Fallaw Sowell : Citation Profile

Carnegie Mellon University

7

H index

6

i10 index

933

Citations

RESEARCH PRODUCTION:

15

Articles

9

Papers

RESEARCH ACTIVITY:

   34 years (1989 - 2023). See details.
   Cites by year: 27
   Journals where Fallaw Sowell has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 5 (0.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso3
   Updated: 2025-12-27    RAS profile: 2023-09-22    
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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 Fallaw Sowell.

Is cited by:

Gil-Alana, Luis (142)

Caporale, Guglielmo Maria (52)

Baum, Christopher (28)

Mayoral, Laura (23)

Mignon, Valérie (21)

Ooms, Marius (20)

Barkoulas, John (20)

Nielsen, Morten (19)

Lardic, sandrine (16)

Jensen, Mark (16)

Gonzalo, Jesus (15)

Cites to:

Carrasco, Marine (6)

Andrews, Donald (4)

Hansen, Lars (4)

Renault, Eric (3)

Antoine, Bertille (3)

Yaron, Amir (3)

Newey, Whitney (3)

Horowitz, Joel (2)

Caner, Mehmet (2)

Windmeijer, Frank (2)

Tchuente, Guy (2)

Main data

Where Fallaw Sowell has published?

Journals with more than one article published# docs
Applied Energy3
Journal of Monetary Economics2
Econometrica2
Econometric Theory2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business4
MPRA Paper / University Library of Munich, Germany2
Papers / arXiv.org2

Recent works citing Fallaw Sowell (2025 and 2024)

YearTitle of citing document
2024A Time Trend and Persistence Analysis of Sunflower Oil and Olive Oil Prices in the Context of the Russia-Ukraine War. (2024). Monge, Manuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348135.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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2024Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:44712.

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2025Persistence in real GDP: Evidence from Europe and the US. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00151.

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2025An empirical analysis of supply offers in the ERCOT operating reserves markets. (2025). Mann, Neal W ; Levin, Todd ; Noll, Mark D. In: Applied Energy. RePEc:eee:appene:v:381:y:2025:i:c:s030626192402419x.

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2025Assessing the vulnerability of empirical infrastructure networks to natural catastrophes. (2025). Artime, Oriol ; Scagliarini, Tomas ; de Domenico, Manlio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s0960077924013651.

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2025Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

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2024Technological progress and economic dynamics: Unveiling the long memory of total factor productivity. (2024). Skare, Marinko ; Qin, Yong ; Wu, Tong ; Xu, Zeshui ; Xiao, Anran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:326-343.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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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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2025An interregional optimization approach for time series aggregation in continent-scale electricity system models. (2025). Brown, Patrick R ; Mai, Trieu ; Cole, Wesley J. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s0360544225014720.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis. (2024). Monge, Manuel ; Infante, Juan ; Lazcano, Ana. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000450.

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2025Availability of the European power system assets: What we learn from data?. (2025). Wengler, Joe ; Stankovski, Andrej ; Gjorgiev, Blazhe ; Sansavini, Giovanni ; Sencan, Sinan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:258:y:2025:i:c:s0951832025000912.

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2025Incorporating energy justice and equity objectives in power system models. (2025). Levin, Todd ; Goforth, Teagan ; Nock, Destenie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008815.

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2025Hydroclimate-coupled framework for assessing power system resilience under summer drought and climate change. (2025). Mukherjee, Srijib ; Tingen, William Jerome ; Zhu, Jinxiang ; Li, Fangxing ; Shuai, Hang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:213:y:2025:i:c:s136403212500070x.

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2025When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75.

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2024A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428.

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2025Adaptive Penalized Regression for High-Efficiency Estimation in Correlated Predictor Settings: A Data-Driven Shrinkage Approach. (2025). Alharthi, Amirah Saeed ; Khan, Muhammad Shakir. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2884-:d:1743615.

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2025A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2978-:d:1749586.

