David I. Harvey

5.9k total citations · 2 hit papers
88 papers, 3.8k citations indexed

About

David I. Harvey is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, David I. Harvey has authored 88 papers receiving a total of 3.8k indexed citations (citations by other indexed papers that have themselves been cited), including 66 papers in General Economics, Econometrics and Finance, 65 papers in Economics and Econometrics and 41 papers in Finance. Recurrent topics in David I. Harvey's work include Monetary Policy and Economic Impact (65 papers), Market Dynamics and Volatility (53 papers) and Financial Risk and Volatility Modeling (33 papers). David I. Harvey is often cited by papers focused on Monetary Policy and Economic Impact (65 papers), Market Dynamics and Volatility (53 papers) and Financial Risk and Volatility Modeling (33 papers). David I. Harvey collaborates with scholars based in United Kingdom, United States and Italy. David I. Harvey's co-authors include Stephen J. Leybourne, Paul Newbold, Robert Taylor, Terence C. Mills, Robert Sollis, Jakob B. Madsen, Mark E. Wohar, Neil Kellard, Michael P. Clements and David Harris and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and World Development.

In The Last Decade

David I. Harvey

82 papers receiving 3.6k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Testing the equality of prediction mean squared errors

1997 1.3k citations David I. Harvey, Stephen J. Leybourne et al. International Journal of Forecasting profile →
Tests for Forecast Encompassing

1998 513 citations David I. Harvey, Stephen J. Leybourne et al. Journal of Business and Economic Statistics profile →

Peers

David I. Harvey

EE

GEEF

FINAN

MSOR

RESE

Michael P. Clements United Kingdom

Stephen J. Leybourne United Kingdom

Massimiliano Marcellino Italy

Norman R. Swanson United States

George Kapetanios United Kingdom

Barbara Rossi United States

Todd E. Clark United States

Frank Schorfheide United States

Francesco Ravazzolo Italy

Dick van Dijk Netherlands

Michael P. Clements United Kingdom

David I. Harvey

3.4k ×1.3

EE

3.1k ×1.5

GEEF

1.4k ×1.0

FINAN

1.5k ×1.9

MSOR

169 ×0.7

RESE

Citations per year, relative to David I. Harvey David I. Harvey (= 1×) peers Michael P. Clements

Countries citing papers authored by David I. Harvey

Since Specialization

Citations

This map shows the geographic impact of David I. Harvey's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David I. Harvey with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David I. Harvey more than expected).

Fields of papers citing papers by David I. Harvey

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David I. Harvey. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David I. Harvey. The network helps show where David I. Harvey may publish in the future.

Co-authorship network of co-authors of David I. Harvey

This figure shows the co-authorship network connecting the top 25 collaborators of David I. Harvey. A scholar is included among the top collaborators of David I. Harvey based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David I. Harvey. David I. Harvey is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Harvey, David I., et al.. (2025). Unit Root Tests for Explosive Financial Bubbles in the Presence of Deterministic Level Shifts. Oxford Bulletin of Economics and Statistics. 87(5). 880–898.

2.

Bougheas, Spiros, David I. Harvey, Alan Kirman, & Douglas Nelson. (2024). Systemic risk in banking, fire sales, and macroeconomic disasters. Journal of Economic Dynamics and Control. 168. 104975–104975. 1 indexed citations

3.

Harvey, David I., et al.. (2024). Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments. Journal of Business and Economic Statistics. 43(3). 643–656.

4.

Harvey, David I.. (2023). JAE, 2022: Report of the Editor‐in‐Chief. Journal of Agricultural Economics. 74(2). 608–614.

5.

Barrett, Christopher B., et al.. (2021). Journal submissions, review and editorial decision patterns during initial COVID-19 restrictions. Food Policy. 105. 102167–102167. 9 indexed citations

6.

Harvey, David I., et al.. (2018). Real‐Time Monitoring for Explosive Financial Bubbles. Journal of Time Series Analysis. 39(6). 863–891. 20 indexed citations

7.

Harvey, David I., et al.. (2018). Testing explosive bubbles with time-varying volatility. Econometric Reviews. 38(10). 1131–1151. 21 indexed citations

8.

Harvey, David I., et al.. (2018). Testing for parameter instability in predictive regression models. Journal of Econometrics. 204(1). 101–118. 16 indexed citations

9.

Harvey, David I., et al.. (2017). Testing for a unit root against ESTAR stationarity. Studies in Nonlinear Dynamics and Econometrics. 22(1). 1 indexed citations

10.

Harvey, David I., et al.. (2017). Tests for an end-of-sample bubble in financial time series. Econometric Reviews. 36(6-9). 651–666. 28 indexed citations

11.

Harvey, David I., et al.. (2016). The Impact of the Initial Condition on Covariate Augmented Unit Root Tests. Nottingham ePrints (University of Nottingham). 9(1). 1 indexed citations

12.

Scott, Philip, Iain Carpenter, David I. Harvey, et al.. (2015). Developing a conformance methodology for clinically-defined medical record headings: A preliminary report. Portsmouth Research Portal (University of Portsmouth). 11(2). 3 indexed citations

13.

Harvey, David I. & Stephen J. Leybourne. (2014). Confidence sets for the date of a break in level and trend when the order of integration is unknown. Journal of Econometrics. 184(2). 262–279. 1 indexed citations

14.

Cavaliere, Giuseppe, David I. Harvey, Stephen J. Leybourne, & Robert Taylor. (2014). Testing for Unit Roots Under Multiple Possible Trend Breaks and Non‐Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics. Journal of Time Series Analysis. 36(5). 603–629. 3 indexed citations

15.

Harvey, David I., Stephen J. Leybourne, & Robert Taylor. (2012). On infimum Dickey–Fuller unit root tests allowing for a trend break under the null. Computational Statistics & Data Analysis. 78. 235–242. 8 indexed citations

16.

Clements, Michael P. & David I. Harvey. (2010). Combining probability forecasts. International Journal of Forecasting. 27(2). 208–223. 46 indexed citations

17.

Harvey, David I., Stephen J. Leybourne, & Robert Taylor. (2009). REJOINDER. Econometric Theory. 25(3). 658–667. 1 indexed citations

18.

Harvey, David I., Stephen J. Leybourne, & Paul Newbold. (2003). How great are the great ratios?. Applied Economics. 35(2). 163–177. 18 indexed citations

19.

Harvey, David I. & Terence C. Mills. (2002). Unit roots and double smooth transitions. Journal of Applied Statistics. 29(5). 675–683. 43 indexed citations

20.

Harvey, David I.. (2002). Two Experiments Illustrating the Importance of Sampling in a Quantitative Chemical Analysis. Journal of Chemical Education. 79(3). 360–360. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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