Tugrul Vehbi : Citation Profile

Are you Tugrul Vehbi?

Bank of England (50% share)
Australian National University (50% share)

7

H index

4

i10 index

140

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 17
   Journals where Tugrul Vehbi has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 3 (2.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve363
   Updated: 2024-12-03    RAS profile: 2021-03-26    
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Relations with other researchers

Works with:

van Florenstein Mulder, Thomas (2)

Wong, Benjamin (2)

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

Is cited by:

Kamber, Gunes (6)

Asongu, Simplice (3)

Raghavan, Mala (3)

Theodoridis, Konstantinos (3)

Steenkamp, Daan (3)

Smith, Christie (2)

Obeng, Camara Kwasi (2)

Murray, Jamie (2)

Gächter, Martin (2)

Holtemöller, Oliver (2)

Buckle, Robert (2)

Cites to:

Zhang, Zhaoyong (12)

pagan, adrian (10)

Kamber, Gunes (9)

Pesaran, Mohammad (9)

McLellan, Nathan (6)

Sanderson, Lynda (6)

Fabling, Richard (6)

Buckle, Robert (6)

mumtaz, haroon (6)

Poot, Jacques (5)

Zha, Tao (5)

Main data

Where Tugrul Vehbi has published?

Journals with more than one article published# docs
Australian Economic Review2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Treasury Working Paper Series / New Zealand Treasury3

Recent works citing Tugrul Vehbi (2024 and 2023)

YearTitle of citing document
2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2024Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52.

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2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2024Vox 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.

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2023Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269.

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2024Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants. (2024). Almeshal, Khalid ; Naifar, Nader ; Aljarba, Shumok. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:71-:d:1380251.

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2023On the International Spillover Effects of Uncertainty. (2023). Wesselbaum, Dennis ; Sen, Anindya. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09694-2.

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2024Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model. (2024). Binning, Andrew. In: Treasury Working Paper Series. RePEc:nzt:nztwps:24/01.

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2023Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6.

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2023Determinants and hedging effectiveness of Chinas sovereign credit default swaps. (2023). Jiang, Yong ; Muvunza, Taurai. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2074-2087.

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2023Real?time macroeconomic projection using narrative central bank communication. (2023). Chen, Liangyuan ; Zhang, Yifan ; Fan, Jiacheng ; Lin, Jianhao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:202-221.

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2024Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Kozyrev, Boris ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749.

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2023.

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Works by Tugrul Vehbi:

YearTitleTypeCited
2019Nowcasting New Zealand GDP using machine learning algorithms In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter46
2021Nowcasting GDP using machine-learning algorithms: A real-time assessment.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2018Nowcasting New Zealand GDP using machine learning algorithms.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2018Measuring Uncertainty and Its Impact on a Small Open Economy In: Australian Economic Review.
[Full Text][Citation analysis]		article6
2019Measuring Uncertainty for New Zealand Using Data‐Rich Approach In: Australian Economic Review.
[Full Text][Citation analysis]		article3
2014The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints In: The Economic Record.
[Full Text][Citation analysis]		article13
2013The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints.(2013) In: Treasury Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2015The influences of international output shocks from the US and China on ASEAN economies In: Journal of Asian Economics.
[Full Text][Citation analysis]		article11
2015Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling.
[Full Text][Citation analysis]		article9
2016What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy In: Economic Modelling.
[Full Text][Citation analysis]		article7
2013What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks In: CAMA Working Papers.
[Full Text][Citation analysis]		paper9
2013What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks.(2013) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2016International spill-overs of uncertainty shocks: Evidence from a FAVAR In: CAMA Working Papers.
[Full Text][Citation analysis]		paper17
2016The macroeconomic impact of the age composition of migration In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper5
2018Measuring uncertainty and its impact on the New Zealand economy In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper7
2019Forecasting with a Global VAR model In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper0
2019Opening the toolbox: how does the Reserve Bank analyse the world? In: Reserve Bank of New Zealand Bulletin.
[Full Text][Citation analysis]		article0
2013Empirical Evidence on Growth Spillovers from China to New Zealand In: Treasury Working Paper Series.
[Full Text][Citation analysis]		paper5
2014Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences In: Treasury Working Paper Series.
[Full Text][Citation analysis]		paper1
2014VAR modelling in the presence of China’s rise : an application to the Taiwanese economy In: Working Papers.
[Full Text][Citation analysis]		paper1

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