Thomas Götz : Citation Profile


Are you Thomas Götz?

Deutsche Bundesbank

6

H index

6

i10 index

94

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 10
   Journals where Thomas Götz has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 14 (12.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgt4
   Updated: 2023-01-28    RAS profile: 2022-05-17    
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Relations with other researchers


Works with:

Knetsch, Thomas (2)

Hecq, Alain (2)

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 (14)

Miller, J. (8)

Ankargren, Sebastian (5)

del Barrio Castro, Tomás (5)

Cubadda, Gianluca (4)

Ferrara, Laurent (4)

Barnett, William (4)

Simoni, Anna (4)

Leiva-Leon, Danilo (4)

Motegi, Kaiji (3)

Bastianin, Andrea (3)

Cites to:

Marcellino, Massimiliano (21)

Hecq, Alain (19)

Santa-Clara, Pedro (15)

Valkanov, Rossen (13)

Clements, Michael (12)

Croushore, Dean (12)

Silvestrini, Andrea (12)

Urbain, Jean-Pierre (11)

Galvão, Ana (11)

Schumacher, Christian (11)

Diebold, Francis (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 (2022 and 2021)


YearTitle of citing document
2022When 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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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2021Electricity Consumption and Economic Growth in Turkey: A Mixed Frequency Var Approach. (2021). Berument, Hakan M ; Dogan, Nukhet ; Berksun, Dilara. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:95-108.

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2022Obtaining consistent time series from Google Trends. (2022). Martínez, Isabel ; Sax, Christoph ; Martinez, Isabel Z ; Indergand, Ronald ; Eichenauer, Vera Z. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2022Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Mohrle, Sascha ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2022A babel of web-searches: Googling unemployment during the pandemic. (2022). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Caperna, Giulio. In: Labour Economics. RePEc:eee:labeco:v:74:y:2022:i:c:s0927537121001329.

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2022Impact of the COVID-19 event on U.S. banks’ financial soundness. (2022). Dunbar, Kwamie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001410.

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2022.

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2021A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Shobande, Olatunji ; Enemona, Joseph Onuche. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659.

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2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc.

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2021Forecasting tourist arrivals: Google Trends meets mixed-frequency data. (2021). Havranek, Tomas ; Zeynalov, Ayaz. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:1:p:129-148.

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2021Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

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2021Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:627.

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2022Measuring real activity using a weekly economic index. (2022). Trivedi, Mihir ; Stock, James H ; Mertens, Karel ; Lewis, Daniel J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:667-687.

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Works by Thomas Götz:


YearTitleTypeCited
2019Granger Causality Testing in Mixed?Frequency VARs with Possibly (Co)Integrated Processes In: Journal of Time Series Analysis.
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article1
2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2014Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters.
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article11
2013Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum.
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This paper has another version. Agregated cites: 11
paper
2021An unconventional weekly economic activity index for Germany In: Economics Letters.
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article4
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
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article17
2014Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2015Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
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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article16
2017Google data in bridge equation models for German GDP.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
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 another version. Agregated cites: 1
paper
2012Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum.
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paper17
2014Forecasting Mixed?Frequency Time Series with ECM?MIDAS Models.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure In: Discussion Papers.
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paper12

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