A. Cologni
Economics and Econometrics · 2006–2008
A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 27 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 62 citations into it; #3,206 of 23,481 by trust here, #3,801 by citations
- Renewable Energy, Sustainability and the Environment — 17 citations into it; #320 of 5,212 by trust here, #1,761 by citations
- Finance — 11 citations into it
Whom A. Cologni trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Julio J. Rotemberg
- T. Abeysinghe
- James D. Hamilton
- Andrew Ang
- Bwo-Nung Huang
- Helmut Lütkepohl
- Massimiliano Marcellino
- Anna Alberini
- Soyoung Kim
Who trusts A. Cologni overall
- Mohamed Arouri
- Victor Troster
- Anshul Jain
- Jinyu Chen
- Weiqiang Tang
- Muhammad Shahbaz
- Ronald A. Ratti
- Rania Jammazi
- Pratap Chandra Biswal
- J. Baffes
Papers from A. Cologni's perspective
Ordered by how strongly the researchers A. Cologni trusts endorse each paper. Same corpus, a different order for every researcher.
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- Estimation of direct and indirect impact of oil price on growth
- International Dimensions of Monetary Policy : Comment on "The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so different from the 1970s?"
- Regime Switches in Interest Rates
- Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
- Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
- The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model
- Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
- Testing for the Cointegrating Rank of a VAR Process with a Time Trend