Yukai Yang : Citation Profile

Are you Yukai Yang?

Stockholm School of Economics (33% share)

5

H index

3

i10 index

517

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 86
   Journals where Yukai Yang has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 6 (1.15 %)

EXPERT IN:

   Econometrics
   Bayesian Analysis: General
   Hypothesis Testing: General
   Estimation: General
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya333
   Updated: 2024-12-03    RAS profile: 2023-12-05    
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Relations with other researchers

Works with:

Ankargren, Sebastian (3)

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

Is cited by:

Mignon, Valérie (29)

Asongu, Simplice (23)

COUHARDE, Cécile (19)

Castelnuovo, Efrem (11)

Semmler, Willi (11)

Fouquau, Julien (11)

Caggiano, Giovanni (11)

Reitz, Stefan (10)

Teräsvirta, Timo (10)

Delatte, Anne-Laure (9)

Schleer, Frauke (9)

Cites to:

Teräsvirta, Timo (12)

Fouquau, Julien (10)

Giannone, Domenico (9)

Reichlin, Lucrezia (7)

Marcellino, Massimiliano (7)

Clark, Todd (6)

Mignon, Valérie (6)

Delatte, Anne-Laure (5)

COUHARDE, Cécile (5)

Allegret, Jean-Pierre (5)

Banbura, Marta (4)

Main data

Where Yukai Yang has published?

Journals with more than one article published# docs
Journal of Time Series Econometrics2

Recent works citing Yukai Yang (2024 and 2023)

YearTitle of citing document
2024.

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2024Globalization in Lifelong Gender Inclusive Education for Structural Transformation in Africa. (2024). Asongu, Simplice ; Agyemang-Mintah, Peter. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/013.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2024The dynamics of international patents production: A panel smooth transition regression approach. (2024). Omri, Sofiene ; Jebeniani, Arbia Jihene ; Trabelsi, Jamel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01026.

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2023Government spending news and stock price index. (2023). Biswas, Nabaneeta ; Duan, YI ; Yemba, Boniface. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00406.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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2023Oil dependence and entrepreneurship: Non-linear evidence. (2023). Ondoa, Henri Atangana ; Efogo, Franoise Okah ; Awoa, Paul Awoa. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001212.

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2024Uncertainty shocks, financial frictions, and business cycle asymmetries across countries. (2024). Chatterjee, Pratiti. In: European Economic Review. RePEc:eee:eecrev:v:162:y:2024:i:c:s001429212300274x.

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2023Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China. (2023). Funke, Michael ; Zhong, Doudou ; Li, Xiang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000917.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2024Examining the non-linear effects of monetary policy on carbon emissions. (2024). Chen, LI ; Yang, Cunyi ; Wu, Junwei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007041.

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2023Energy substitution in Africa: Cross-regional differentiation effects. (2023). Tinta, Abdoulganiour Almame. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024719.

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2023Can green tax policy promote Chinas energy transformation?— A nonlinear analysis from production and consumption perspectives. (2023). Tian, Lixin ; Yin, Weijun ; Yang, Kun ; Chen, Gang ; Fang, Guochang. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223002128.

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2023Analysis of the non-linear impact of digital economy development on energy intensity: Empirical research based on the PSTR model. (2023). Guo, Sen ; Zhao, Haoran. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022612.

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2024Digitalization as a trigger for a rebound effect of electricity use. (2024). Qin, Xiong-Feng ; Peng, Hua-Rong. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013586.

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2023How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?. (2023). ben Arfa, Nouha ; Chebbi, Kaouther ; Ammari, Aymen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001497.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023Firm performance and the crowd effect in lobbying competition. (2023). Girard, Alexandre ; van Rutten, Rodrigo Londoo ; Gnabo, Jean-Yves. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007942.

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2023Institutional Quality and Financial Development in Resource-Rich Countries: A Nonlinear Panel Data Approach. (2023). Dosso, David. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:113-137.

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2023Fiscal outcomes, current account imbalances, and institutions in Europe: Exploring nonlinearities. (2023). Turcu, Camelia ; Rabaud, Isabelle ; Keita, Kady. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:121-134.

