Michael J. Dueker

2.5k total citations
61 papers, 1.3k citations indexed

About

Michael J. Dueker is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Michael J. Dueker has authored 61 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 50 papers in General Economics, Econometrics and Finance, 40 papers in Economics and Econometrics and 36 papers in Finance. Recurrent topics in Michael J. Dueker's work include Monetary Policy and Economic Impact (50 papers), Economic Theory and Policy (18 papers) and Global Financial Crisis and Policies (16 papers). Michael J. Dueker is often cited by papers focused on Monetary Policy and Economic Impact (50 papers), Economic Theory and Policy (18 papers) and Global Financial Crisis and Policies (16 papers). Michael J. Dueker collaborates with scholars based in United States, Switzerland and United Kingdom. Michael J. Dueker's co-authors include Christopher J. Neely, Andreas M. Fischer, Richard Startz, Flávio Augusto Ziegelmann, David C. Wheelock, Michael D. Bordo, Martín Solà, Fabio Spagnolo, Katrin Assenmacher and Zacharias Psaradakis and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Michael J. Dueker

58 papers receiving 1.2k citations

Peers

Michael J. Dueker

EE

FINAN

GEEF

MSOR

SP

Albert K. Tsui Singapore

Mico Loretan Switzerland

Salih N. Neftçi United States

John Barkoulas United States

Nikolay Gospodinov United States

Michèle Lenza Germany

Zacharias Psaradakis United Kingdom

Martín Solà United Kingdom

Laurent Ferrara France

Peter C. Schotman Netherlands

Albert K. Tsui Singapore

Michael J. Dueker

1.1k ×1.2

EE

1.1k ×1.2

FINAN

525 ×0.6

GEEF

95 ×1.1

MSOR

106 ×1.8

SP

Citations per year, relative to Michael J. Dueker Michael J. Dueker (= 1×) peers Albert K. Tsui

Countries citing papers authored by Michael J. Dueker

Since Specialization

Citations

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

Fields of papers citing papers by Michael J. Dueker

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael J. Dueker. 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 Michael J. Dueker. The network helps show where Michael J. Dueker may publish in the future.

Co-authorship network of co-authors of Michael J. Dueker

This figure shows the co-authorship network connecting the top 25 collaborators of Michael J. Dueker. A scholar is included among the top collaborators of Michael J. Dueker 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 Michael J. Dueker. Michael J. Dueker 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.

Dueker, Michael J., Zacharias Psaradakis, Martín Solà, & Fabio Spagnolo. (2012). State‐Dependent Threshold Smooth Transition Autoregressive Models^*. Oxford Bulletin of Economics and Statistics. 75(6). 835–854. 17 indexed citations

2.

Dueker, Michael J., Zacharias Psaradakis, Martín Solà, & Fabio Spagnolo. (2011). Contemporaneous-Threshold Smooth Transition GARCH Models. Studies in Nonlinear Dynamics and Econometrics. 15(2). 1 indexed citations

3.

Dueker, Michael J., Zacharias Psaradakis, Martín Solà, & Fabio Spagnolo. (2010). Multivariate contemporaneous-threshold autoregressive models. Journal of Econometrics. 160(2). 311–325. 10 indexed citations

4.

Dueker, Michael J. & Katrin Assenmacher. (2009). Forecasting macro variables with a Qual VAR business cycle turning point index. Applied Economics. 42(23). 2909–2920. 13 indexed citations

5.

Dueker, Michael J., et al.. (2005). Discrete Monetary Policy Changes and Changing Inflation Targets in Estimated Dynamic Stochastic General Equilibrium Models. 87(6). 6 indexed citations

6.

Dueker, Michael J. & Andreas M. Fischer. (2005). Open Mouth Operations: A Swiss Case Study. Economic Synopses. 2005(1). 2 indexed citations

7.

Chib, Siddhartha & Michael J. Dueker. (2004). Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths. SSRN Electronic Journal. 7 indexed citations

8.

Dueker, Michael J. & Robert H. Rasche. (2004). Discrete Policy Changes and Empirical Models of the Federal Funds Rate. 86(6). 8 indexed citations

9.

Dueker, Michael J. & Andreas M. Fischer. (2003). Fixing Swiss potholes. Economics Letters. 79(3). 409–415. 2 indexed citations

10.

Dueker, Michael J. & Thomas W. Miller. (2003). Directly measuring early exercise premiums using American and European S&P 500 Index options. Journal of Futures Markets. 23(3). 287–313. 11 indexed citations

11.

Dueker, Michael J., et al.. (2002). Stochastic Capital Depreciation and the Comovement of Hours and Productivity. SSRN Electronic Journal. 2 indexed citations

12.

Dueker, Michael J.. (2002). Regime-Dependent Recession Forecasts and the 2001 Recession. 84(6). 17 indexed citations

13.

Fischer, Andreas M. & Michael J. Dueker. (2001). The Mechanics of a Successful Exchange Rate Peg: Lessons for Emerging Markets. 83(5). 2 indexed citations

14.

Dueker, Michael J.. (1999). A barometer of financial market uncertainty. RePEc: Research Papers in Economics.

15.

Dueker, Michael J., et al.. (1999). A monetary policy feedback rule in Korea's fast-growing economy. Journal of International Financial Markets Institutions and Money. 9(1). 19–31. 9 indexed citations

16.

Dueker, Michael J.. (1999). Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate. Journal of Business and Economic Statistics. 17(4). 466–466. 9 indexed citations

17.

Dueker, Michael J.. (1999). Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate. Journal of Business and Economic Statistics. 17(4). 466–472. 37 indexed citations

18.

Dueker, Michael J.. (1997). Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility. Journal of Business and Economic Statistics. 15(1). 26–34. 235 indexed citations

19.

Dueker, Michael J. & Andreas M. Fischer. (1996). Are Federal Funds Rate Changes Consistent with Price Stability? Results from an Indicator Model. 78(1). 3 indexed citations

20.

Dueker, Michael J.. (1993). Can Nominal GDP Targeting Rules Stabilize the Economy?. 75(3). 13 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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