Thomas Götz : Citation Profile


Are you Thomas Götz?

Deutsche Bundesbank

7

H index

6

i10 index

114

Citations

RESEARCH PRODUCTION:

5

Articles

11

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 12
   Journals where Thomas Götz has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 13 (10.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgt4
   Updated: 2024-11-08    RAS profile: 2023-10-02    
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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 Thomas Götz.

Is cited by:

Hecq, Alain (15)

Miller, J. (6)

Leiva-Leon, Danilo (5)

Ankargren, Sebastian (5)

del Barrio Castro, Tomás (5)

Barnett, William (5)

Cubadda, Gianluca (4)

Chauvet, Marcelle (4)

Simoni, Anna (4)

Ferrara, Laurent (4)

Lehmann, Robert (4)

Cites to:

Marcellino, Massimiliano (24)

Valkanov, Rossen (23)

Hecq, Alain (23)

Santa-Clara, Pedro (17)

Silvestrini, Andrea (15)

Clements, Michael (13)

Schumacher, Christian (13)

Croushore, Dean (12)

Galvão, Ana (12)

Diebold, Francis (11)

Reichlin, Lucrezia (11)

Main data


Where Thomas Götz has published?


Journals with more than one article published# docs
Economics Letters2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)5
Discussion Papers / Deutsche Bundesbank3
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2

Recent works citing Thomas Götz (2024 and 2023)


YearTitle of citing document
2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23.

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2023.

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2024EXPLORING THE RELATIONSHIP BETWEEN GOOGLE TRENDS AND CRYPTOCURRENCY METRICS. (2024). Sava, Raluca ; Mrginean, Silvia Cristina ; Ortean, Ramona. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:368-379.

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2023Short and Variable Lags. (2023). Duarte, Joao ; Carvalho, Vasco ; Ortiz, A ; Moura, A S ; Hansen, S ; Corsetti, G ; Buda, G ; Rodrigo, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2321.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023Tracking economic fluctuations with electricity consumption in Bangladesh. (2023). , Robert ; Arshad, Selvia. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002384.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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2023Could Cryptocurrency Policy Uncertainty Facilitate U.S. Carbon Neutrality?. (2023). Zhang, Weike ; Chang, Hsu-Ling ; Song, Yuru ; Su, Chi-Wei ; Qin, Meng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7479-:d:1138222.

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2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

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2023.

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2024Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Kozyrev, Boris ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749.

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2023.

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Works by Thomas Götz:


YearTitleTypeCited
2014Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters.
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article12
2013Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum.
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This paper has nother version. Agregated cites: 12
paper
2021An unconventional weekly economic activity index for Germany In: Economics Letters.
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article17
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
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article24
2014Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2015Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2016Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting.
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article4
2019Google data in bridge equation models for German GDP In: International Journal of Forecasting.
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article25
2017Google data in bridge equation models for German GDP.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes In: MPRA Paper.
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paper0
2013Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum.
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paper11
2014Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum.
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paper1
2012Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data).(2012) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum.
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paper7
2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure In: Discussion Papers.
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paper13

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