Niels Haldrup

1.5k total citations
56 papers, 941 citations indexed

About

Niels Haldrup is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Niels Haldrup has authored 56 papers receiving a total of 941 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in General Economics, Econometrics and Finance, 26 papers in Economics and Econometrics and 19 papers in Finance. Recurrent topics in Niels Haldrup's work include Monetary Policy and Economic Impact (33 papers), Financial Risk and Volatility Modeling (18 papers) and Market Dynamics and Volatility (14 papers). Niels Haldrup is often cited by papers focused on Monetary Policy and Economic Impact (33 papers), Financial Risk and Volatility Modeling (18 papers) and Market Dynamics and Volatility (14 papers). Niels Haldrup collaborates with scholars based in Denmark, Netherlands and Spain. Niels Haldrup's co-authors include Philip Hans Franses, Tom Engsted, Morten Ørregaard Nielsen, Jesús Gonzalo, Jan Sørensen, Torben M. Andersen, Clive W. J. Granger, Michael Jansson, Svend Hylleberg and Mark Salmon and has published in prestigious journals such as Journal of Econometrics, Energy Economics and Journal of Business and Economic Statistics.

In The Last Decade

Niels Haldrup

52 papers receiving 864 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Niels Haldrup Denmark	16	681	622	360	93	51	56	941
Michael J. Dueker United States	18	959 1.4×	837 1.3×	881 2.4×	59 0.6×	84 1.6×	61	1.3k
Lucia Alessi Italy	17	858 1.3×	590 0.9×	888 2.5×	53 0.6×	75 1.5×	45	1.4k
Laurent Ferrara France	21	819 1.2×	711 1.1×	378 1.1×	23 0.2×	102 2.0×	73	1.1k
Albert K. Tsui Singapore	14	1.1k 1.7×	525 0.8×	1.1k 3.0×	106 1.1×	95 1.9×	46	1.4k
Namwon Hyung South Korea	8	749 1.1×	370 0.6×	624 1.7×	46 0.5×	54 1.1×	24	931
Riccardo Cristadoro Italy	14	1.1k 1.7×	849 1.4×	456 1.3×	18 0.2×	109 2.1×	24	1.4k
Mico Loretan Switzerland	13	1.2k 1.8×	818 1.3×	1.1k 3.2×	82 0.9×	74 1.5×	28	1.7k
Filippo Altissimo Italy	17	907 1.3×	747 1.2×	384 1.1×	27 0.3×	44 0.9×	25	1.1k
Thomas Doan United States	5	666 1.0×	667 1.1×	301 0.8×	71 0.8×	174 3.4×	6	906
Gabriele Fiorentini Spain	13	535 0.8×	419 0.7×	548 1.5×	151 1.6×	47 0.9×	47	832

Countries citing papers authored by Niels Haldrup

Since Specialization

Citations

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

Fields of papers citing papers by Niels Haldrup

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Niels Haldrup. 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 Niels Haldrup. The network helps show where Niels Haldrup may publish in the future.

Co-authorship network of co-authors of Niels Haldrup

This figure shows the co-authorship network connecting the top 25 collaborators of Niels Haldrup. A scholar is included among the top collaborators of Niels Haldrup 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 Niels Haldrup. Niels Haldrup 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

Haldrup, Niels, et al.. (2019). A Parametric Factor Model of the Term Structure of Mortality. Econometrics. 7(1). 9–9. 6 indexed citations

Callot, Laurent, Niels Haldrup, & Malene Kallestrup‐Lamb. (2015). Deterministic and stochastic trends in the Lee–Carter mortality model. Applied Economics Letters. 23(7). 486–493. 10 indexed citations

Bollerslev, Tim, Bent Jesper Christensen, Niels Haldrup, & Asger Lunde. (2011). Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction. 3(1). 2 indexed citations

Haldrup, Niels. (2010). Separation in Cointegrated Systems. Journal of Financial Econometrics. 8(2). 177–180.

Haldrup, Niels & Morten Ørregaard Nielsen. (2006). Estimation of fractional integration in the presence of data noise. Computational Statistics & Data Analysis. 51(6). 3100–3114. 44 indexed citations

Haldrup, Niels, et al.. (2006). Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data. Journal of Business and Economic Statistics. 25(1). 21–32. 10 indexed citations

Haldrup, Niels, et al.. (2005). Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon. SSRN Electronic Journal. 2 indexed citations

Haldrup, Niels, et al.. (2005). Local power functions of tests for double unit roots. Statistica Neerlandica. 59(2). 159–179.

Haldrup, Niels, et al.. (2005). Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data. SSRN Electronic Journal. 3 indexed citations

10.

Siliverstovs, Boriss, Tom Engsted, & Niels Haldrup. (2004). Long‐run forecasting in multicointegrated systems. Journal of Forecasting. 23(5). 315–335.

11.

Haldrup, Niels. (2003). Model selection and evaluation. Blackwell eBooks. 8 indexed citations

12.

Engsted, Tom, Niels Haldrup, & Boriss Siliverstovs. (2002). Long-Run Forecasting in Multicointegrated Systems. SSRN Electronic Journal. 1 indexed citations

13.

Haldrup, Niels, Torben M. Andersen, & Jan Sørensen. (2001). Labour Market Implications of EU Product Market Integration. SSRN Electronic Journal. 4 indexed citations

14.

Haldrup, Niels, Antonio Montañés, & Andreu Sansó. (2001). Measurement Errors and Outliers in Seasonal Unit Root Testing. SSRN Electronic Journal. 14 indexed citations

15.

Haldrup, Niels, et al.. (2000). On the Robustness of Unit Root Tests in the Presence of Double Unit Roots. SSRN Electronic Journal. 7 indexed citations

16.

Haldrup, Niels & Mark Salmon. (1998). Representations of I(2) cointegrated systems using the Smith-McMillan form. Journal of Econometrics. 84(2). 303–325. 15 indexed citations

17.

Haldrup, Niels. (1997). A Review of the Econometric Analysis of I(2) Variables. SSRN Electronic Journal. 10 indexed citations

18.

Engsted, Tom & Niels Haldrup. (1997). Money demand, adjustment costs, and forward-looking behavior. Journal of Policy Modeling. 19(2). 153–173. 7 indexed citations

19.

Boswijk, H. Peter, Philip Hans Franses, & Niels Haldrup. (1996). Multiple Unit Roots in Periodic Autoregression. SSRN Electronic Journal. 2 indexed citations

20.

Haldrup, Niels. (1994). Semiparametric Tests for Double Unit Roots. Journal of Business and Economic Statistics. 12(1). 109–109. 9 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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