R. Frydman

Economics and Econometrics · 2007–2011

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 8 citations into it; #23,386 of 23,481 by trust here, #22,774 by citations

Whom R. Frydman trusts overall

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

1. Søren Johansen
2. K. Juselius
3. Paolo Paruolo
4. Heino Bohn Nielsen

Who trusts R. Frydman overall

1. C. Borio

Papers from R. Frydman's perspective

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

1. The new open economy macroeconomics: a survey
2. On the purchasing power parity puzzle
3. Cointegration Analysis in the Presence of Outliers
4. Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
5. ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS (Econometric Theory)
6. Testing the nominal-to-real transformation
7. International parity relationships between the USA and Japan
8. The Cointegrated VAR Model: Methodology and Applications
9. Imperfect Knowledge Economics: Exchange Rates and Risk
10. Post Walrasian Macroeconomics: Confronting the Economic Model with the Data

Their papers

• Beyond Mechanical Markets: Asset Price Swings, Risk, and the Role of the State (2011) — 111 citations
• Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate (2010) — 81 citations
• Imperfect Knowledge Economics: Exchange Rates and Risk (2007) — 271 citations