Chung-rou Fang

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Chung-rou Fang trusts overall

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

  1. James D. Hamilton
  2. Lutz Kilian
  3. Perry Sadorsky

Who trusts Chung-rou Fang overall

  1. Guiglielmo Maria Caporale
  2. Wanhai You
  3. Stavros Degiannakis *

Papers from Chung-rou Fang's perspective

Ordered by how strongly the researchers Chung-rou Fang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. 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?
  2. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
  3. Commodity Prices, Interest Rates and the Dollar
  4. The Impact of Oil Price Shocks on the U.S. Stock Market
  5. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (The American Economic Review)
  6. What Do We Learn from the Price of Crude Oil Futures
  7. A meta-analysis of the price elasticity of gasoline demand. A SUR approach
  8. NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP (Macroeconomic Dynamics)
  9. What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
  10. Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications

Their papers