Jean‐Yves Pitarakis

850 total citations
30 papers, 468 citations indexed

About

Jean‐Yves Pitarakis is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, Jean‐Yves Pitarakis has authored 30 papers receiving a total of 468 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in General Economics, Econometrics and Finance, 15 papers in Finance and 14 papers in Economics and Econometrics. Recurrent topics in Jean‐Yves Pitarakis's work include Monetary Policy and Economic Impact (18 papers), Financial Risk and Volatility Modeling (14 papers) and Market Dynamics and Volatility (7 papers). Jean‐Yves Pitarakis is often cited by papers focused on Monetary Policy and Economic Impact (18 papers), Financial Risk and Volatility Modeling (14 papers) and Market Dynamics and Volatility (7 papers). Jean‐Yves Pitarakis collaborates with scholars based in United Kingdom, Spain and Denmark. Jean‐Yves Pitarakis's co-authors include Jesús Gonzalo, George Tridimas and Anurag Banerjee and has published in prestigious journals such as Econometrica, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Jean‐Yves Pitarakis

27 papers receiving 426 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Jean‐Yves Pitarakis United Kingdom	11	274	254	165	74	43	30	468
Christopher L. Cavanagh United States	6	252 0.9×	182 0.7×	202 1.2×	122 1.6×	5 0.1×	7	461
Christos Agiakloglou Greece	10	318 1.2×	190 0.7×	259 1.6×	57 0.8×	11 0.3×	29	455
Julia Campos United States	7	302 1.1×	279 1.1×	139 0.8×	41 0.6×	11 0.3×	20	479
Luiz Renato Lima United States	14	356 1.3×	277 1.1×	191 1.2×	56 0.8×	12 0.3×	39	544
Shui Ki Wan Hong Kong	8	233 0.9×	118 0.5×	60 0.4×	67 0.9×	25 0.6×	15	459
Owen Powell Austria	6	239 0.9×	85 0.3×	181 1.1×	56 0.8×	15 0.3×	11	412
Владимир Кузин Germany	11	456 1.7×	347 1.4×	185 1.1×	24 0.3×	23 0.5×	23	617
Carsten Trenkler Germany	10	390 1.4×	330 1.3×	176 1.1×	39 0.5×	9 0.2×	27	500
Anthony Garratt United Kingdom	14	563 2.1×	606 2.4×	327 2.0×	14 0.2×	34 0.8×	41	799
Roque B. Fernández Argentina	6	234 0.9×	313 1.2×	135 0.8×	17 0.2×	66 1.5×	21	465

Countries citing papers authored by Jean‐Yves Pitarakis

Since Specialization

Citations

This map shows the geographic impact of Jean‐Yves Pitarakis'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 Jean‐Yves Pitarakis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jean‐Yves Pitarakis more than expected).

Fields of papers citing papers by Jean‐Yves Pitarakis

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jean‐Yves Pitarakis. 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 Jean‐Yves Pitarakis. The network helps show where Jean‐Yves Pitarakis may publish in the future.

Co-authorship network of co-authors of Jean‐Yves Pitarakis

This figure shows the co-authorship network connecting the top 25 collaborators of Jean‐Yves Pitarakis. A scholar is included among the top collaborators of Jean‐Yves Pitarakis 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 Jean‐Yves Pitarakis. Jean‐Yves Pitarakis 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

Pitarakis, Jean‐Yves. (2023). A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS. Econometric Theory. 41(1). 35–78. 3 indexed citations

Pitarakis, Jean‐Yves. (2023). A Novel Approach to Predictive Accuracy Testing in Nested Environments. SSRN Electronic Journal. 1 indexed citations

Gonzalo, Jesús & Jean‐Yves Pitarakis. (2020). Spurious relationships in high-dimensional systems with strong or mild persistence. International Journal of Forecasting. 37(4). 1480–1497. 4 indexed citations

Gonzalo, Jesús & Jean‐Yves Pitarakis. (2016). Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model. Journal of Business and Economic Statistics. 35(2). 202–217. 8 indexed citations

Banerjee, Anurag & Jean‐Yves Pitarakis. (2014). Functional cointegration: definition and nonparametric estimation. Studies in Nonlinear Dynamics and Econometrics. 18(5). 507–520. 3 indexed citations

Banerjee, Anurag & Jean‐Yves Pitarakis. (2012). Functional Cointegration: Denition and Nonparametric Estimation. 1 indexed citations

Gonzalo, Jesús & Jean‐Yves Pitarakis. (2012). Regime-Specific Predictability in Predictive Regressions. Journal of Business and Economic Statistics. 30(2). 229–241. 28 indexed citations

Pitarakis, Jean‐Yves. (2012). Jointly testing linearity and nonstationarity within threshold autoregressions. Economics Letters. 117(2). 411–413. 1 indexed citations

Gonzalo, Jesús & Jean‐Yves Pitarakis. (2011). Regime-Specific Predictability in Predictive Regressions. 3 indexed citations

10.

Pitarakis, Jean‐Yves. (2008). Comment on: Threshold Autoregressions With a Unit Root. Econometrica. 76(5). 1207–1217. 12 indexed citations

11.

Pitarakis, Jean‐Yves. (2003). Least Squares Estimation and Tests of Breaks in Mean and Variance Under Misspecification. SSRN Electronic Journal.

12.

Pitarakis, Jean‐Yves & George Tridimas. (2003). Joint Dynamics of Legal and Economic Integration in the European Union. SSRN Electronic Journal. 12 indexed citations

13.

Gonzalo, Jesús & Jean‐Yves Pitarakis. (2002). Lag length estimation in large dimensional systems. Journal of Time Series Analysis. 23(4). 401–423. 11 indexed citations

14.

Gonzalo, Jesús & Jean‐Yves Pitarakis. (2001). Estimation and Model Selection Based Inference in Single and Multiple Threshold Models. SSRN Electronic Journal. 12 indexed citations

15.

Pitarakis, Jean‐Yves & George Tridimas. (1999). Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK. Economic Modelling. 16(2). 279–291. 6 indexed citations

16.

Gonzalo, Jesús & Jean‐Yves Pitarakis. (1998). Specification via model selection in vector error correction models. Economics Letters. 60(3). 321–328. 46 indexed citations

17.

Pitarakis, Jean‐Yves. (1998). MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS. Econometric Theory. 14(6). 770–782. 4 indexed citations

18.

Pitarakis, Jean‐Yves & George Tridimas. (1998). The allocation of public consumption expenditure in the UK. Applied Economics Letters. 5(3). 197–200. 2 indexed citations

19.

Gonzalo, Jesús & Jean‐Yves Pitarakis. (1998). On the exact moments of a nonstandard asymptotic distribution in an unstable AR(1) with dependent errors. 1 indexed citations

20.

Gonzalo, Jesús & Jean‐Yves Pitarakis. (1998). On the Exact Moments of Asymptotic Distributions in an Unstable Ar(1) with Dependent Errors. International Economic Review. 39(1). 71–71. 12 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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