13
H index
14
i10 index
677
Citations
World Bank Group | 13 H index 14 i10 index 677 Citations RESEARCH PRODUCTION: 11 Articles 34 Papers 1 Books RESEARCH ACTIVITY: 21 years (2001 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pva22 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roy van der Weide. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The World Bank Economic Review | 3 |
Year | Title of citing document |
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2023 | Ingreso Estructural Por Área Geográfica: una aplicación para Argentina. (2023). Montes-Rojas, Gabriel ; Gluzmann, Pablo ; Tobias, Yatche ; Ivan, Sznaider ; Alfredo, Gluzmann Pablo ; Leonardo, Gasparini ; Nicolas, Abbate. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4622. Full description at Econpapers || Download paper |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
2023 | A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484. Full description at Econpapers || Download paper |
2023 | Matrix GARCH Model: Inference and Application. (2023). Zhu, KE ; Jiang, Feiyu ; Li, Dong ; Yu, Cheng. In: Papers. RePEc:arx:papers:2306.05169. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | To impute or not to impute, and how? A review of poverty?estimation methods in the absence of consumption data. (2021). Dang, Hai-Anh. In: Development Policy Review. RePEc:bla:devpol:v:39:y:2021:i:6:p:1008-1030. Full description at Econpapers || Download paper |
2023 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper |
2023 | Educational reproduction in Sweden: A replication of Skopek and Leopold 2020 using Swedish data. (2023). Wittemann, Vanessa. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:25. Full description at Econpapers || Download paper |
2023 | Technological Change, Growth and Income Inequality. (2023). Dina, Mahmoudi ; Wahiba, Nasfi Fkili. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-14. Full description at Econpapers || Download paper |
2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper |
2023 | Rethinking the Lebanese economic miracle: The extreme concentration of income and wealth in Lebanon, 2005–2014. (2023). Assouad, Lydia. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001456. Full description at Econpapers || Download paper |
2023 | Measuring consumption over the phone: Evidence from a survey experiment in urban Ethiopia. (2023). Hirvonen, Kalle ; Wolle, Abdulazize ; de Brauw, Alan ; Abate, Gashaw T. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001687. Full description at Econpapers || Download paper |
2024 | Multidimensional poverty and growth: Evidence from India 1998–2021. (2024). Liao, Tingxuan ; Bao, Yanxi. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300398x. Full description at Econpapers || Download paper |
2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper |
2023 | Dynamic conditional eigenvalue GARCH. (2023). Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Hetland, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002141. Full description at Econpapers || Download paper |
2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
2023 | Impacts of income poverty and high housing costs on fuel poverty in Egypt: An empirical modeling approach. (2023). Fateh, BELAID ; Flambard, Veronique ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:175:y:2023:i:c:s0301421523000356. Full description at Econpapers || Download paper |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper |
2023 | Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370. Full description at Econpapers || Download paper |
2023 | Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing. (2023). Stentoft, Lars ; Rastegari, Javad ; Escobar-Anel, Marcos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001382. Full description at Econpapers || Download paper |
2023 | Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065. Full description at Econpapers || Download paper |
2023 | Does inclusion of GARCH variance in deep learning models improve financial contagion prediction?. (2023). Mangalagiri, Jayasree ; Rayadurgam, Vikram Chandramouli. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000818. Full description at Econpapers || Download paper |
2023 | Unveiling the diversification capabilities of carbon markets in NFT portfolios. (2023). Esparcia, Carlos ; Diaz, Antonio ; Huelamo, Diego. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010048. Full description at Econpapers || Download paper |
2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper |
2023 | Absolute intragenerational income mobility in Iran. (2023). Heydari, Mohammad Sadra ; Amanzadeh, Naser. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:38-50. Full description at Econpapers || Download paper |
2023 | Small things, big impact: The network-mediated spillover effect through a transport connectivity enhancement project. (2023). Liao, Wen-Chi ; Jing, Kecen. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:101:y:2023:i:c:s0166046223000327. Full description at Econpapers || Download paper |
2024 | The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519. Full description at Econpapers || Download paper |
2024 | An attempt to correct the underestimation of inequality measures in cross-survey imputation through generalized additive models for location, scale and shape. (2024). Molini, Vasco ; Betti, Gianni ; Mori, Lorenzo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002963. Full description at Econpapers || Download paper |
2024 | Income inequality convergence among EU regions. (2024). Savoia, Francesco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000028. Full description at Econpapers || Download paper |
2023 | An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552. Full description at Econpapers || Download paper |
2024 | The three eras of global inequality, 1820–2020 with the focus on the past thirty years. (2024). Milanovic, Branko. In: World Development. RePEc:eee:wdevel:v:177:y:2024:i:c:s0305750x23003340. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Financial inclusion, growth and poverty: Evidence from Africa in COVID-19 era. (2023). Asaloko, Prince Piva ; Nguena, Christian-Lambert Lambert. In: Post-Print. RePEc:hal:journl:hal-04150097. Full description at Econpapers || Download paper |
2023 | RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833. Full description at Econpapers || Download paper |
2023 | Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104.. Full description at Econpapers || Download paper |
2023 | Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions. (2023). Zahid, Nida ; Mazhar, Abdul Rafae ; Hameed, Raja Mazhar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:257-267. Full description at Econpapers || Download paper |
2023 | Revolution, Change, and Democratic Transition in Egypt Since 2011: A Critical Political Economy Approach. (2023). Koussa, Ziad. In: Contemporary Review of the Middle East. RePEc:sae:crmide:v:10:y:2023:i:2:p:165-187. Full description at Econpapers || Download paper |
