Citation profile for Thomas Götz

Thomas Götz : Citation Profile

Deutsche Bundesbank

H index

i10 index

114

Citations

RESEARCH PRODUCTION:

Articles

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: 13.    Total self citations: 14 (10.94 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgt4
   Updated: 2024-01-16    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. (8)

Leiva-Leon, Danilo (5)

del Barrio Castro, Tomás (5)

Ankargren, Sebastian (5)

Barnett, William (5)

Chauvet, Marcelle (4)

Ferrara, Laurent (4)

Nguyen, Duc Khuong (4)

Simoni, Anna (4)

Cubadda, Gianluca (4)

Cites to:

Marcellino, Massimiliano (21)

Hecq, Alain (19)

Santa-Clara, Pedro (15)

Valkanov, Rossen (13)

Silvestrini, Andrea (12)

Clements, Michael (12)

Croushore, Dean (12)

Schumacher, Christian (11)

Reichlin, Lucrezia (11)

Galvão, Ana (11)

Diebold, Francis (11)

Main data

Where Thomas Götz has published?

Journals with more than one article published	# docs
Economics Letters	2
International Journal of Forecasting	2

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 Bundesbank	3
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)	2

Recent works citing Thomas Götz (2024 and 2023)

Year	Title of citing document
2023	Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers \|\| Download paper
2023	Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers \|\| Download paper
2023	Consumption 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. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Short 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. Full description at Econpapers \|\| Download paper
2023	Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143. Full description at Econpapers \|\| Download paper
2023	Comparing 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. Full description at Econpapers \|\| Download paper
2023	Tracking economic fluctuations with electricity consumption in Bangladesh. (2023). , Robert ; Arshad, Selvia. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002384. Full description at Econpapers \|\| Download paper
2023	The 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. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Could 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. Full description at Econpapers \|\| Download paper
2023	Comparing 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. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper

Works by Thomas Götz:

Year	Title	Type	Cited
2019	Granger Causality Testing in Mixed?Frequency VARs with Possibly (Co)Integrated Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	4
2018	Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2014	Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters. [Full Text][Citation analysis]	article	12
2013	Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12	paper
2021	An unconventional weekly economic activity index for Germany In: Economics Letters. [Full Text][Citation analysis]	article	10
2016	Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics. [Full Text][Citation analysis]	article	22
2014	Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22	paper
2015	Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22	paper
2015	Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22	paper
2016	Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting. [Full Text][Citation analysis]	article	4
2019	Google data in bridge equation models for German GDP In: International Journal of Forecasting. [Full Text][Citation analysis]	article	19
2017	Google data in bridge equation models for German GDP.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19	paper
2013	Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum. [Full Text][Citation analysis]	paper	11
2014	Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum. [Full Text][Citation analysis]	paper	1
2012	Real-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
2012	Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum. [Full Text][Citation analysis]	paper	18
2014	Forecasting Mixed?Frequency Time Series with ECM?MIDAS Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18	article
2018	Large mixed-frequency VARs with a parsimonious time-varying parameter structure In: Discussion Papers. [Full Text][Citation analysis]	paper	13