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2025Time Series Analysis of the Dynamics of Merger and Acquisition Cycles in the Global Water Sector. (2025). Infante, Juan ; Monge, Manuel ; Hurtado, Rafael. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1146-:d:1624673.

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2025Analyzing 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.

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2024Private and public debt convergence: a fractional cointegration approach. (2024). Gil-Alana, Luis ; Malmierca-Ordoqui, Maria ; Bermejo, Lorenzo. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:1:d:10.1007_s10663-023-09594-9.

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2024Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Rubino, Nicola ; Vilchez, Inmaculada. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x.

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2024Trends and persistence in global olive oil prices after COVID-19. (2024). Monge, Manuel. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:23:y:2024:i:5:d:10.1057_s41272-024-00481-x.

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2024Luxury goods and services in recession periods. Time trends and persistence analysis. (2024). Monge, Manuel ; Ceron, Berta Marcos. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:23:y:2024:i:6:d:10.1057_s41272-023-00469-z.

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2025Time trends and persistence of the return difference between growth and value investment strategies. (2025). Hurtado, Rafael ; Infante, Juan ; Monge, Manuel. In: PLOS ONE. RePEc:plo:pone00:0332690.

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2024Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar. (2024). Gil-Alana, Luis ; Monge, Manuel ; Malmierca-Ordoqui, Maria. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w.

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2024A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Aruchunan, Elayaraja. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02540-5.

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2024Consumer sentiments across G7 and BRICS economies: Are they related?. (2024). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Carmona-Gonzalez, Nieves ; Aikins, Emmanuel Joel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-023-09657-4.

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2025Persistence in China’s household consumption level: implications for the new growth model. (2025). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Larrarte, Andoni Maiza. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-025-09709-x.

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2024Policy rates in ECOWAS: are they fractionally cointegrated?. (2024). Usman, Nuruddeen ; Apinran, Martins. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00739-x.

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2024Change point in variance of fractionally integrated noise. (2024). , Daiqing ; Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01490-5.

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Works by Fallaw Sowell:

YearTitleTypeCited
2019The Empirical Saddlepoint Estimator In: Papers.
[Full Text][Citation analysis]		paper0
2019The Ridge Path Estimator for Linear Instrumental Variables In: Papers.
[Full Text][Citation analysis]		paper0
2019Bayesian Inference for ARFIMA Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
1989An Improved Approximation to the Distributions in GMM Estimation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
Tests for Violations of Moment Conditions In: GSIA Working Papers.
[Full Text][Citation analysis]		paper5
Fractional integration with Drift: Estimation in Small Samples In: GSIA Working Papers.
[Full Text][Citation analysis]		paper17
1997Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 17		article
1989THE DETERMINISTIC TREND IN REAL GNP In: GSIA Working Papers.
[Citation analysis]		paper2
1999OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST In: Econometric Theory.
[Full Text][Citation analysis]		article4
2018MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS In: Econometric Theory.
[Full Text][Citation analysis]		article0
1990The Fractional Unit Root Distribution. In: Econometrica.
[Full Text][Citation analysis]		article104
1996Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica.
[Full Text][Citation analysis]		article55
2014Forecasting residential air conditioning loads In: Applied Energy.
[Full Text][Citation analysis]		article8
2018Resource adequacy risks to the bulk power system in North America In: Applied Energy.
[Full Text][Citation analysis]		article5
2019A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence In: Applied Energy.
[Full Text][Citation analysis]		article11
1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article559
2016Robust resource adequacy planning in the face of coal retirements In: Energy Policy.
[Full Text][Citation analysis]		article5
1991On DeJong and Whitemans Bayesian inference for the unit root model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
1992Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article149
2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics.
[Full Text][Citation analysis]		article1
2021Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples In: Stats.
[Full Text][Citation analysis]		article0
2023Forest Fires: Why The Large Year-to-Year Variation in Forests Burned? In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2009The empirical saddlepoint likelihood estimator applied to two-step GMM In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007The Empirical Saddlepoint Approximation for GMM Estimators In: MPRA Paper.
[Full Text][Citation analysis]		paper2

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