Details about Matthijs Lof

Access statistics for papers by Matthijs Lof.

Last updated 2021-12-01. Update your information in the RePEc Author Service.

Short-id: plo285

Working Papers

2021

1. Non-Standard Errors
   Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz
   Also in Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2021) View citations (1)

2018

2. Asymmetric information and the distribution of trading volume
   Research Discussion Papers, Bank of Finland View citations (1)
   Also in Research Discussion Papers, Bank of Finland (2018) View citations (2)

2013

3. Aid and Income: Another Time-Series Perspective
   WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) View citations (7)
   See also Journal Article in World Development (2015)
4. Does sovereign debt weaken economic growth? A Panel VAR analysis
   MPRA Paper, University Library of Munich, Germany View citations (10)
   See also Journal Article in Economics Letters (2014)
5. Essays on Expectations and the Econometrics of Asset Pricing
   MPRA Paper, University Library of Munich, Germany

2012

6. Rational Speculators, Contrarians and Excess Volatility
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article in Management Science (2015)

2011

7. GMM estimation with noncausal instruments under rational expectations
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
8. Noncausality and Asset Pricing
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)

2010

9. Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. Expected market returns: SVIX, realized volatility, and the role of dividends
   Journal of Applied Econometrics, 2019, 34, (5), 858-864

2017

2. Noncausality and the commodity currency hypothesis
   Energy Economics, 2017, 65, (C), 424-433 View citations (19)

2015

3. Aid and Income: Another Time-series Perspective
   World Development, 2015, 69, (C), 19-30 View citations (23)
   See also Working Paper (2013)
4. Rational Speculators, Contrarians, and Excess Volatility
   Management Science, 2015, 61, (8), 1889-1901 View citations (19)
   See also Working Paper (2012)
5. Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)
   World Development, 2015, 70, (C), 397-399 View citations (3)

2014

6. Does sovereign debt weaken economic growth? A panel VAR analysis
   Economics Letters, 2014, 122, (3), 403-407 View citations (62)
   See also Working Paper (2013)
7. GMM Estimation with Non-causal Instruments under Rational Expectations
   Oxford Bulletin of Economics and Statistics, 2014, 76, (2), 279-286 View citations (2)
   See also Working Paper (2011)

2013

8. Noncausality and asset pricing
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 211-220 View citations (21)
   See also Working Paper (2011)

2012

9. Heterogeneity in stock prices: A STAR model with multivariate transition function
   Journal of Economic Dynamics and Control, 2012, 36, (12), 1845-1854 View citations (43)