Citations of
Peter J Rousseeuw

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Working papers

1. Luc Aucremanne & Guy Brys & Mia Hubert & Peter J. Rousseeuw & Anja Struyf, 2002. "Inflation, relative prices and nominal rigidities," Research series 200205-1, National Bank of Belgium. [Downloadable!]
   Published as:
   • Luc Aucremanne & Guy Brys & Peter J Rousseeuw & Anja Struyf & Mia Hubert, 2003. "Inflation, relative prices and nominal rigidities," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 81-105 Bank for International Settlements. [Downloadable!]

   Cited by:

   1. María Ángeles Caraballo & Carlos Usabiaga, 2006. "Análisis Desagregado de la Inflación: Una Aplicación Regional," Economic Working Papers at Centro de Estudios Andaluces E2006/07, Centro de Estudios Andaluces. [Downloadable!]
   2. Frédéric Lagneaux, 2004. "Economic importance of the Flemish maritime ports: Report 2002," Documents series 200406, National Bank of Belgium. [Downloadable!]
   3. Silvia Fabiani & Angela Gattulli & Roberto Sabbatini, 2004. "The pricing behaviour of Italian firms: new survey evidence on price stickiness," Working Paper Series 333, European Central Bank. [Downloadable!]
   4. Franklin Allen, 2004. "The Efficiency and Stability of Banks and Markets," Research series 200405-8, National Bank of Belgium. [Downloadable!]
   5. Frédéric Lagneaux, 2005. "Importance économique du Port Autonome de Liège: rapport 2003," Documents series 200510-1, National Bank of Belgium. [Downloadable!]
   6. Joachim Keller, 2008. "Agency problems in structured finance – a case study of European CLOs," Documents series 200808-22, National Bank of Belgium. [Downloadable!]
   7. Janet Mitchell, 2005. "Financial intermediation theory and implications for the sources of value in structured finance markets," Documents series 200507-1, National Bank of Belgium. [Downloadable!]
   8. Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Research series 200808-20, National Bank of Belgium. [Downloadable!]
   9. Luc Aucremanne & Emmanuel Dhyne, 2004. "How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI," Working Paper Series 331, European Central Bank. [Downloadable!]
   10. Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Documents series 200711-22, National Bank of Belgium. [Downloadable!]
   11. François Coppens & David Vivet, 2004. "Liberalisation of network industries : Is the electricity sector an exception to the rule?," Documents series 200409, National Bank of Belgium. [Downloadable!]
   12. Annick Bruggeman, 2007. "Can Excess Liquidity Signal an Asset Price Boom?," Research series 200708-08, National Bank of Belgium. [Downloadable!]
   13. Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, EconWPA. [Downloadable!]
       Other versions:
       • Patrick Bisciari & Alain Durré & Alain Nyssens, 2003. "Stock market valuation in the United States," Documents series 200311, National Bank of Belgium. [Downloadable!]
   14. Philippe Moës, 2006. "The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model," Research series 200609-1, National Bank of Belgium. [Downloadable!]
       Other versions:
       • Philippe Moës, 2006. "The production function approach to the Belgian output gap: Estimation of a multivariate structural time series model," Brussels Economic Review/Cahiers Economiques de Bruxelles, Editions du DULBEA, Université libre de Bruxelles, Department of Applied Economics (DULBEA), vol. 49(1), pages 59-89.
   15. François Coppens & Fernando Gonzáles & Gerhard Winkler, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Research series 200710-12, National Bank of Belgium. [Downloadable!]
       Other versions:
       • François Coppens & Fernando González & Gerhard Winkler, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Occasional Paper Series 65, European Central Bank. [Downloadable!]
   16. Maureen O'Hara, 2004. "Liquidity and Financial Market Stability," Research series 200405-11, National Bank of Belgium. [Downloadable!]
   17. Frédéric Lagneaux, 2008. "Economic Importance of Belgian Transport Logistics," Documents series 200801-01, National Bank of Belgium. [Downloadable!]
   18. Maria A. Caraballo & Carlos Usabiaga, 2006. "Inflation and Supply Shocks in Spain: A Regional Approach," ERSA conference papers ersa06p335, European Regional Science Association. [Downloadable!]
   19. Constantina Kottaridi & Diego Mendez-Carbajo & Dimitrios Thomakos, 2007. "Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery," Working Papers 0004, University of Peloponnese, Department of Economics. [Downloadable!]
       Other versions:
       • Dimitrios D. Thomakos & Constantina Kottaridi & Diego MŽndez-Carbajo, 2007. "Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery," Working Paper Series 43-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
   20. Stefaan Ide & Philippe Moës, 2003. "Scope of asymmetries in the Euro area," Documents series 200303-2, National Bank of Belgium. [Downloadable!]
   21. Carlos Usabiaga & María Ángeles Caraballo, 2004. "Inflation and Nominal Rigidities in Spanish Regions: The Ball and Mankiw Approach," ERSA conference papers ersa04p12, European Regional Science Association. [Downloadable!]
   22. Benoît Eugène & Philippe Jeanfils & Benoît Robert, 2003. "La consommation privée en Belgique," Documents series 200306-2, National Bank of Belgium. [Downloadable!]
