← All authors Deborah Gefang University of Leicester (from arXiv:2205.15420, 2022) · ORCID · OpenAlex
18 papers in scope · 17 published · 2 on the econ.EM arXiv · 355 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Imran Rasul Pedro H. G. Ferreira de Souza Áureo de Paula Hanbat Jeong Stephen Hall George S. Tavlas Linda Zhao Wu Zhu Junhui Cai Haipeng Shen Clemens Possnig Andreea Rotărescu Huang Chen Vasilis Sarafidis Connor Dowd Yutao Sun Wendun Wang George Kapetanios Jerome R. Simons Chen Huang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 18)
The great financial crisis and contagious bank ratings downgrades
published 2026 · Journal of Financial Stability
published 2025 · Spatial Economic Analysis · 3 citations · first circulated 2022
Does one size fit all? The country-specific effects of ECB monetary policy
published 2025 · European Economic Review · 4 citations
Inflation forecasting with rolling windows: An appraisal
published 2024 · Journal of Forecasting · 7 citations
Quantifying spillovers among regions
published 2023 · Journal of International Money and Finance · 3 citations
working paper 2023 · arXiv · 3 citations
A test to select between spatial weighting matrices
published 2022 · Journal of Spatial Econometrics · 5 citations
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
published 2022 · International Journal of Forecasting · 32 citations · first circulated 2019
Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis
published 2021 · Oxford Economic Papers · 4 citations
Computationally efficient inference in large Bayesian mixed frequency VARs
published 2020 · Economics Letters · 20 citations
Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies
published 2017 · Applied Economics · first circulated 2014
with Geraint Johnes
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
published 2014 · Journal of Economic Dynamics and Control · 8 citations · first circulated 2013
Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage
published 2013 · International Journal of Forecasting · 78 citations
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE
published 2012 · Journal of Applied Econometrics · 14 citations
Understanding liquidity and credit risks in the financial crisis
published 2011 · Journal of Empirical Finance · 80 citations · first circulated 2010
The dynamics of UK and US inflation expectations
published 2011 · Computational Statistics & Data Analysis · 47 citations
Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective*
published 2011 · Oxford Bulletin of Economics and Statistics · 17 citations
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach
published 2009 · Studies in Nonlinear Dynamics and Econometrics · 30 citations · first circulated 2008
with Rodney W. Strachan
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