Daniel Soques
Personal Details
First Name: | Daniel |
Middle Name: | |
Last Name: | Soques |
Suffix: | |
RePEc Short-ID: | pso604 |
[This author has chosen not to make the email address public] | |
http://people.uncw.edu/soquesd/index.html | |
Affiliation
Department of Economics and Finance
University of North Carolina-Wilmington
Wilmington, North Carolina (United States)http://csb.uncw.edu/ef/
RePEc:edi:dencwus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Neville Francis & Michael T. Owyang & Daniel Soques, 2023.
"Impulse Response Functions for Self-Exciting Nonlinear Models,"
Working Papers
2023-021, Federal Reserve Bank of St. Louis, revised 29 Aug 2023.
- Neville Francis & Michael Owyang & Daniel F. Soques, 2023. "Impulse Response Functions for Self-Exciting Nonlinear Models," NBER Working Papers 31709, National Bureau of Economic Research, Inc.
- Colin Campbell & Anthony M. Diercks & Steven A. Sharpe & Daniel Soques, 2023. "The Swaps Strike Back: Evaluating Expectations of One-Year Inflation," Finance and Economics Discussion Series 2023-061, Board of Governors of the Federal Reserve System (U.S.).
- Michael T. Owyang & Hannah Shell & Daniel Soques, 2022. "The Evolution of Regional Beveridge Curves," Working Papers 2022-037, Federal Reserve Bank of St. Louis.
- Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020.
"Industrial Connectedness and Business Cycle Comovements,"
Working Papers
2020-052, Federal Reserve Bank of St. Louis, revised 04 Aug 2021.
- Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024. "Industrial Connectedness and Business Cycle Comovements," Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2019.
"Business Cycles Across Space and Time,"
Working Papers
2019-010, Federal Reserve Bank of St. Louis, revised 05 May 2021.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2022. "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 921-952, June.
- Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.
- Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019.
"Contagious Switching,"
Working Papers
2019-014, Federal Reserve Bank of St. Louis, revised 28 Feb 2021.
- Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022. "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 415-432, March.
- Laura E. Jackson & Michael T. Owyang & Daniel Soques, 2016.
"Nonlinearities, Smoothing and Countercyclical Monetary Policy,"
Working Papers
2016-8, Federal Reserve Bank of St. Louis.
- Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018. "Nonlinearities, smoothing and countercyclical monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 136-154.
Articles
- Adam Jones & Peter Schuhmann & Daniel Soques & Allison Witman, 2020. "So you want to go to graduate school? Factors that influence admissions to economics PhD programs," The Journal of Economic Education, Taylor & Francis Journals, vol. 51(2), pages 177-190, April.
- Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018.
"Nonlinearities, smoothing and countercyclical monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 136-154.
- Laura E. Jackson & Michael T. Owyang & Daniel Soques, 2016. "Nonlinearities, Smoothing and Countercyclical Monetary Policy," Working Papers 2016-8, Federal Reserve Bank of St. Louis.
- Mike Aguilar & Daniel Soques, 2015. "Fiscal Challenge: An Experiential Exercise in Policy Making," The Journal of Economic Education, Taylor & Francis Journals, vol. 46(3), pages 285-299, July.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2015. "Does the United States Lead Foreign Business Cycles?," Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 133-158.
- Mike Aguilar & Daniel Soques, 2015. "Bridging the Classroom Gap between Asset Pricing and Business Cycle Theory," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 21(4), pages 433-452, November.
- Mike Aguilar & Daniel Soques, 2013. "MacroJournal—Turning Students into Practitioners," The Journal of Economic Education, Taylor & Francis Journals, vol. 44(3), pages 230-237, September.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Neville Francis & Michael T. Owyang & Daniel Soques, 2023.
"Impulse Response Functions for Self-Exciting Nonlinear Models,"
Working Papers
2023-021, Federal Reserve Bank of St. Louis, revised 29 Aug 2023.
- Neville Francis & Michael Owyang & Daniel F. Soques, 2023. "Impulse Response Functions for Self-Exciting Nonlinear Models," NBER Working Papers 31709, National Bureau of Economic Research, Inc.
Cited by:
- De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
- Colin Campbell & Anthony M. Diercks & Steven A. Sharpe & Daniel Soques, 2023.
"The Swaps Strike Back: Evaluating Expectations of One-Year Inflation,"
Finance and Economics Discussion Series
2023-061, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Valentin Burban & Bruno De Backer & Andreea Liliana Vladu, 2024. "Inflation (De-)Anchoring in the Euro Area," Working papers 965, Banque de France.
- Burban, Valentin & De Backer, Bruno & Vladu, Andreea Liliana, 2024. "Inflation (de-)anchoring in the euro area," Working Paper Series 2964, European Central Bank.
- Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020.
"Industrial Connectedness and Business Cycle Comovements,"
Working Papers
2020-052, Federal Reserve Bank of St. Louis, revised 04 Aug 2021.
- Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024. "Industrial Connectedness and Business Cycle Comovements," Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
Cited by:
- Wang, Xiaoyu & Sun, Yanlin & Peng, Bin, 2023. "Industrial linkage and clustered regional business cycles in China," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 59-72.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2019.
"Business Cycles Across Space and Time,"
Working Papers
2019-010, Federal Reserve Bank of St. Louis, revised 05 May 2021.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2022. "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 921-952, June.
Cited by:
- Tianbao Zhou & Zhixin Liu & Yingying Xu, 2024. "How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model," Papers 2407.02183, arXiv.org.
