Citation Impact
Citing Papers
European Sovereign Bond Spreads: Monetary Unification, Market Conditions and Financial Integration
2010
Is environmental pressure distributed equally in China? Empirical evidence from provincial and industrial panel data analysis
2020
Integrating the MCR and DOI models to construct an ecological security network for the urban agglomeration around Poyang Lake, China
2020 Standout
Managing nitrogen for sustainable development
2015 StandoutNature
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
But Economics Is Not an Experimental Science
2010 StandoutNobel
Infinite-variance, alpha-stable shocks in monetary SVAR
2012
On Predicting Stock Returns with Nearly Integrated Explanatory Variables
2004
Long-horizon regressions: theoretical results and applications
2003
The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?
2007
The political economy of energy regulation in OECD countries
2011
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
2007 Standout
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
2007 Standout
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
2015
Energy Consumption and Economic Growth - New Insights into the Cointegration Relationship
2010
Income and CO2 emissions: Evidence from panel unit root and cointegration tests
2008
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
2007
Is gold a safe haven? International evidence
2010 Standout
Efficient tests of stock return predictability☆
2006
Economic Freedom of the World - 2021 Annual Report
2022 Standout
Financial market integration and the value of global diversification: Evidence for US acquirers in cross-border mergers and acquisitions
2007
The impacts of economic sanctions on exchange rate volatility
2019 Standout
The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks
2010 Standout
Modeling and forecasting the CO2 emissions, energy consumption, and economic growth in Brazil
2011 Standout
That is Not My Dog: Why Doesn't the Log Dividend-Price Ratio Seem to Predict Future Log Returns or Log Dividend Growths?
2018 StandoutNobel
How do federal regulations affect consumer prices? An analysis of the regressive effects of regulation
2017
Optimal Inference in Regression Models with Nearly Integrated Regressors
2006
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
2003 Standout
A literature survey on energy–growth nexus
2009 Standout
The Environmental Kuznets Curve, Cointegration and Nonlinearity
2014
Energy consumption and economic growth: New insights into the cointegration relationship
2011
A Simple Approximate Long-Memory Model of Realized Volatility
2008 Standout
Spurious Regressions in Financial Economics?
2000
Efficient Tests of Stock Return Predictability
2002
The Role of Economics in Climate Change Policy
2002
Consumption, Aggregate Wealth, and Expected Stock Returns
2001 Standout
SAMUELSON'S DICTUM AND THE STOCK MARKET
2005 StandoutNobel
Energy models for demand forecasting—A review
2011 Standout
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
2011 Standout
Changes in Energy Consumption in Agriculture in the EU Countries
2021 Standout
Energy-income causality in OECD countries revisited: The key role of capital stock
2008
Spurious Regressions in Financial Economics?
2003
To Tax or Not to Tax: Alternative Approaches to Slowing Global Warming
2007 StandoutNobel
The saving and investment nexus for China: evidence from cointegration tests
2005 Standout
Works of Markku Lanne being referenced
A Mixture Multiplicative Error Model for Realized Volatility
2006
Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect
2001
Identifying Monetary Policy Shocks via Changes in Volatility
2008
The effect of a transaction tax on exchange rate volatility
2009
Near unit roots, cointegration, and the term structure of interest rates
2000
Forecasting realized exchange rate volatility by decomposition
2007
Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028
2004
GMM Estimation of Non-Gaussian Structural Vector Autoregression
2019
Testing the Predictability of Stock Returns
2002
Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?
2013