James Davidson
Impact in
-
- Monetary Policy and Economic Impact
- Economic Theory and Policy
- Finance top 0.2%
- Financial Risk and Volatility Modeling
Papers in ⓘ
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- Market Dynamics and Volatility 16
- Complex Systems and Time Series Analysis 8
- Economic theories and models 5
- Finance 25
- Financial Risk and Volatility Modeling 21
- Stochastic processes and financial applications 5
- Co-authors
- David F. Hendry (3 shared papers)Clive W. J. Granger (2 shared papers)Stephen Yeo (1 shared paper)Robert M. de Jong (4 shared papers)Halbert White (1 shared paper)A. Ronald Gallant (1 shared paper)David Peel (7 shared papers)Chêng Hsiao (1 shared paper)
- Journals
- Journal of Econometrics (7 papers)Econometric Theory (7 papers)Economics Letters (6 papers)The Economic Journal (5 papers)Economica (3 papers)
- Partner nations
- United KingdomUnited StatesGermany
In The Last Decade
James Davidson
69 papers receiving 3.9k citations
Hit Papers
Peers
Comparison fields: 5 of 133
- General Economics, Econometrics and Finance 2.4k
- Finance 1.9k
- Economics and Econometrics 3.0k
- Statistics and Probability 737
- Management Science and Operations Research 374
Countries citing papers authored by James Davidson
This map shows the geographic impact of James Davidson'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 James Davidson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites James Davidson more than expected).
Fields of papers citing papers by James Davidson
This network shows the impact of papers produced by James Davidson. 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 James Davidson. The network helps show where James Davidson may publish in the future.
Co-authors
The 25 scholars most cited alongside James Davidson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 70 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom Hit paper breakdown → | 1978 | 1034 |
| 2 | Stochastic Limit Theory Hit paper breakdown → | 1994 | 776 |
| 3 | Long-Run Economic Relationships: Readings in Cointegration. Hit paper breakdown → | 1993 | 730 |
| 4 | 1988 | 309 | |
| 5 | 2004 | 271 | |
| 6 | 2000 | 120 | |
| 7 | 1981 | 88 | |
| 8 | 2000 | 84 | |
| 9 | 1987 | 74 | |
| 10 | 2000 | 73 | |
| 11 | 2002 | 70 | |
| 12 | 1998 | 67 | |
| 13 | 1991 | 55 | |
| 14 | 2002 | 53 | |
| 15 | 2008 | 38 | |
| 16 | 2004 | 38 | |
| 17 | 1997 | 36 | |
| 18 | 1981 | 36 | |
| 19 | 1992 | 35 | |
| 20 | 1991 | 34 |
About James Davidson
James Davidson is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Statistics and Probability and Management Science and Operations Research, having authored 70 papers that have together received 4.5k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (25 papers), Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (16 papers), Advanced Statistical Methods and Models (8 papers), Statistical Methods and Inference (8 papers), Complex Systems and Time Series Analysis (8 papers), Economic theories and models (5 papers) and Stochastic processes and financial applications (5 papers). The work is most often cited by research in General Economics, Econometrics and Finance (2.4k citations), Finance (1.9k citations), Economics and Econometrics (3.0k citations), Statistics and Probability (737 citations) and Management Science and Operations Research (374 citations). James Davidson has collaborated with scholars based in United Kingdom, United States and Germany. Frequent co-authors include David F. Hendry, Clive W. J. Granger, Stephen Yeo, Robert M. de Jong, Halbert White, A. Ronald Gallant, David Peel, Chêng Hsiao, Nigar Hashimzade and Philipp Sibbertsen. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Economics Letters, The Economic Journal and Economica.
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.