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2023Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2023Does wealth inequality affect the transmission of monetary policy?. (2023). Wacks, Johannes ; Matusche, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000672.

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2023Unlocking the poverty and hunger puzzle: Toward democratizing the natural resource for accomplishing SDGs 1&2. (2023). Tiba, Sofien. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002246.

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2024Non-linear relationship between FinTech, natural resources, green innovation and environmental sustainability: Evidence from panel smooth transition regression model. (2024). Mahmoud, Haitham A ; Zhu, Xianglei ; Su, Nan ; Zhe, Dong ; Akhtar, Tazeem. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002691.

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2023Financial constraint, cross-sectoral spillover and systemic risk in China. (2023). Hao, Jing ; Yuan, Ming ; Bi, Shasha ; Wen, Bohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:1-11.

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2023Can digital transformation overcome the enterprise innovation dilemma: Effect, mechanism and effective boundary. (2023). Chen, Jin ; Zhuo, Chengfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s004016252300063x.

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2023Digitalization and CO2 emissions: Dynamics under R&D and technology innovation regimes. (2023). Saia, Artjom. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001288.

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2023The Optimal Level of Financial Growth in View of a Nonlinear Macroprudential Policy Regime Model: A Bayesian Approach. (2023). Nkomo, Nomusa Yolanda ; Zungu, Lindokuhle Talent ; Dlamini, Sifundo Ntokozo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:234-:d:1118685.

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2023Financial Development, Political Instability, Trade Openness and Growth in Brazil: Evidence from a New Dataset, 1890-2003. (2023). Glebkina, Ekaterina ; Campos, Nauro ; Koutroumpis, Panagiotis ; Karanasos, Menelaos. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09684-4.

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2023The dynamic effect of trading between China and Taiwan under exchange rate fluctuations. (2023). Chen, Ssu-Han ; Yang, Yu-Tai ; Liu, Chieh. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01903-8.

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2023On the effects of climate variability on agricultural crops: evidence from an in-transition economy. (2023). Rahmoun, Mbarek ; ben Cheikh, Nidhaleddine ; ben Zaied, Younes. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:2:d:10.1007_s10018-022-00348-8.

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2023Gazing through the bubble: an experimental investigation into financial risk-taking using eye-tracking. (2023). Miyakoshi, Makoto ; Kubinschi, Matei Nicolae ; Cepoi, Cosmin-Octavian ; Toma, Filip-Mihai. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00444-4.

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2023Does ownership structure reduce earnings manipulation practice of Egyptian listed firms? Evidence from a dynamic panel threshold model. (2023). Mehafdi, Messaoud ; Khemiri, Wafa ; Attia, Eman F. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00213-4.

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2023Further investigation of the total natural resource rents and economic growth nexus in resource-abundant sub-Saharan African countries. (2023). Shaw, Williams ; Ware, Emmanuel Opoku ; Laari, Prosper Basommi ; Kwaku, Gideon Minua. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00316-4.

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2023Distinct Asymmetric Effects of Military Spending on Economic Growth for Different Income Groups of Countries. (2023). Yildirim, Julide ; Ocal, Nadir ; Karadam, Duygu Yolcu. In: Defence and Peace Economics. RePEc:taf:defpea:v:34:y:2023:i:4:p:477-494.

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Works by Yukai Yang:

YearTitleTypeCited
2014Linearity and Misspecification Tests for Vector Smooth Transition Regression Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper46
2014Linearity and misspecification tests for vector smooth transition regression models.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2014Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications In: CREATES Research Papers.
[Full Text][Citation analysis]		paper37
2014Specification, estimation and evaluation of vector smooth transition autoregressive models with applications.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2014Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2014Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017Panel Smooth Transition Regression Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper414
2017Panel Smooth Transition Regression Models.(2017) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 414		paper
2018State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2018State-space models on the Stiefel Manifold with a new approach to nonlinear filtering.(2018) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering.(2018) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018A mixed-frequency Bayesian vector autoregression with a steady-state prior In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior In: Papers.
[Full Text][Citation analysis]		paper9
2020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior.(2020) In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior.(2020) In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article

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