3 |
| Journal of Macroeconomics | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| The Review of Economics and Statistics | 2 |
| International Journal of Forecasting | 2 |
| Manchester School | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| WIDER Working Paper Series / World Institute for Development Economic Research (UNU-WIDER) | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
| 2025 | Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13. Full description at Econpapers || Download paper |
| 2024 | The impact of COVID‐19 on price transmission and price volatility in the Canadian beef supply chain. (2024). Qiu, Feng ; Zheng, Yanan ; Yang, Meng. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:389-406. Full description at Econpapers || Download paper |
| 2024 | Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S.. (2024). Rakhimov, Eshmurod ; Dhiensiri, Nont ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-36. Full description at Econpapers || Download paper |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2024 | Why do firms with no leverage still have leverage and volatility feedback effects?. (2024). Smith, Geoffrey Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000513. Full description at Econpapers || Download paper |
| 2025 | Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645. Full description at Econpapers || Download paper |
| 2024 | Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055. Full description at Econpapers || Download paper |
| 2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048. Full description at Econpapers || Download paper |
| 2025 | The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134. Full description at Econpapers || Download paper |
| 2024 | Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends. (2024). Mullner, Jakob ; Puhr, Harald. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000935. Full description at Econpapers || Download paper |
| 2025 | The real effect of monetary policy under uncertainty: Evidence from the change in corporate financing purposes. (2025). Wang, Yizhong ; Lu, Jiajun ; Lv, Linying ; Zhu, Yueteng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000020. Full description at Econpapers || Download paper |
| 2025 | Banking and monetary policy in a monetary union. (2025). Dia, Enzo ; Vanhoose, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001509. Full description at Econpapers || Download paper |
| 2025 | Does Inflation Targeting Reduce Economic Uncertainty? Evidence from Mexico. (2025). Cano-Espinosa, Domicio. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:109-:d:1635434. Full description at Econpapers || Download paper |
| 2024 | Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: MPRA Paper. RePEc:pra:mprapa:121791. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04. Full description at Econpapers || Download paper |
| 2024 | Impact of Economic Policy Uncertainty Shocks on China€™s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches. (2024). Kamal, Muhammad Abdul ; Ye, Chenghui ; Zhao, Xinshun ; Ullah, Assad. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241266026. Full description at Econpapers || Download paper |
| 2024 | Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study. (2024). Chowdhury, Kushal Banik. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02473-z. Full description at Econpapers || Download paper |
| 2025 | Modeling MENA economies using a GVAR approach: Domestic, regional and international factors. (2025). Garfa, Kamel ; Chaibi, Mayssa. In: Region et Developpement. RePEc:tou:journl:v:61:y:2025:p:5-27. Full description at Econpapers || Download paper |
| 2025 | Inflation, Inflation Uncertainty and Economic Growth in Tunisia: Nonlinear Modelling Framework. (2025). Thouraya, Boujelbne ; Ben, Jedidia Khoutem. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:71:y:2025:i:2:p:44-57:n:1005. Full description at Econpapers || Download paper |
| 2024 | Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10876. Full description at Econpapers || Download paper |
| 2025 | Unraveling Turkish agricultural market challenges: Consequences of COVID‐19, Russia–Ukraine conflict, and energy market dynamics. (2025). Urak, Faruk. In: Agribusiness. RePEc:wly:agribz:v:41:y:2025:i:2:p:307-341. Full description at Econpapers || Download paper |
| 2024 | Predicting tail risks by a Markov switching MGARCH model with varying copula regimes. (2024). Fulle, Markus J ; Herwartz, Helmut. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2163-2186. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Real Time Representations of the Output Gap In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 61 |
| 2005 | Real time Representations of the Output Gap.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2008 | Real-Time Representations of the Output Gap.(2008) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
| 2009 | Measuring the Natural Output Gap using Actual and Expected Output Data In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Measuring the Natural Output Gap using Actual and Expected Output Data.(2009) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Measuring the Natural Output Gap Using Actual and Expected Output Data.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | An Introduction to Data Cleaning Using Internet Search Data In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa In: Economica. [Full Text][Citation analysis] | article | 15 |
| 2004 | The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa.(2004) In: WIDER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2007 | Overcoming Measurement Error Problems in the Use of Survey Data on Expectations In: The Economic Record. [Full Text][Citation analysis] | article | 3 |