2023 | Socioeconomic effects and the role of public spending decomposition on income mobility: a moderated regression model. (2023). Berrittella, Maria. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00098-1. Full description at Econpapers || Download paper |
2023 | Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z. Full description at Econpapers || Download paper |
2023 | Why does equivalization matter? An application to the monetary poverty in the sustainable development goals framework. (2023). Galiano, Antonio Salcedo ; Llanes, Gregorio Izquierdo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01477-8. Full description at Econpapers || Download paper |
2023 | Education Expansion, Income Inequality and Structural Transformation: Evidence From OECD Countries. (2023). Lalley, Christopher ; Makhlouf, Yousef. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03161-2. Full description at Econpapers || Download paper |
2023 | Multidimensional Poverty: CMPI Development, Spatial Analysis and Clustering. (2023). Sethi, Narayan ; Chakraverty, Snehashish ; Kumar, Sandeep. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03181-y. Full description at Econpapers || Download paper |
2023 | Inequality of opportunity and intergenerational persistence in Latin America. (2023). Ferreira, Francisco ; Neidhofer, Guido ; Brunori, Paolo. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2023-39. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | A Note on Different Approaches to Index Number Theory In: American Economic Review. [Full Text][Citation analysis] | article | 14 |
2006 | Wake me up before you GO-GARCH In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 18 |
2004 | Wake me up before you GO-GARCH.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2006 | Wake me up before you GO-GARCH.(2006) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2006 | E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 28 |
2008 | E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2012 | Volatility: Expectations and Realizations In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Poverty and Inequality Maps in Rural Vietnam: An Application of Small Area Estimation In: Asian Economic Journal. [Citation analysis] | article | 20 |
2018 | Is Inequality Underestimated in Egypt? Evidence from House Prices In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 30 |
2016 | Is inequality underestimated in Egypt ? evidence from house prices.(2016) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2005 | Herding, a-synchronous updating and heterogeneity in memory in a CBS In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 92 |
2003 | Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2011 | Method of moments estimation of GO-GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
2014 | Importing High Food Prices by Exporting: Rice Prices in Lao PDR In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2014 | Importing high food prices by exporting : rice prices in Lao PDR.(2014) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2002 | GO-GARCH: a multivariate generalized orthogonal GARCH model In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 206 |
2022 | Measuring intragenerational mobility using aggregate data In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 2 |
2016 | Estimating Quarterly Poverty Rates Using Labor Force Surveys: A Primer In: The World Bank Economic Review. [Full Text][Citation analysis] | article | 39 |
2013 | Estimating quarterly poverty rates using labor force surveys : a primer.(2013) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2018 | Inequality is Bad for Growth of the Poor (but Not for That of the Rich) In: The World Bank Economic Review. [Full Text][Citation analysis] | article | 39 |
2014 | Inequality is bad for growth of the poor (but not for that of the rich).(2014) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2020 | Is Predicted Data a Viable Alternative to Real Data? In: The World Bank Economic Review. [Full Text][Citation analysis] | article | 4 |
2016 | Is predicted data a viable alternative to real data ?.(2016) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2007 | Construction of poverty map for the HCM city in Vietnam using the 2004 VHLSS and the 2004 HCM Mid-Census In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2007 | Updating Poverty Maps of Vietnam using Vietnam Household Living Standard Survey 2002 and Population Census 1999 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2009 | Rural Poverty and Inequality Maps in Vietnam: Estimation using Vietnam Household Living Standard Survey 2006 and Rural Agriculture and Fishery Census 2006 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2001 | Asset pricing with a continuum of belief types In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2003 | The Evolution of Expectations Towards Expiration In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
2003 | Continuous Beliefs Dynamics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | Heterogeneity as a Natural Source of Randomness In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2018 | Intergenerational mobility, human capital accumulation, and growth in India In: WIDER Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | China and the United States: Different economic models but similarly low levels of socioeconomic mobility In: WIDER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Fair Progress? In: World Bank Publications - Books. [Full Text][Citation analysis] | book | 58 |
2022 | Inferring COVID-19 Vaccine Attitudes from Twitter Data : An Application to the ArabicSpeaking World In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Poverty and inequality maps for rural Vietnam: an application of small area estimation In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
2013 | Cost-effective estimation of the population mean using prediction estimators In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Estimation of normal mixtures in a nested error model with an application to small area estimation of poverty and inequality In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2014 | GLS estimation and empirical bayes prediction for linear mixed models with Heteroskedasticity and sampling weights : a background study for the POVMAP project In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2016 | Unequal opportunity, unequal growth In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2017 | Approximating income distribution dynamics using aggregate data In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Obstacles on the road to Palestinian economic growth In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Intergenerational Mobility around the World In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2021 | Does Race and Gender Inequality Impact Income Growth ? In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Poverty in India Has Declined over the Last Decade But Not As Much As Previously Thought In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2019 | Economic mobility across generations: Old versus new EU member states In: Briefing Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team