Lasse Bork : Citation Profile


Are you Lasse Bork?

Aalborg Universitet

5

H index

5

i10 index

121

Citations

RESEARCH PRODUCTION:

4

Articles

6

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 8
   Journals where Lasse Bork has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 5 (3.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo460
   Updated: 2024-04-18    RAS profile: 2024-04-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Lasse Bork.

Is cited by:

GUPTA, RANGAN (32)

Wohar, Mark (8)

Cepni, Oguzhan (7)

Chernis, Tony (5)

André, Christophe (4)

Drachal, Krzysztof (4)

D'Agostino, Antonello (4)

Osbat, Chiara (4)

Lau, Chi Keung (4)

Sekkel, Rodrigo (4)

Modugno, Michele (4)

Cites to:

Reichlin, Lucrezia (27)

Forni, Mario (19)

Lippi, Marco (14)

Giannone, Domenico (14)

Hallin, Marc (10)

Watson, Mark (9)

Rogoff, Kenneth (7)

Rossi, Barbara (7)

Ng, Serena (6)

West, Kenneth (6)

Sims, Christopher (4)

Main data


Where Lasse Bork has published?


Recent works citing Lasse Bork (2024 and 2023)


YearTitle of citing document
2023Active labour market policies for the long-term unemployed: New evidence from causal machine learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: Papers. RePEc:arx:papers:2106.10141.

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2023On foreign drivers of emerging markets fluctuations. (2023). Lorca, Jorge ; Bajraj, Gent ; Wlasiuk, Juan M. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003450.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023The relationship between social media sentiment and house prices in China: Evidence from text mining and wavelet analysis. (2023). Hong, Jingke ; Shao, Jin ; Yan, Xiaochen ; Wang, Xianzhu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005846.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

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2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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2023Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x.

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2023Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122.

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Works by Lasse Bork:


YearTitleTypeCited
2009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach In: CREATES Research Papers.
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paper15
2009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach.(2009) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2009Identification of Macroeconomic Factors in Large Panels In: CREATES Research Papers.
[Full Text][Citation analysis]
paper13
2008Identification of Macroeconomic Factors in Large Panels.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2012Housing price forecastability: A factor analysis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper16
2018Housing Price Forecastability: A Factor Analysis.(2018) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2016A New Index of Housing Sentiment In: CREATES Research Papers.
[Full Text][Citation analysis]
paper30
2020A New Index of Housing Sentiment.(2020) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2015Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection In: International Journal of Forecasting.
[Full Text][Citation analysis]
article46
2022Aggregation bias in tests of the commodity currency hypothesis In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1

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