| 2004 | Overcoming Measurement Error Problems in the use of Survey Data on Expectations.(2004) In: Econometric Society 2004 Australasian Meetings. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2020 | Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2019 | Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 1997 | Stock Return Volatility on Emerging Eastern European Markets. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 9 |
| 2000 | Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975–98 In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2013 | Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods In: Manchester School. [Full Text][Citation analysis] | article | 15 |
| 2012 | Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods.(2012) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2000 | Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–1996 In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 12 |
| 2007 | Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2018 | The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | The role of uncertainty, sentiment and cross‐country interactions in G7 output dynamics.(2018) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available.(2008) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2000 | Is the Franc Zone an Optimal Currency Area? In: CSAE Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Is the Franc Zone an Optimal Currency Area?.(2000) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | The Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 204 |
| 2004 | The asymmetric effects of uncertainty on inflation and output growth.(2004) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | article | |
| 2001 | Modelling macroeconomic shocks in the CFA Franc Zone In: Journal of Development Economics. [Full Text][Citation analysis] | article | 43 |
| 2000 | Modeling Macroeconomic Shocks in the CFA Franc Zone.(2000) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2016 | Information rigidities and the news-adjusted output gap In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2003 | A nation divided? Price and output dynamics in English regions In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2001 | A Nation Divided? Price and Output Dynamics in English Regions.(2001) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | Real time representation of the UK output gap in the presence of model uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2016 | Forecasting global recessions in a GVAR model of actual and expected output In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2004 | Is there a unit root in inflation? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 31 |
| 2010 | Sign and phase asymmetry: News, economic activity and the stock market In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 2006 | Regional asymmetries in monetary transmission: The case of South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 5 |
| 2019 | Measuring the Fiscal Multiplier when Plans Take Time to Implement In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Uncertainty in a Disaggregate Model: a Data Rich Approach using Google Search Queries In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2022 | Shock Persistence, Uncertainty and News-Driven Business Cycles In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2022 | A Meta Model Analysis of Exchange Rate Determination* In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 1997 | Threshold Modelling of Stock Return Volatility on Eastern European Markets. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 6 |
| 1997 | Threshold Modelling of Stock Return Volatility on Eastern European Markets..(1997) In: Economic Change and Restructuring. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2012 | Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 13 |
| 1999 | Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies In: Discussion Papers in European Economics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Financial Liberalization and the Evolution of Banking and Financial Risks The Case of South Korea In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Dynamic Interaction Between Income and Health: Time-Series Evidence from Scandinavia In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Currency Unions and International Integration: Evidence from the CFA and the ECCU In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Economic Integration in West Africa: Does the CFA Make a Difference? In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2003 | Do Currency Unions Deliver More Economic Integration than Fixed Exchange Rates? Evidence from the CFA and the ECCU In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Misspecification, Identification or Measurement? Another Look at the Price Puzzle In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 37 |
| 2005 | Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2004 | TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Business survey forecasts and measurement of output trends in five European economies In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Meta Taylor Rule In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2015 | The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7 In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Characteristics of Macroeconomic Shocks in the CFA Franc Zone In: Journal of African Economies. [Citation analysis] | article | 10 |
| 2004 | The Characteristics of Macroeconomic Shocks in the CFA Franc Zone.(2004) In: WIDER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2004 | Predictability of stock markets with disequilibrium trading In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2004 | Modelling Macroeconomic Linkages in a Monetary Union: A West African Example In: WIDER Working Paper Series. [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