   23. Catherine Fuss & Philip Vermeulen, 2004. "Firms' investment decisions in response to demand and price uncertainty," Research series 200404-2, National Bank of Belgium. [Downloadable!]
       Other versions:
       • Catherine Fuss & Philip Vermeulen, 2004. "Firms’ investment decisions in response to demand and price uncertainty," Working Paper Series 347, European Central Bank. [Downloadable!]
       • Catherine Fuss & Philip Vermeulen, 2008. "Firms' investment decisions in response to demand and price uncertainty," Applied Economics, Taylor and Francis Journals, vol. 40(18), pages 2337-2351. [Downloadable!] (restricted)
   24. Josef Baumgartner & Ernst Glatzer & Fabio Rumler & Alfred Stiglbauer, 2006. "Patterns and Determinants of Price Changes: Analysing Individual Consumer Prices in Austria," WIFO Working Papers 277, WIFO. [Downloadable!]
   25. Patrick Van Cayseele, 2004. "Financial consolidation and liquidity: prudential regulation and/or competition policy?," Research series 200405-6, National Bank of Belgium. [Downloadable!]
   26. Olivier Blanchard & Jordi Gali, 2006. "A new Keynesian model with unemployment," Research series 200610-4, National Bank of Belgium. [Downloadable!]
       Other versions:
       • Olivier Blanchard & Jordi Galí, 2007. "A New Keynesian Model with Unemployment," CFS Working Paper Series 2007/08, Center for Financial Studies. [Downloadable!]
       • Olivier Blanchard & Jordi Gali, 2007. "A New Keynesian Model with Unemployment," Kiel Working Papers 1335, Kiel Institute for the World Economy. [Downloadable!]
   27. María Ángeles Caraballo & Carlos Usabiaga, 2006. "The Relevance of Supply Shocks for Inflation: The Spanish Case," Economic Working Papers at Centro de Estudios Andaluces E2006/17, Centro de Estudios Andaluces. [Downloadable!]
       Other versions:
       • M. Angeles Caraballo & Carlos Usabiaga, 2009. "The relevance of supply shocks for inflation: the spanish case," Applied Economics, Taylor and Francis Journals, vol. 41(6), pages 753-764. [Downloadable!] (restricted)
   28. Joseph Plasmans & Tomasz Michalak & Jorge Fornero, 2006. "Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model," Research series 200610-6, National Bank of Belgium. [Downloadable!]
   29. Mª Ángeles Caraballo Pou & Carlos Dabús, 2005. "Nominal rigidities, relative prices and skewness," Economic Working Papers at Centro de Estudios Andaluces E2005/17, Centro de Estudios Andaluces. [Downloadable!]
   30. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Research series 200507-2, National Bank of Belgium. [Downloadable!]
       Other versions:
       • Devriese, Johan & Mitchell, Janet, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   31. Luc Aucremanne & Emmanuel Dhyne, 2004. "How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI," Research series 200404-1, National Bank of Belgium. [Downloadable!]
   32. Frédéric Lagneaux, 2004. "Importance économique du Port Autonome de Liège: rapport 2002," Documents series 200411-3, National Bank of Belgium. [Downloadable!]
   33. Helga De Doncker, 2006. "R&D in the Belgian Pharmaceutical Sector," Documents series 200612-1, National Bank of Belgium. [Downloadable!]
   34. Luc Aucremanne & Martine Druant, 2005. "Price-setting behaviour in Belgium: what can be learned from an ad hoc survey ?," Research series 200503-1, National Bank of Belgium. [Downloadable!]
   35. Helga De Doncker, 2006. "Crédits aux particuliers - Analyse des données de la Centrale des Crédits aux Particuliers," Documents series 200601-1, National Bank of Belgium. [Downloadable!]
   36. Luc Aucremanne & Martine Druant, 2005. "Price-setting behaviour in Belgium - what can be learned from an ad hoc survey?," Working Paper Series 448, European Central Bank. [Downloadable!]
   37. Francois Coppens, 2005. "Indirect effects - a formal definition and degrees of dependency as an alternative to technical coefficients," Research series 200505-1, National Bank of Belgium. [Downloadable!]
   38. Silvia Fabiani & Angela Gattulli & Roberto Sabbatini, 2004. "The pricing behaviour of Italian firms: new survey evidence on price stickiness," Temi di discussione (Economic working papers) 515, Bank of Italy, Economic Research Department. [Downloadable!]
   39. Carine Swartenbroekx, 2007. "The gas chain : influence of its specificities on the liberalisation process," Documents series 200711-24, National Bank of Belgium. [Downloadable!]
   40. François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Documents series 200605-3, National Bank of Belgium. [Downloadable!]
   41. Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Research series 200210, National Bank of Belgium. [Downloadable!]
       Other versions:
       • Frank Smets & Raf Wouters, 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, 09. [Downloadable!] (restricted)
   42. Xavier Freixas & Gyongyi Loranth & Alan D. Morrison & Hyun Song Shin, 2004. "Regulating Financial Conglomerates," Research series 200405-10, National Bank of Belgium. [Downloadable!]
       Other versions:
       • Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating Financial Conglomerates," OFRC Working Papers Series 2005fe03, Oxford Financial Research Centre. [Downloadable!]

