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Joakim Westerlund

Joakim Westerlund

D-Index & Metrics

Economics and Finance

D-Index
44
Citations
17671
World Ranking
1799
National Ranking
18

Overview

Joakim Westerlund is affiliated with Lund University in Sweden and specializes in the field of Economics, Econometrics, and Finance, with a particular focus on subfields such as Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability, Management Science and Operations Research, and Finance.

The main research topics of Westerlund's work include:

  • Spatial and Panel Data Analysis
  • Monetary Policy and Economic Impact
  • Fiscal Policy and Economic Growth
  • Energy, Environment, Economic Growth
  • Regional Economics and Spatial Analysis
  • Statistical Methods and Inference
  • Market Dynamics and Volatility

Westerlund has published papers in several academic venues where they have appeared multiple times. These include:

  • Journal of Applied Econometrics
  • Econometrics Journal
  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • Journal of Business and Economic Statistics

Recent publications by Joakim Westerlund encompass topics related to panel data models, structural breaks, and econometric methods. Some selected papers are:

  • "On the robustness of the pooled CCE estimator" (2020) published in Journal of Econometrics
  • "Testing and estimating structural breaks in time series and panel data in Stata" (2025) published in The Stata Journal Promoting communications on statistics and Stata
  • "Multiple Structural Breaks in Interactive Effects Panel Data Models" (2024) published in Journal of Applied Econometrics
  • "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19" (2022) published in Journal of Business and Economic Statistics
  • "Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere" (2020) published in Journal of Applied Econometrics

Westerlund frequently collaborates with several researchers, including:

  • Yiannis Karavias
  • Hande Karabiyik
  • Paresh Kumar Narayan
  • Yousef Kaddoura
  • Liangjun Su

Best Publications

  • Testing for error correction in panel data

    Joakim Westerlund

  • New Simple Tests for Panel Cointegration

    Joakim Westerlund

  • A panel bootstrap cointegration test

    Joakim Westerlund;David L. Edgerton

  • Panel cointegration tests of the Fisher effect

    Joakim Westerlund

  • A simple test for cointegration in dependent panels with structural breaks

    Joakim Westerlund;David L. Edgerton

  • Error–correction–based cointegration tests for panel data

    Damiaan Persyn;Joakim Westerlund

  • Statistik för Beteendevetare

    Elisabet Borg;Joakim Westerlund

  • Testing slope homogeneity in large panels with serial correlation

    Johan Blomquist;Johan Blomquist;Joakim Westerlund

  • Estimating the gravity model without gravity using panel data

    Joakim Westerlund;Fredrik Wilhelmsson

  • Testing for Panel Cointegration with Multiple Structural Breaks

    Joakim Westerlund

  • Testing for Predictability in Conditionally Heteroskedastic Stock Returns

    Joakim Westerlund;Paresh Narayan

  • Does the choice of estimator matter when forecasting returns

    Joakim Westerlund;Paresh Narayan

  • Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data

    Joakim Westerlund;Syed A. Basher

  • Introduktion till ekonometri

    Joakim Westerlund

  • Cross-sectional averages versus principal components ☆

    Joakim Westerlund;Joakim Westerlund;Jean-Pierre Urbain

  • Do oil prices predict economic growth? New global evidence

    Paresh Kumar Narayan;Susan Sunila Sharma;Wai Ching Poon;Joakim Westerlund

  • New improved tests for cointegration with structural breaks

    Joakim Westerlund;David L. Edgerton

  • A Panel CUSUM Test of the Null of Cointegration

    Joakim Westerlund

  • Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

    Yiannis Karavias;Paresh Narayan;Joakim Westerlund

  • Panicca: Panic on Cross-Section Averages

    Simon Reese;Joakim Westerlund;Joakim Westerlund

  • Panel Cointegration and the Monetary Exchange Rate Model

    Syed A. Basher;Joakim Westerlund

Frequent Co-Authors

Susan Sunila Sharma
Susan Sunila Sharma Deakin University
Rolf Larsson
Rolf Larsson Uppsala University
Lars-Gunnar Lundh
Lars-Gunnar Lundh Lund University
Eva Billstedt
Eva Billstedt University of Gothenburg
Seema Narayan
Seema Narayan Fiji National University
Jörg Breitung
Jörg Breitung University of Cologne
Erik Hollnagel
Erik Hollnagel Jönköping University
Sebastian Lundström
Sebastian Lundström University of Gothenburg
Darryl W. Eyles
Darryl W. Eyles University of Queensland

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