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David Giles : Citation Profile


Are you David Giles?

University of Victoria

15

H index

24

i10 index

1083

Citations

RESEARCH PRODUCTION:

87

Articles

90

Papers

2

Chapters

EDITOR:

3

Series edited

RESEARCH ACTIVITY:

   47 years (1975 - 2022). See details.
   Cites by year: 23
   Journals where David Giles has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 47 (4.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi8
   Updated: 2024-12-03    RAS profile: 2024-10-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Giles.

Is cited by:

schneider, friedrich (168)

Buehn, Andreas (38)

Gemmell, Norman (16)

Elgin, Ceyhun (12)

Magnus, Jan (11)

Dell'Anno, Roberto (10)

Yu, Shu (9)

Kose, Ayhan (9)

Ohnsorge, Franziska (9)

Feld, Lars (8)

GUPTA, RANGAN (7)

Cites to:

Dickey, David (10)

Ben-David, Dan (9)

Engle, Robert (9)

Johansen, Soren (8)

Phillips, Peter (7)

schneider, friedrich (7)

Franses, Philip Hans (6)

Romer, David (6)

Connolly, Marie (6)

Weil, David (6)

Mankiw, N. Gregory (6)

Main data


Where David Giles has published?


Journals with more than one article published# docs
Economics Letters17
Applied Economics Letters8
Applied Economics7
Journal of Econometrics5
Statistical Papers4
Communications in Statistics - Theory and Methods3
Journal of Quantitative Economics3
Applied Financial Economics3
The Economic Record3
The Journal of International Trade & Economic Development3
Australian Economic Papers3
Oxford Bulletin of Economics and Statistics3
Economics Bulletin2
Mathematics and Computers in Simulation (MATCOM)2
Empirical Economics2
Journal of Economic Surveys2
Journal of Urban Economics2

Working Papers Series with more than one paper published# docs
Econometrics Working Papers / Department of Economics, University of Victoria84
Department Discussion Papers / Department of Economics, University of Victoria4

Recent works citing David Giles (2024 and 2023)


YearTitle of citing document
2023Mind the Income Gap: Behavior of Inequality Estimators from Complex Survey Small Samples. (2021). Pacei, Silvia ; Ferrante, Maria Rosaria ; de Nicolo, Silvia. In: Papers. RePEc:arx:papers:2107.08950.

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2023Adverse weather amplifies social media activity. (2023). Obradovich, Nick ; Moro, Esteban ; Minor, Kelton. In: Papers. RePEc:arx:papers:2302.08456.

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2023The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.12731.

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2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

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2024Hedonic Price Indices for Moscow Short-Term Rental Housing. (2024). Fokin, Nikita ; Polbin, Andrey ; Bobrovskaya, Ekaterina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:77-103.

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2024.

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2023The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525.

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2023Shadow Economy in France: What Factors Matter?. (2023). Politronacci, Emmanuelle ; Devigne, Lucas ; Chouteau, Lorraine ; Avouyi-Dovi, Sanvi. In: Revue d'économie politique. RePEc:cai:repdal:redp_333_0453.

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2023Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48.

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2023Irrational exuberance and deception — Why markets spin out of control. (2023). Mesly, Olivier. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000491.

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2023Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281.

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2023Optimal tax enforcement with productive public inputs. (2023). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Dzhumashev, Ratbek. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002560.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2023Screening for partial collusion in retail electricity markets. (2023). Skjeret, Frode ; Garcia, Armando J. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006028.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2023Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636.

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2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

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2024Patent priority examination under mission orientation: can speed and quality coexist?. (2024). Liu, LI ; Zhang, Yumei ; Yang, Haodong. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x23002579.

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2024.

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2023Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence. (2023). Assaf, Rima ; Hussainey, Khaled ; Nasrallah, Nohad ; el Khoury, Rim. In: Post-Print. RePEc:hal:journl:hal-04564870.

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2023.

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2023Asymmetric Globalization, Top Performers’ Income and Inequality. (2023). Hellier, Joel. In: Working Papers. RePEc:inq:inqwps:ecineq2023-634.

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2023Floods, Agricultural Production, and Household Welfare: Evidence from Tanzania. (2023). Tiague, Berenger Djoumessi. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00769-3.

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2023Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x.

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2023Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491.

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2023Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:118447.

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2023Estimate of shadow economy dynamics in Russia and regions: The inflationary aspect. (2023). Arzhenovskiy, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0467.

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2024Promotional Effects of Recorded Music and Superstars on Concert Financial Outcomes. (2024). Hogue, Eric. In: Journal of Interdisciplinary Economics. RePEc:sae:jinter:v:36:y:2024:i:2:p:166-203.

