Peter Exterkate : Citation Profile


Are you Peter Exterkate?

University of Sydney (99% share)
Aarhus Universitet (1% share)

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 4
   Journals where Peter Exterkate has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (12.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pex2
   Updated: 2020-01-18    RAS profile: 2017-06-08    
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Relations with other researchers


Works with:

Groenen, Patrick (3)

van Dijk, Dick (3)

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

Is cited by:

Koopman, Siem Jan (5)

van der Wel, Michel (3)

Fernandes, Marcelo (3)

Smeekes, Stephan (2)

Kristensen, Johannes (2)

Chague, Fernando (2)

Giovannelli, Alessandro (1)

Lucas, Andre (1)

Moder, Isabella (1)

Volkova, Nataliya (1)

Küçüksaraç, Doruk (1)

Cites to:

Ng, Serena (9)

van Dijk, Dick (7)

Watson, Mark (7)

Stock, James (7)

Medeiros, Marcelo (6)

Diebold, Francis (6)

Teräsvirta, Timo (6)

Ludvigson, Sydney (5)

Minea, Alexandru (5)

Reichlin, Lucrezia (5)

Giannone, Domenico (5)

Main data


Where Peter Exterkate has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute3

Recent works citing Peter Exterkate (2018 and 2017)


YearTitle of citing document
2019Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12752.

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2017ECB Monetary Policy Actions and the Economic Conditions of a Non-Euro Member: The Case of Croatia. (2017). Edmond, Berisha . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:10:n:6.

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2017Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20172095.

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2018Sparse polynomial chaos expansion based on D-MORPH regression. (2018). Cheng, Kai ; Lu, Zhenzhou. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:323:y:2018:i:c:p:17-30.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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2017Forecasting the Brazilian yield curve using forward-looking variables. (2017). Fernandes, Marcelo ; Chague, Fernando ; Vieira, Fausto . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:121-131.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

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2019A New “Big Data” Index of U.S. Economic Activity. (2019). Brave, Scott ; Kelley, David ; Butters, Andrew R. In: Economic Perspectives. RePEc:fip:fedhep:00034.

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2018Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks. (2018). Moudiki, Thierry ; Cousin, Areski ; Planchet, Frederic. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:22-:d:135814.

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2019Another 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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2018Quarterly Projection Model for Croatia. (2018). Ravnik, Rafael ; Bokan, Nikola . In: Surveys. RePEc:hnb:survey:34.

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2018ИСПОЛЬЗОВАНИЕ МЕТОДОВ ГРЕБНЕВОЙ РЕГРЕССИИ ПРИ ОБЪЕДИНЕНИИ ПРОГНОЗОВ // THE APPLICATION OF RIDGE REGRESSION METHODS WHEN COMBINING FORECASTS. (2018). Frenkel, A ; Э. Романюк И., ; А. Сурков А., ; Н. Волкова Н., ; А. Френкель А., ; Romanyuk, E ; Surkov, A ; Volkova, N. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:4:p:6-17.

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The Interaction between Yield Curve and Macroeconomic Factors. (2018). Küçüksaraç, Doruk ; Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Cepni, Oguzhan. In: CBT Research Notes in Economics. RePEc:tcb:econot:1802.

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2018“Duty” and “Blame” in Russian Official Symbolic Representations of Sovereignty (1994-2018). (2018). Akopov, Sergei V. In: HSE Working papers. RePEc:hig:wpaper:61/ps/2018.

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Works by Peter Exterkate:


YearTitleTypeCited
2012Model Selection in Kernel Ridge Regression In: CREATES Research Papers.
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paper0
2013Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression In: CREATES Research Papers.
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paper6
2016Nonlinear forecasting with many predictors using kernel ridge regression.(2016) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 6
article
2011Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2017A regime-switching stochastic volatility model for forecasting electricity prices In: CREATES Research Papers.
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paper0
2017A regime-switching stochastic volatility model for forecasting electricity prices.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach In: Economic Systems.
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article3
2010Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model In: Econometric Institute Research Papers.
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paper20
2013Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model.(2013) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 20
article
2011Sparse and Robust Factor Modelling In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper5
2011Modelling Issues in Kernel Ridge Regression In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0

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