1. Pison, Greet & Rousseeuw, Peter J. & Filzmoser, Peter & Croux, Christophe, 2003. "Robust factor analysis," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 145-172, January. [Downloadable!] (restricted)

   Cited by:

   1. Ella Roelant & Stefan Aelst & Gert Willems, 2009. "The minimum weighted covariance determinant estimator," Metrika, Springer, vol. 70(2), pages 177-204, September. [Downloadable!] (restricted)

2. Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja, 2002. "The Deepest Regression Method," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 138-166, April. [Downloadable!] (restricted)

   Cited by:

   1. Ursula Gather & Karen Schettlinger & Roland Fried, 2006. "Online signal extraction by robust linear regression," Computational Statistics, Springer, vol. 21(1), pages 33-51, March. [Downloadable!] (restricted)
   2. Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods and Applications, Springer, vol. 15(3), pages 271-293, February. [Downloadable!] (restricted)

3. Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001. "Econometric applications of high-breakdown robust regression techniques," Economics Letters, Elsevier, vol. 71(1), pages 1-8, April. [Downloadable!] (restricted)

   Cited by:

   1. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, EconWPA. [Downloadable!]
   2. Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 639-669. [Downloadable!]
      Other versions:
      • Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," LEM Papers Series 2006/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
      • Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
   3. Sunil K. Sapra, 2003. "High-breakdown point estimation of some regression models," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 875-878, November. [Downloadable!] (restricted)
   4. Cizek, P., 2007. "General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaced by DP 2007-65)," Discussion Paper 2007-1, Tilburg University, Center for Economic Research.
   5. P. Cizek, . "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Sonderforschungsbereich 373 2001-100, Humboldt Universitaet Berlin.
      Other versions:
      • Pavel Cizek, 2001. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," CERGE-EI Working Papers wp189, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
      • Pavel Cizek, 2002. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics 0203003, EconWPA. [Downloadable!]
   6. Cizek, P., 2004. "Asymptotics of least trimmed squares regression," Discussion Paper 72, Tilburg University, Center for Economic Research. [Downloadable!]
   7. Cizek, P., 2007. "General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research. [Downloadable!]
   8. Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany. [Downloadable!]
   9. Niclas Berggren & Mikael Elinder & Henrik Jordahl, 2008. "Trust and growth: a shaky relationship," Empirical Economics, Springer, vol. 35(2), pages 251-274, September. [Downloadable!] (restricted)
      Other versions:
      • Berggren, Niclas & Elinder, Mikael & Jordahl, Henrik, 2007. "Trust and Growth: A Shaky Relationship," Working Paper Series 705, Research Institute of Industrial Economics. [Downloadable!]

