Matteo Manera
Economics and Econometrics · 2003–2017
A researcher in the Science corpus: 11 papers; trusts 71 researchers and is trusted by 37 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 244 citations into it; #2,399 of 23,481 by trust here, #1,691 by citations
- Renewable Energy, Sustainability and the Environment — 61 citations into it; #277 of 5,212 by trust here, #1,497 by citations
- Finance — 32 citations into it
- Management Science and Operations Research — 27 citations into it
- Marketing — 27 citations into it
- Sociology and Political Science — 20 citations into it
- Environmental Engineering — 11 citations into it
- Statistics and Probability — 8 citations into it
Whom Matteo Manera trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Julio J. Rotemberg
- Robert F. Engle
- Andrew Ang
- James D. Hamilton
- Bwo-Nung Huang
- Massimiliano Marcellino
- B. Hansen
- Awudu Abdulai
- Tim Bollerslev
Who trusts Matteo Manera overall
- Victor Troster
- Mohamed Arouri
- Muhammad Shahbaz
- Andrew Eckert
- Rania Jammazi
- Richard S. J. Tol
- Anshul Jain
- Duc Khuong Nguyen
- Gazi Salah Uddin
- Ronald A. Ratti
Papers from Matteo Manera's perspective
Ordered by how strongly the researchers Matteo Manera trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- The Impact of Oil Price Shocks on the U.S. Stock Market
- International Dimensions of Monetary Policy : Comment on "The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so different from the 1970s?"
- Oil Shocks and External Balances (Social Science Research Network)
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries
Their papers
- Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2008) — 691 citations
- The asymmetric effects of oil shocks on output growth: a Markov-switching analysis for the G-7 countries (2006) — 313 citations
- Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship (2005) — 258 citations
- Modelling dynamic conditional correlations in WTI oil forward and futures returns (2004) — 133 citations
- HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? (2017) — 71 citations
- The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries (2016) — 148 citations
- Modeling and forecasting cointegrated relationships among heavy oil and product prices (2005) — 170 citations
- Econometric models of asymmetric price transmission (2007) — 421 citations
- Rockets and feathers revisited: an international comparison on European gasoline markets (2003) — 288 citations
- On the Robustness of Robustness Checks of the Environmental Kuznets Curve (2006) — 305 citations
- How is Volatility in Commodity Markets Linked to Oil Price Shocks (2016) — 168 citations