Gernot J. Müller

Economics and Econometrics · 2006–2020

A researcher in the Science corpus: 15 papers; trusts 95 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 271 citations into it; #4,778 of 23,481 by trust here, #3,046 by citations
• Finance — 107 citations into it; #4,087 of 10,518 by trust here, #4,732 by citations
• Management Science and Operations Research — 13 citations into it
• Statistics and Probability — 13 citations into it
• Electrical and Electronic Engineering — 8 citations into it; #13,444 of 16,539 by trust here, #14,827 by citations
• Mathematical Physics — 7 citations into it
• Demography — 6 citations into it
• Strategy and Management — 6 citations into it

Whom Gernot J. Müller trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Claudia Klüppelberg
2. Andrew C. Scott
3. Roberto Perotti
4. Michael Woodford
5. Karel Mertens
6. Ole E. Barndorff-Nielsen
7. J. Amato
8. Frank Smets
9. Marc P. Giannoni
10. Peter J. Brockwell

Who trusts Gernot J. Müller overall

1. Peter J. Brockwell
2. I. Christensen
3. Benjamin Born
4. M. Forni
5. S. Gechert
6. Steffen R. Henzel
7. Giancarlo Corsetti
8. Tommaso Monacelli
9. Soyoung Kim
10. A. Dib

Papers from Gernot J. Müller's perspective

Ordered by how strongly the researchers Gernot J. Müller trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
3. INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (Macroeconomic Dynamics)
4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
5. Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. Modelling by L´ evy Processes for Financial Econometrics
8. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
9. The Impact of Uncertainty Shocks
10. Has Monetary Policy Become More Effective? (Review of Economics and Statistics)

Their papers

• Exchange Rate Regimes and Fiscal Multipliers (2013) — 166 citations
• How Do Fiscal and Technology Shocks Affect Real Exchange Rates? New Evidence for the United States (2008) — 188 citations
• Twin deficits: squaring theory, evidence and common sense (2006) — 333 citations
• Fiscal Stimulus with Spending Reversals (2009) — 321 citations
• What Accounts for the Changes in U.S. Fiscal Policy Transmission? (2008) — 191 citations
• A new comparative approach to macroeconomic modeling and policy analysis (2012) — 127 citations
• The Costs of Economic Nationalism: Evidence from the Brexit Experiment* (2019) — 187 citations
• Fleshing out the Monetary Transmission Mechanism: Output Composition and the Role of Financial Frictions (2006) — 137 citations
• Debt Consolidation and Fiscal Stabilization of Deep Recessions (2010) — 175 citations
• Sovereign Risk and Belief-Driven Fluctuations in the Euro Area (2013) — 118 citations
• GARCH modelling in continuous time for irregularly spaced time series data (2008) — 69 citations
• News and uncertainty about COVID-19: Survey evidence and short-run economic impact (2020) — 134 citations
• Futures pricing in electricity markets based on stable CARMA spot models (2012) — 96 citations
• Ornstein–Uhlenbeck Processes and Extensions (2009) — 110 citations
• Cross-Border Spillovers from Fiscal Stimulus (2009) — 609 citations