Catherine Doz : Citation Profile


Are you Catherine Doz?

Université Paris 1 (Panthéon-Sorbonne) (50% share)
Paris School of Economics (50% share)

4

H index

3

i10 index

610

Citations

RESEARCH PRODUCTION:

7

Articles

9

Papers

RESEARCH ACTIVITY:

   21 years (1991 - 2012). See details.
   Cites by year: 29
   Journals where Catherine Doz has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 7 (1.13 %)

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   Permalink: http://citec.repec.org/pdo117
   Updated: 2021-03-27    RAS profile: 2019-12-05    
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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 Catherine Doz.

Is cited by:

Giannone, Domenico (34)

Koopman, Siem Jan (24)

Reichlin, Lucrezia (23)

Luciani, Matteo (19)

Marcellino, Massimiliano (19)

Ferrara, Laurent (17)

Barigozzi, Matteo (15)

Poncela, Pilar (12)

Modugno, Michele (12)

Banbura, Marta (11)

Otrok, Christopher (10)

Cites to:

Reichlin, Lucrezia (16)

Giannone, Domenico (12)

Engle, Robert (8)

Sentana, Enrique (7)

Hansen, Lars (6)

Shephard, Neil (5)

Forni, Mario (5)

Rothschild, Michael (4)

Sala, Luca (4)

Bai, Jushan (4)

Harvey, Andrew (4)

Main data


Where Catherine Doz has published?


Journals with more than one article published# docs
conomie et Prvision4

Working Papers Series with more than one paper published# docs
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise3

Recent works citing Catherine Doz (2021 and 2020)


YearTitle of citing document
2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2020Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2020Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2020Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

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2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2020A Suggestion for a Dynamic Multi Factor Model (DMFM). (2020). Tavlas, George ; Hall, Stephen ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:282.

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2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

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2020Nowcasting German GDP. (2020). Strohsal, Till ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Senftleben-Konig, Charlotte Charlotte ; Andreini, Paolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14323.

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2020Forecasting Macroeconomic Risks. (2020). Adams, Patrick ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14436.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Daily tracker of global economic activity: a close-up of the COVID-19 pandemic. (2020). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perezquiros, Gabriel . In: Working Paper Series. RePEc:ecb:ecbwps:20202505.

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2021Two sample tests for high-dimensional autocovariances. (2021). Gates, Katheleen M ; Baek, Changryong ; Pipiras, Vladas ; Leinwand, Benjamin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301584.

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2021Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis. (2021). Lee, Changhyun ; Kwark, Noh-Sun. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:351-369.

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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

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2020Threshold factor models for high-dimensional time series. (2020). Chen, Rong ; Liu, Xialu. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:53-70.

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2020Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (2020). Cui, Guowei ; Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:327-353.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2021Detecting granular time series in large panels. (2021). Mesters, Geert ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:544-561.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2020Forecasting Macroeconomic Risks. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: Staff Reports. RePEc:fip:fednsr:87480.

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2021Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz ; Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.

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2020Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543.

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2020Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2020Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09912-z.

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2021Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors. (2021). Yazgan, Ege ; Soybilgen, Bari. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10083-5.

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2020Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes. (2020). Sierra, Lya Paola ; Senra, Eva ; Poncela, Pilar. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-019-09564-4.

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2020Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis. In: NBER Working Papers. RePEc:nbr:nberwo:27482.

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2020A non-hierarchical dynamic factor model for three-way data. (2020). Pinheiro, Maximiano ; Dias, Francisco ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w202007.

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2020Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices. (2020). Zagidullina, Aygul ; Pohlmeier, Winfried ; Daniele, Maurizio. In: Working Paper series. RePEc:rim:rimwps:20-03.

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2020A fragmented-periodogram approach for clustering big data time series. (2020). Crato, Nuno ; Caiado, Jorge ; Poncela, Pilar. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:1:d:10.1007_s11634-019-00365-8.

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2020Including news data in forecasting macro economic performance of China. (2020). Torkar, Miha ; Lunde, Asger. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:4:d:10.1007_s10287-020-00382-5.

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2020Nowcasting Finnish real economic activity: a machine learning approach. (2020). Fornaro, Paolo ; Luomaranta, Henri. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01809-y.

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2021Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data. (2020). Koopman, Siem Jan ; Hoogerkamp, Meindert Heres ; Blasques, Francisco ; van De, Ilka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200078.

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2020Nowcasting in Real Time Using Popularity Priors. (2020). Zhao, Yongchen ; Monokroussos, George. In: Working Papers. RePEc:tow:wpaper:2020-01.

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2020Nowcasting Economic Activity in Times of COVID-19 : An Approximation from the Google Community Mobility Report. (2020). Sampi, James ; Jooste, Charl ; Ezequiel, James Robert. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9247.

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2020The credit composition of global liquidity. (2020). Ochsner, Christian ; Herwartz, Helmut ; Rohloff, Hannes. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:409.

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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20205.

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2020A comment on the dynamic factor model with dynamic factors. (2020). Ruiz, Esther ; Poncela, Pilar. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20207.

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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:202014.

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Works by Catherine Doz:


YearTitleTypeCited
2004Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation In: CIRANO Working Papers.
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paper4
2004Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation.(2004) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 4
paper
1993Var models and short term forecasting In: CEPREMAP Working Papers (Couverture Orange).
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paper0
2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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paper299
2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 299
paper
2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 299
article
2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
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paper277
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 277
article
2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 277
paper
1998Analyse factorielle dynamique : Test du nombre de facteurs, estimation, et application à lenquête de conjoncture dans lindustrie In: THEMA Working Papers.
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paper2
1998Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a lenquete de conjoncture dans lindustrie..(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1991Vingt ans de prévisions macro-économiques : une évaluation sur données françaises In: Économie et Prévision.
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article5
1992Modèles VAR et prévisions à court terme In: Économie et Prévision.
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article4
1993Note sur les tests de rationalité des prévisions In: Économie et Prévision.
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article2
1995Décomposition tendance-cycle : estimations par des méthodes statistiques univariées In: Économie et Prévision.
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article1
2006Factor Stochastic Volatility in Mean Models: A GMM Approach In: Econometric Reviews.
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article16

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