Andreas Joseph : Citation Profile


Are you Andreas Joseph?

Bank of England

5

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

1

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 12
   Journals where Andreas Joseph has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 8 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo331
   Updated: 2020-10-17    RAS profile: 2020-05-29    
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Relations with other researchers


Works with:

Osbat, Chiara (2)

Gabbi, Giampaolo (2)

Vasios, Michalis (2)

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

Is cited by:

Ranaldo, Angelo (4)

BOBEICA, Elena (3)

Vasios, Michalis (3)

Cenedese, Gino (3)

Staehr, Karsten (2)

Fiedor, Paweł (2)

Schmukler, Sergio (2)

Huneeus, Federico (2)

PARLAPIANO, FABIO (2)

Pelizzon, Loriana (2)

Osbat, Chiara (2)

Cites to:

Steel, Mark (6)

Ley, Eduardo (6)

Imbs, Jean (5)

Vasios, Michalis (5)

Woerz, Julia (5)

Benkovskis, Konstantins (5)

Taylor, Alan (5)

Aikman, David (4)

Moral-Benito, Enrique (4)

Stulz, René (4)

Kapadia, Sujit (4)

Main data


Where Andreas Joseph has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Andreas Joseph (2020 and 2019)


YearTitle of citing document
2020Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04.

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2020Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2019Liquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach. (2019). Leblanc, Guillaume Ouellet ; Fan, Chen ; Arora, Rohan. In: Staff Analytical Notes. RePEc:bca:bocsan:19-7.

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2020Quality checks on granular banking data: an experimental approach based on machine learning?. (2020). la Ganga, Barbara ; di Lucido, Marco ; Buzzi, Maria Rosaria ; Zambuto, Fabio ; Maddaloni, Pasquale ; Costanzo, Giuseppe ; Papale, Fabio ; Svezia, Emiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_547_20.

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2019Corporate default forecasting with machine learning. (2019). PARLAPIANO, FABIO ; Viggiano, Gianluca ; Narizzano, Simone ; Moscatelli, Mirko. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1256_19.

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2019The use of big data analytics and artificial intelligence in central banking – An overview. (2019). Tissot, Bruno ; Zulen, Alvin Andhika ; Widjanarti, Anggraini ; Ari, Hidayah Dhini ; Wibisono, Okiriza. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-01.

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2019Nowcasting New Zealand GDP using machine learning algorithms. (2019). Vehbi, Tugrul ; van Florenstein, Thomas ; Richardson, Adam. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-15.

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2019Mind the data gap: commercial property prices for policy. (2019). Tissot, Bruno ; Szemere, Robert ; Konuku, Duygu ; Deryol, Ezgi. In: IFC Reports. RePEc:bis:bisifr:8.

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2020Forecasting Inflation in Russia Using Neural Networks. (2020). Pavlov, Evgeny. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:57-73.

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2019Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Bank of England working papers. RePEc:boe:boeewp:0779.

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2019Predicting bank distress in the UK with machine learning. (2019). Suss, Joel ; Treitel, Henry. In: Bank of England working papers. RePEc:boe:boeewp:0831.

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2019The language of rules: textual complexity in banking reforms. (2019). Walczak, Eryk ; Patel, Rajan ; Garbarino, Nicola ; Brookes, James ; Amadxarif, Zahid. In: Bank of England working papers. RePEc:boe:boeewp:0834.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2019The direction and intensity of China’s monetary policy conduct : A dynamic factor modelling approach. (2019). Tsang, Andrew ; Funke, Michael. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_008.

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2020Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

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2020Financing Firms in Hibernation during the COVID-19 Pandemic. (2020). Schmukler, Sergio ; Larrain, Mauricio ; Huneeus, Federico ; Didier, Tatiana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:880.

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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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2020Financing Firms in Hibernation during the COVID-19 Pandemic. (2020). Schmukler, Sergio ; Larrain, Mauricio ; Huneeus, Federico ; Didier, Tatiana. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2233.

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2020Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder. (2020). Heijmans, Ronald ; Sabetti, Leonard. In: DNB Working Papers. RePEc:dnb:dnbwpp:681.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: Working Paper Series. RePEc:ecb:ecbwps:20192242.

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2020Random forest versus logit models: which offers better early warning of fiscal stress?. (2020). Jarmulska, Barbara. In: Working Paper Series. RePEc:ecb:ecbwps:20202408.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2019Bagged neural networks for forecasting Polish (low) inflation. (2019). Szafranek, Karol. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1042-1059.

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2020OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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2019FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio. In: CAMA Working Papers. RePEc:een:camaaa:2019-18.

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2020Financing and Fiscality in the Context of Artificial Intelligence at the Global Level. (2020). Manta, Otilia. In: European Journal of Marketing and Economics. RePEc:eur:ejmejr:81.

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2020Machine Learning, the Treasury Yield Curve and Recession Forecasting. (2020). Tucker, Adam ; Puglia, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-38.

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2019Energy and Environmental Flows: Do Most Financialised Countries within the Mediterranean Area Export Unsustainability?. (2019). Gabbi, Giampaolo ; Ruzzenenti, Franco ; Vozzella, Pietro . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3736-:d:246703.

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2020Making a Breach: The Incorporation of Agent-Based Models into the Bank of Englands Toolkit. (2020). Plassard, Romain. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-30.

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2019Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England. (2019). Barwell, Richard ; Chadha, Jagjit S. In: National Institute of Economic and Social Research (NIESR) Occasional Papers. RePEc:nsr:niesro:58.

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2020What drives export market shares? It depends! An empirical analysis using Bayesian model averaging. (2020). BOBEICA, Elena ; Benkovskis, Konstantins ; Zeugner, S ; Osbat, C ; Bluhm, B. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01727-z.

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2019Machine Learning vs Traditional Forecasting Methods: An Application to South African GDP. (2019). Martin, Lisa-Cheree. In: Working Papers. RePEc:sza:wpaper:wpapers326.

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2019Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal. (2019). Vause, Nicholas ; Ranaldo, Angelo ; Breedon, Francis ; Chen, Louisa. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:12.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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Works by Andreas Joseph:


YearTitleTypeCited
2014Cross-border Portfolio Investment Networks and Indicators for Financial Crises In: Papers.
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paper8
2014Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics In: Papers.
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paper2
2015Interactions between financial and environmental networks in OECD countries In: Papers.
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paper1
2015Interactions between Financial and Environmental Networks in OECD Countries.(2015) In: PLOS ONE.
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This paper has another version. Agregated cites: 1
article
2020Parametric inference with universal function approximators In: Papers.
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paper5
2020Parametric inference with universal function approximators.(2020) In: Bank of England working papers.
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This paper has another version. Agregated cites: 5
paper
2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging In: IFC Bulletins chapters.
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chapter17
2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging.(2017) In: Bank of England Financial Stability Papers.
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This paper has another version. Agregated cites: 17
paper
2017Machine learning at central banks In: Bank of England working papers.
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paper23
2019OTC microstructure in a period of stress: a multi‑layered network approach In: Bank of England working papers.
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paper0
2019All you need is cash: corporate cash holdings and investment after the financial crisis In: Bank of England working papers.
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paper2
2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach In: Bank of England working papers.
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paper5
2015Compendium on the diagnostic toolkit for competitiveness In: Occasional Paper Series.
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paper8
2016How you export matters: the disassortative structure of international trade In: Working Paper Series.
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paper1

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