4. Christmann, Andreas & Rousseeuw, Peter J., 2001. "Measuring overlap in binary regression," Computational Statistics & Data Analysis, Elsevier, vol. 37(1), pages 65-75, July. [Downloadable!] (restricted)

   Cited by:

   1. Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
      • Cizek, Pavel, 2008. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 687-696, June. [Downloadable!] (restricted)

5. Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van, 2001. "Robust estimation of the conditional median function at elliptical models," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 361-368, February. [Downloadable!] (restricted)

   Cited by:

   1. Christophe Croux & Stefan Aelst & Catherine Dehon, 2003. "Bounded influence regression using high breakdown scatter matrices," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(2), pages 265-285, June. [Downloadable!] (restricted)

6. Struyf, Anja & Rousseeuw, Peter J., 2000. "High-dimensional computation of the deepest location," Computational Statistics & Data Analysis, Elsevier, vol. 34(4), pages 415-426, October. [Downloadable!] (restricted)

   Cited by:

   1. Rob J. Hyndman & Han Lin Shang, 2008. "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers 9/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
   2. Rand Wilcox, 2004. "Inferences Based on a Skipped Correlation Coefficient," Journal of Applied Statistics, Taylor and Francis Journals, vol. 31(2), pages 131-143, February. [Downloadable!] (restricted)

7. Ruts, Ida & Rousseeuw, Peter J., 1996. "Computing depth contours of bivariate point clouds," Computational Statistics & Data Analysis, Elsevier, vol. 23(1), pages 153-168, November. [Downloadable!] (restricted)

   Cited by:

   1. Sara Lopez-Pintado & Juan Romo, 2005. "Depth-Based Classification For Functional Data," Statistics and Econometrics Working Papers ws055611, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
   2. Ignacio Cascos, 2006. "The Expected Convex Hull Trimmed Regions Of A Sample," Statistics and Econometrics Working Papers ws066919, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

8. Rousseeuw, Peter J., 1994. "Unconventional features of positive-breakdown estimators," Statistics & Probability Letters, Elsevier, vol. 19(5), pages 417-431, April. [Downloadable!] (restricted)

   Cited by:

   1. Steven P. Ellis, 2000. "Singularity and outliers in linear regression with application to least squares, least squares linear regression," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 121-129. [Downloadable!]
   2. Jan Víšek, 1996. "Sensitivity analysis of M-estimates," Annals of the Institute of Statistical Mathematics, Springer, vol. 48(3), pages 469-495, September. [Downloadable!] (restricted)

9. Hossjer, O. & Croux, C. & Rousseeuw, P. J., 1994. "Asymptotics of Generalized S-Estimators," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 148-177, October. [Downloadable!] (restricted)

   Cited by:

   1. W. Ip & Ying Yang & P. Kwan & Y. Kwan, 2003. "Strong convergence rate of the least median absolute estimator in linear regression models," Statistical Papers, Springer, vol. 44(2), pages 183-201, April. [Downloadable!] (restricted)

1. Luc Aucremanne & Guy Brys & Peter J Rousseeuw & Anja Struyf & Mia Hubert, 2003. "Inflation, relative prices and nominal rigidities," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 81-105 Bank for International Settlements. [Downloadable!]
   Other versions:
   • Luc Aucremanne & Guy Brys & Mia Hubert & Peter J. Rousseeuw & Anja Struyf, 2002. "Inflation, relative prices and nominal rigidities," Research series 200205-1, National Bank of Belgium. [Downloadable!]

   See citations under working paper version above.Sorry, no citations of chapters recorded.

This page was last updated on 2010-1-2.