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2023A cross-site comparison of online review manipulation using Benford’s law. (2023). Wang, Chong Alex ; Zhao, Cheng. In: Electronic Commerce Research. RePEc:spr:elcore:v:23:y:2023:i:1:d:10.1007_s10660-020-09455-8.

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2023Does the economic freedom hinder the underground economy? Evidence from a cross-country analysis. (2023). Sobbrio, Giuseppe ; de Benedetto, Marco Alberto ; Dagostino, Elena. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:1:d:10.1007_s40888-022-00288-2.

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2023On the life cycles of successful rock bands. (2023). Franses, Philip Hans. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01577-5.

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2023Prediction of patent grant and interpreting the key determinants: an application of interpretable machine learning approach. (2023). Ni, HE ; Yao, LI. In: Scientometrics. RePEc:spr:scient:v:128:y:2023:i:9:d:10.1007_s11192-023-04736-z.

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2023Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function. (2023). Kairanlar, Selahattin ; Mirezi, Buatikan. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01298-9.

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2023The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment: A sector?wise analysis. (2023). Ul, Noor ; Seetanah, Boopen ; Moraghen, Warren. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:208-224.

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2023International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46.

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2023Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510.

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2024Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695.

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David Giles is editor of


Journal
The Journal of International Trade & Economic Development
Department Discussion Papers
Econometrics Working Papers

Works by David Giles:


