Publication & Citation Trends
Publications
187 total
Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks PDF
Cited by 135
OpenAlex
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cited by 488
OpenAlex
In search of robust methods for dynamic panel data models in empirical corporate finance PDF
Cited by 133
OpenAlex
An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis
Cited by 445
OpenAlex
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models PDF
Cited by 218
OpenAlex
Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework PDF
Cited by 320
OpenAlex
Gravity models of intra‐EU trade: application of the CCEP‐HT estimation in heterogeneous panels with unobserved common time‐specific factors
Cited by 163
OpenAlex
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Cited by 258
OpenAlex
LONG-RUN STRUCTURAL MODELLING PDF
Cited by 292
OpenAlex
Research Topics
Monetary Policy and Economic Impact
(100)
Market Dynamics and Volatility
(39)
Spatial and Panel Data Analysis
(31)
Economic Growth and Productivity
(23)
Economic Theory and Policy
(23)
Affiliations
Bond University
University of Leeds
The University of Queensland
University of Cambridge
University of York