David H. Papell
Economics and Econometrics · 2000–2009
A researcher in the Science corpus: 11 papers; trusts 32 researchers and is trusted by 39 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 73 citations into it; #1,952 of 23,481 by trust here, #3,439 by citations
- Finance — 32 citations into it; #5,158 of 10,518 by trust here, #5,014 by citations
- Statistics and Probability — 11 citations into it
- Management Science and Operations Research — 7 citations into it
Whom David H. Papell trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Alan M. Taylor
- Yin-Wong Cheung
- Athanasios Orphanides
- Andrew T. Levin
- Michael W. McCracken
- Todd E. Clark
- Ken West
- Charles M. Engel
- Halbert White
- P. R. Hansen
Who trusts David H. Papell overall
- Anindya Banerjee
- Barbara Rossi
- Mario J. Crucini
- Massimiliano Marcellino
- Gita Gopinath
- Mark P. Taylor
- Kenneth S. Rogoff
- C. Osbat
- Yoosoon Chang
- Mototsugu Shintani
Papers from David H. Papell's perspective
Ordered by how strongly the researchers David H. Papell trusts endorse each paper. Same corpus, a different order for every researcher.
- Asymptotic Inference about Predictive Ability
- A Reality Check for Data Snooping
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
- Out-of-sample exchange rate predictability with Taylor rule fundamentals
- Evaluating Direct Multistep Forecasts
- A real-time data set for macroeconomists
- Confidence intervals for autoregressive coefficients near one
Their papers
- The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity (2001) — 183 citations
- The purchasing power parity persistence paradigm (2000) — 258 citations
- Out-of-sample exchange rate predictability with Taylor rule fundamentals (2009) — 402 citations
- The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis (2002) — 156 citations
- Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks (2003) — 247 citations
- Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change (2006) — 116 citations
- Purchasing power parity and country characteristics: Evidence from panel data tests (2007) — 125 citations
- Taylor Rules with Real-Time Data: A Tale of Two Countries and One Exchange Rate (2008) — 157 citations
- State of the Art Unit Root Tests and Purchasing Power Parity (2004) — 120 citations
- State of the Art Unit Root Tests and the PPP Puzzle (2003) — 52 citations
- The Structure of Unemployment (2000) — 221 citations