YearTitleTypeCited
1981FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL In: Australian Journal of Agricultural Economics.
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article5
1981FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL.(1981) In: Australian Journal of Agricultural and Resource Economics.
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article
1978A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers.
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article0
1980The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market. In: Australian Economic Papers.
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article1
1984Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice. In: Australian Economic Papers.
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article1
1985An Engel Curve Analysis of Household Expenditure in New Zealand In: The Economic Record.
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article12
1997Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand In: The Economic Record.
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article20
2001Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data In: The Economic Record.
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article7
1999Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data.(1999) In: Econometrics Working Papers.
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This paper has nother version. Agregated cites: 7
paper
1991 The Structure of Econometric Analysis: Review Article. In: Journal of Economic Surveys.
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article0
1993 Pre-test Estimation and Testing in Econometrics: Recent Developments. In: Journal of Economic Surveys.
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article25
1989Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation. In: Oxford Bulletin of Economics and Statistics.
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article0
2004Calculating a Standard Error for the Gini Coefficient: Some Further Results In: Oxford Bulletin of Economics and Statistics.
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article13
2002Calculating a Standard Error for the Gini Coefficient: Some Further Results.(2002) In: Econometrics Working Papers.
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paper
2006A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment In: Oxford Bulletin of Economics and Statistics.
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article4
2010Hermite regression analysis of multi-modal count data In: Economics Bulletin.
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article0
2010Hermite Regression Analysis of Multi-Modal Count Data.(2010) In: Econometrics Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2011Reducing the bias of the maximum likelihood estimator for the Poisson regression model In: Economics Bulletin.
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article0
1999Measuring the Hidden Economy: Implications for Econometric Modelling. In: Economic Journal.
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article169
1998Measuring The Hidden Economy: Implications for Econometric Modelling.(1998) In: Econometrics Working Papers.
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paper
1977A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica.
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article1
1982The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation In: Economics Letters.
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article35
1982General instrumental variables estimation under stochastic linear restrictions In: Economics Letters.
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1984Instrumental variables regressions involving seasonal data In: Economics Letters.
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1986Preliminary-test estimation in mis-specified regressions In: Economics Letters.
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1988The positive-part Stein-rule estimator and tests of linear hypotheses In: Economics Letters.
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1988The estimation of allocation models with autocorrelated disturbances In: Economics Letters.
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1989Preliminary-test estimation of the scale parameter in a mis-specified regression model In: Economics Letters.
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article3
1991The power of the Durbin-Watson test when the errors are heteroscedastic In: Economics Letters.
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1992Some consequences of using the Chow test in the context of autocorrelated disturbances In: Economics Letters.
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article7
1992The exact distribution of R2 when the regression disturbances are autocorrelated In: Economics Letters.
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1993Pre-test estimation in regression under absolute error loss In: Economics Letters.
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1994Preliminary-test estimation in a dynamic linear model In: Economics Letters.
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1981Testing for parameter stability in structural econometric relationships In: Economics Letters.
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article0
2005Testing for a Santa Claus effect in growth cycles In: Economics Letters.
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article2
1981Recursions for instrumental variables estimators In: Economics Letters.
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article0
2006Superstardom in the US popular music industry revisited In: Economics Letters.
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article18
2005Superstardom in the U.S. Popular Music Industry Revisited.(2005) In: Econometrics Working Papers.
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2007The bias of elasticity estimators in linear regression: Some analytic results In: Economics Letters.
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2005The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results.(2005) In: Econometrics Working Papers.
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1979The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators In: Journal of Econometrics.
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article3
1984Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics.
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article12
1987Estimating the error variance in regression after a preliminary test of restrictions on the coefficients In: Journal of Econometrics.
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article4
1975Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods In: Journal of Econometrics.
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article1
1978Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics.
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article2
2004Gender convergence in crime: Evidence from Canadian adult offense charge data In: Journal of Criminal Justice.
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article1
2003Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data.(2003) In: Econometrics Working Papers.
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1983Urban migration in New Zealand: Dummy variable interpretations In: Journal of Urban Economics.
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1978A note on urban migration in New Zealand In: Journal of Urban Economics.
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article2
2002A fuzzy logic approach to modelling the New Zealand underground economy In: Mathematics and Computers in Simulation (MATCOM).
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2009Modelling the financial risk associated with U.S. movie box office earnings In: Mathematics and Computers in Simulation (MATCOM).
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1993The exact distribution of a least squares regression coefficient estimator after a preliminary t-test In: Statistics & Probability Letters.
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2005Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis In: Structural Change and Economic Dynamics.
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1981Interval estimation in the calibration of certain trip distribution models In: Transportation Research Part B: Methodological.
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In: .
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1999TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS In: Advances in Econometrics.
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In: .
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1977A Note on the Minimum Error Variance Rule and the Restricted Regression Model. In: International Economic Review.
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article2
1985Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations In: American Journal of Agricultural Economics.
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2002The Canadian Underground and Measured Economies: Granger Causality Results In: MPRA Paper.
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2002The Canadian underground and measured economies: Granger causality results.(2002) In: Applied Economics.
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1999The Canadian Underground and Measured Economies: Granger Causality Results.(1999) In: Econometrics Working Papers.
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2003Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve In: Computing in Economics and Finance 2003.
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1999Modelling the hidden economy and the tax-gap in New Zealand In: Empirical Economics.
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article114
1998Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1998) In: Econometrics Working Papers.
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1999Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1999) In: Econometrics Working Papers.
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This paper has nother version. Agregated cites: 114
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2006Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence In: Empirical Economics.
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2003Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2003) In: Econometrics Working Papers.
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2005Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2005) In: Econometrics Working Papers.
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2017On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables In: Journal of Quantitative Economics.
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2011On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables.(2011) In: Econometrics Working Papers.
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2021Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling In: Journal of Quantitative Economics.
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article1
2022Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models In: Journal of Quantitative Economics.
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2010K. Krishnamoorthy (2006): Handbook of statistical distributions with applications In: Statistical Papers.
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2012Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates In: Statistical Papers.
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2009Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates.(2009) In: Econometrics Working Papers.
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2018Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression In: Statistical Papers.
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article1
2019David A. Harville: Linear models and the relevant distributions and matrix algebra In: Statistical Papers.
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2007Benfords law and naturally occurring prices in certain ebaY auctions In: Applied Economics Letters.
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2005Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions.(2005) In: Econometrics Working Papers.
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2007Increasing returns to information in the US popular music industry In: Applied Economics Letters.
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article14
2005Increasing Returns to Information in the U.S. Popular Music Industry.(2005) In: Econometrics Working Papers.
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2010Benfords Law and psychological barriers in certain eBay auctions In: Applied Economics Letters.
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2006Benfords Law and Psychological Barriers in Certain eBay Auctions.(2006) In: Econometrics Working Papers.
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2013Constructing confidence bands for the Hodrick--Prescott filter In: Applied Economics Letters.
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article1
2012Constructing Confidence Bands for the Hodrick-Prescott Filter.(2012) In: Econometrics Working Papers.
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1997Causality between the measured and underground economies in New Zealand In: Applied Economics Letters.
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article57
1997The hidden economy and tax-evasion prosecutions in New Zealand In: Applied Economics Letters.
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article1
1997Applying the RESET test in allocation models: a cautionary note In: Applied Economics Letters.
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1999The rise and fall of the New Zealand underground economy: are the responses symmetric? In: Applied Economics Letters.
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article38
2010Extreme value analysis of daily Canadian crude oil prices In: Applied Financial Economics.
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