- Jochen Güntner & Johannes Henßler, 2021. "Ease on the Cannons, Tighten on the Trumpets: Geopolitical Risk and the Transmission of Monetary Policy Shocks," Economics working papers 2021-09, Department of Economics, Johannes Kepler University Linz, Austria.
- Dieppe,Alistair Matthew & Francis,Neville Ricardo & Kindberg-Hanlon,Gene, 2021.
"Technology and Demand Drivers of Productivity Dynamics in Developed and Emerging Market Economies,"
Policy Research Working Paper Series
9525, The World Bank.
- Dieppe, Alistair & Francis, Neville & Kindberg-Hanlon, Gene, 2021. "Technology and demand drivers of productivity dynamics in developed and emerging market economies," Working Paper Series 2533, European Central Bank.
- Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018.
"International Stock Comovements with Endogenous Clusters,"
Working Papers
2018-038, Federal Reserve Bank of St. Louis, revised 27 Mar 2020.
- Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020. "International Stock Comovements with Endogenous Clusters," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Fiorillo, Paolo & Meles, Antonio & Pellegrino, Luigi Raffaele & Verdoliva, Vincenzo, 2024. "Geopolitical risk and stock price crash risk: The mitigating role of ESG performance," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.
- Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019.
"Contagious Switching,"
Working Papers
2019-014, Federal Reserve Bank of St. Louis, revised 28 Feb 2021.
- Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022. "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 415-432, March.
Cited by:
- Vatsa, Puneet, 2021. "Have Business Cycles Become More Synchronous After NAFTA?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 54-66, May.
- Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022.
"Markov switching panel with endogenous synchronization effects,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 281-298.
- Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021. "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS82, Faculty of Economics and Management at the Free University of Bozen.
- Su, Xianfang & Chen, Meixia, 2024. "Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Laura E. Jackson & Michael T. Owyang & Daniel Soques, 2016.
"Nonlinearities, Smoothing and Countercyclical Monetary Policy,"
Working Papers
2016-8, Federal Reserve Bank of St. Louis.
- Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018. "Nonlinearities, smoothing and countercyclical monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 136-154.
Cited by:
- Maximo Camacho & Fernando Soto, 2018. "Consumer confidence’s boom and bust in Latin America," Working Papers 18/02, BBVA Bank, Economic Research Department.
- Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah, 2018.
"Debt and stabilization policy: Evidence from a Euro Area FAVAR,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 67-91.
- Laura E. Jackson & Michael T. Owyang & Sarah Zubairy, 2017. "Debt and Stabilization Policy: Evidence from a Euro Area FAVAR," Working Papers 2017-22, Federal Reserve Bank of St. Louis.
- Januj Amar Juneja, 2022. "A Computational Analysis of the Tradeoff in the Estimation of Different State Space Specifications of Continuous Time Affine Term Structure Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 173-220, June.
- Chen, Peng & Miao, Xinru, 2024. "Understanding the role of China's factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1464-1483.
- Oana Simona Hudea, 2018. "Faculty of Business and Administration, University of Bucharest, Romania," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 28(1), pages 24-32, December.
Articles
- Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018.
"Nonlinearities, smoothing and countercyclical monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 136-154.
See citations under working paper version above.
- Laura E. Jackson & Michael T. Owyang & Daniel Soques, 2016. "Nonlinearities, Smoothing and Countercyclical Monetary Policy," Working Papers 2016-8, Federal Reserve Bank of St. Louis.
- Mike Aguilar & Daniel Soques, 2015.
"Fiscal Challenge: An Experiential Exercise in Policy Making,"
The Journal of Economic Education, Taylor & Francis Journals, vol. 46(3), pages 285-299, July.
Cited by:
- Catherine Y. Co & Jonna Holland, 2019. "Teaching International Microenterprise Development: An Interdisciplinary Experiential Learning Approach," Journal of Economics Teaching, Journal of Economics Teaching, vol. 4(1), pages 27-39, May.
- Sarah A. Jacobson & Luyao Zhang & Jiasheng Zhu, 2022. "The Right Tool for the Job: Matching Active Learning Techniques to Learning Objectives," Papers 2205.03393, arXiv.org, revised Jul 2022.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2015.
"Does the United States Lead Foreign Business Cycles?,"
Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 133-158.
Cited by:
- Ahmad H. Juma’h & Yazan Alnsour, 2018. "Using Social Media Analytics: The Effect of President Trump’s Tweets On Companies’ Performance," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 17(1), pages 100-121, March.
- Mike Aguilar & Daniel Soques, 2013.
"MacroJournal—Turning Students into Practitioners,"
The Journal of Economic Education, Taylor & Francis Journals, vol. 44(3), pages 230-237, September.
Cited by:
- Mike Aguilar & Daniel Soques, 2015. "Fiscal Challenge: An Experiential Exercise in Policy Making," The Journal of Economic Education, Taylor & Francis Journals, vol. 46(3), pages 285-299, July.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (4) 2016-05-28 2019-04-01 2019-05-27 2021-01-11
- NEP-ETS: Econometric Time Series (3) 2019-04-01 2019-05-27 2023-10-02
- NEP-MON: Monetary Economics (2) 2016-05-28 2023-10-23
- NEP-URE: Urban and Real Estate Economics (2) 2019-11-11 2023-01-02
- NEP-CBA: Central Banking (1) 2023-10-23
- NEP-ECM: Econometrics (1) 2023-10-02
- NEP-GER: German Papers (1) 2023-10-16
- NEP-LAB: Labour Economics (1) 2023-01-02
- NEP-ORE: Operations Research (1) 2019-11-11
Corrections
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