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David A. Bessler

Global rank #4073 95%

Institution: Texas A&M University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1983

Most Recent: 2017

RePEc ID: pbe1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.67 0.00 1.17
All Time 0.00 3.69 14.08 0.00 24.30

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 23.56

Publications (23)

Year Article Journal Tier Authors
2017 Stock returns and interest rates in China: the prequential approach Applied Economics C 2
2016 Food environment in the United States as a complex economic system Food Policy B 3
2011 Dynamic linkages among equity markets: local versus basket currencies Applied Economics C 3
2009 Market integration among electricity markets and their major fuel source markets Energy Economics A 2
2009 Disproving Causal Relationships Using Observational Data* Oxford Bulletin of Economics and Statistics B 3
2008 Price interactions and discovery among natural gas spot markets in North America Energy Policy B 3
2007 Time-varying threshold cointegration and the law of one price Applied Economics C 3
2006 Price dynamics among U.S. electricity spot markets Energy Economics A 3
2005 A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA Econometric Theory B 2
2004 Prequential analysis of stock market returns Applied Economics C 2
2004 Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination International Journal of Forecasting B 2
2004 Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs Southern Economic Journal C 3
2003 The structure of interdependence in international stock markets Journal of International Money and Finance B 2
2000 On milk prices in Kyrgyzstan Applied Economics C 3
1997 Cointegration: implications for the market efficiencies of the high fructose corn syrup and refined sugar markets Applied Economics C 2
1994 Economic forecasting in agriculture: Discussion International Journal of Forecasting B 1
1992 Testing for Granger's Full Causality. Review of Economics and Statistics A 2
1992 An analysis of forecasts of livestock prices Journal of Economic Behavior and Organization B 2
1990 Forecasting monthly cotton price: Structural and time series approaches International Journal of Forecasting B 2
1990 A note on Chinese rice prices: Interior markets, 1928-1931 Explorations in Economic History B 1
1985 A comparison of multivariate forecasting procedures for economic time series International Journal of Forecasting B 2
1984 Additional evidence on money and prices: U.S. data 1870-1913 Explorations in Economic History B 1
1983 Expectations in Bulk Ocean Shipping: An Application of Autoregressive Modeling. Review of Economics and Statistics A 2