Keith Kuester

Economics and Econometrics · 2005–2020

A researcher in the Science corpus: 8 papers; trusts 52 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Keith Kuester trusts overall

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

  1. Michael Woodford
  2. Tim Bollerslev
  3. Chris Brooks
  4. M. Martens
  5. Jem N. Corcoran
  6. Reto R. Gallati
  7. R. Hall
  8. Vasco Cúrdia
  9. Robert Shimer
  10. Frank Smets

Who trusts Keith Kuester overall

  1. Marco Rocco
  2. Juan-Carlos Escanciano
  3. Manuela Braione
  4. James W. Taylor
  5. Kris Boudt
  6. Pilar Abad
  7. Giancarlo Corsetti
  8. Davide Debortoli
  9. Benjamin Born
  10. Jose Olmo

Papers from Keith Kuester's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. The Cyclical Behavior of Equilibrium Unemployment and Vacancies
  4. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  5. Time Series Analysis by State Space Methods
  6. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (Journal of Political Economy)
  7. Statistical Inference Using Extreme Order Statistics
  8. Interest and Prices
  9. Modelling Extremal Events for Insurance and Finance
  10. Firm-specific capital, nominal rigidities and the business cycle

Their papers