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David Neto

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First Name:David
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Last Name:Neto
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RePEc Short-ID:pne324
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Affiliation

United Nations Conference on Trade and Development (UNCTAD)
United Nations

Genève, Switzerland
http://www.unctad.org/

+41 22 907 12 34
+41 22 907 00 43
Palais des Nations, CH - 1211 Geneva 10
RePEc:edi:unctach (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Neto, David, 2016. "Extracting volatility signal using maximum a posteriori estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 788-794.
  2. Neto, David, 2015. "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy," International Economics, Elsevier, vol. 144(C), pages 83-94.
  3. David Neto, 2015. "Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship," Empirical Economics, Springer, vol. 49(3), pages 909-928, November.
  4. Neto, David, 2014. "The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break," Economics Letters, Elsevier, vol. 125(2), pages 208-211.
  5. Alex Diamantopoulos & A. Finckh & T. Huizinga & D. Sungher & L. Sawyer & D. Neto & F. Dejonckheere, 2014. "Tocilizumab in the Treatment of Rheumatoid Arthritis: A Cost-Effectiveness Analysis in the UK," PharmacoEconomics, Springer, vol. 32(8), pages 775-787, August.
  6. David Neto & Sylvain Sardy, 2012. "Moments structure of ℓ 1 -stochastic volatility models," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1947-1952, October.
  7. Jaya Krishnakumar & David Neto, 2012. "Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 180-202, April.
  8. Neto, David, 2012. "Testing and estimating time-varying elasticities of Swiss gasoline demand," Energy Economics, Elsevier, vol. 34(6), pages 1755-1762.
  9. Jaya Krishnakumar & David Neto, 2011. "Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 40(1-2), pages 29-43, February.
  10. David Neto, 2006. "Dépendance non-monotone : Une application à la relation rendement-volume," Annals of Economics and Statistics, GENES, issue 82, pages 187-216.
  11. Avouyi-Dovi, S. & Neto, D., 2004. "Equity market interdependence: the relationship between European and US stock markets," Financial Stability Review, Banque de France, issue 4, pages 108-126, June.

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.

Articles

  1. Neto, David, 2014. "The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break," Economics Letters, Elsevier, vol. 125(2), pages 208-211.

    Cited by:

    1. Martin Falk & Xiang Lin, 2018. "Income elasticity of overnight stays over seven decades," Tourism Economics, , vol. 24(8), pages 1015-1028, December.

  2. Alex Diamantopoulos & A. Finckh & T. Huizinga & D. Sungher & L. Sawyer & D. Neto & F. Dejonckheere, 2014. "Tocilizumab in the Treatment of Rheumatoid Arthritis: A Cost-Effectiveness Analysis in the UK," PharmacoEconomics, Springer, vol. 32(8), pages 775-787, August.

    Cited by:

    1. Salah Ghabri & Laurent Lam & François Bocquet & Hans-Martin Spath, 2020. "Systematic Literature Review of Economic Evaluations of Biological Treatment Sequences for Patients with Moderate to Severe Rheumatoid Arthritis Previously Treated with Disease-Modifying Anti-rheumati," PharmacoEconomics, Springer, vol. 38(5), pages 459-471, May.
    2. Devin Incerti & Jeffrey R. Curtis & Jason Shafrin & Darius N. Lakdawalla & Jeroen P. Jansen, 2019. "A Flexible Open-Source Decision Model for Value Assessment of Biologic Treatment for Rheumatoid Arthritis," PharmacoEconomics, Springer, vol. 37(6), pages 829-843, June.

  3. Jaya Krishnakumar & David Neto, 2012. "Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 180-202, April.

    Cited by:

    1. Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 176, WU Vienna University of Economics and Business.
    2. Peter Sephton & Janelle Mann, 2013. "Threshold Cointegration: Model Selection with an Application," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 54-77.
    3. Feld, Lars P. & Köhler, Ekkehard A., 2015. "Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence," Freiburg Discussion Papers on Constitutional Economics 15/08, Walter Eucken Institut e.V..
    4. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
    5. Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016. "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 281-294.
    6. David Neto, 2015. "Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship," Empirical Economics, Springer, vol. 49(3), pages 909-928, November.

  4. Neto, David, 2012. "Testing and estimating time-varying elasticities of Swiss gasoline demand," Energy Economics, Elsevier, vol. 34(6), pages 1755-1762.

    Cited by:

    1. Barrientos, Jorge & Velilla, Esteban & Tobón Orozco, David & Villada, Fernando & López Lezama, Jesús M., 2018. "On the estimation of the price elasticity of electricity demand in the manufacturing industry of Colombia," Borradores del CIE 016025, Universidad de Antioquia - CIE.
    2. Neto, David, 2014. "The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break," Economics Letters, Elsevier, vol. 125(2), pages 208-211.
    3. Martin Falk & Xiang Lin, 2018. "Income elasticity of overnight stays over seven decades," Tourism Economics, , vol. 24(8), pages 1015-1028, December.
    4. Scott, K. Rebecca, 2013. "Demand and Price Uncertainty: Rational Habits in International Gasoline Demand," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt25q4w08n, Department of Agricultural & Resource Economics, UC Berkeley.
    5. David Neto, 2015. "Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship," Empirical Economics, Springer, vol. 49(3), pages 909-928, November.
    6. Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
    7. Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.

  5. Jaya Krishnakumar & David Neto, 2011. "Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 40(1-2), pages 29-43, February.

    Cited by:

    1. David Neto, 2015. "Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship," Empirical Economics, Springer, vol. 49(3), pages 909-928, November.

  6. Avouyi-Dovi, S. & Neto, D., 2004. "Equity market interdependence: the relationship between European and US stock markets," Financial Stability Review, Banque de France, issue 4, pages 108-126, June.

    Cited by:

    1. Clerc, L., 2007. "Understanding Asset Prices: Determinants and Policy Implications," Working papers 168, Banque de France.
    2. Georges Prat & David Le Bris, 2019. "Equity Risk Premium and Time Horizon: what do the French secular data say ?," EconomiX Working Papers 2019-8, University of Paris Nanterre, EconomiX.
    3. Amos Sodjahin & Claudia Champagne & Frank Coggins & Roland Gillet, 2017. "Leading or lagging indicators of risk? The informational content of extra-financial performance scores," Journal of Asset Management, Palgrave Macmillan, vol. 18(5), pages 347-370, September.
    4. Morten Balling & Ernest Gnan, 2013. "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.),50 Years of Money and Finance: Lessons and Challenges, chapter 5, pages 157-194, SUERF - The European Money and Finance Forum.

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