Andreas Joseph : Citation Profile


Are you Andreas Joseph?

Bank of England

4

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 14
   Journals where Andreas Joseph has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 4 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo331
   Updated: 2019-10-15    RAS profile: 2019-03-06    
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Relations with other researchers


Works with:

Osbat, Chiara (2)

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

Is cited by:

Cenedese, Gino (3)

Vermeulen, Robert (2)

Staehr, Karsten (2)

BOBEICA, Elena (2)

Joebges, Heike (2)

Ranaldo, Angelo (2)

Fiedor, Paweł (2)

Gaglianone, Wagner (1)

Stein, Ulrike (1)

Iqbal, Javed (1)

Vasios, Michalis (1)

Cites to:

Steel, Mark (6)

Ley, Eduardo (6)

Woerz, Julia (5)

Benkovskis, Konstantins (5)

Moral-Benito, Enrique (4)

Coeurdacier, Nicolas (3)

Harding, Matthew (3)

battiston, stefano (3)

Wang, Zhi (2)

Imbs, Jean (2)

Tkacevs, Olegs (2)

Main data


Where Andreas Joseph has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Andreas Joseph (2018 and 2017)


YearTitle of citing document
2019Shapley regressions: A framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Papers. RePEc:arx:papers:1903.04209.

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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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2018Nowcasting economic activity with electronic payments data: A predictive modeling approach. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1037.

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2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging. (2017). Cielinska, Olga ; Vasios, Michalis ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-23.

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2017Banks international asset portfolios: optimality, linkages and resilience. (2017). Amador, Joo ; Silva, Joo Falco . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-36.

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2017Euro-area derivatives markets: structure, dynamics and challenges. (2017). Ascolese, Mario ; Perez-Duarte, Sebastien ; Cerniauskas, Julius ; Skrzypczynski, Grzegorz ; Molino, Annalisa. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-28.

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2017The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29.

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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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2018Inflation Forecasting Using Machine Learning Methods. (2018). Baybuza, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:42-59.

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2017A New Insight into the World Economic Forum Global Risks. (2017). Evans, John ; Cantle, Neil ; Allan, Neil. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:2:p:185-197.

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2017Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate. (2017). Bholat, David ; Lund, Jakob ; Grundy, Katy ; Cai, Chris ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0688.

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2018The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Karvik, Geir-Are ; Beale, Daniel ; Worlidge, Jack ; Noss, Joseph. In: Bank of England working papers. RePEc:boe:boeewp:0743.

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2018Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Fullwood, Jonathan ; Massacci, Daniele . In: Bank of England working papers. RePEc:boe:boeewp:0744.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2019Shapley regressions: a framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Bank of England working papers. RePEc:boe:boeewp:0784.

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

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2017What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging. (2017). BOBEICA, Elena ; Benkovskis, Konstantins ; Zeugner, Stefan ; Bluhm, Benjamin ; Osbat, Chiara. In: Working Paper Series. RePEc:ecb:ecbwps:20172090.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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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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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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2018Could a national wage rule stabilize the current account and functional income distribution in the Euro area?. (2018). Joebges, Heike ; Logeay, Camille. In: FMM Working Paper. RePEc:imk:fmmpap:23-2018.

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2018The OFR Financial System Vulnerabilities Monitor. (2018). McLaughlin, Joe ; Parolin, Eric ; Minson, Adam ; Palmer, Nathan. In: Working Papers. RePEc:ofr:wpaper:18-01.

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2017Competitiveness of CESEE EU Member States: recent trends and prospects. (2017). Woerz, Julia ; Worz, Julia ; Schreiner, Josef ; Ritzberger-Grunwald, Doris. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2017:i:q3/17:b:2.

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2018A Thick ANN Model for Forecasting Inflation. (2018). Iqbal, Javed ; Hanif, Muhammad ; Mughal, Khurrum S. In: SBP Working Paper Series. RePEc:sbp:wpaper:99.

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2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł. In: ESRB Working Paper Series. RePEc:srk:srkwps:201872.

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2017Spatio-Temporal Patterns of the International Merger and Acquisition Network. (2017). Fagiolo, Giorgio ; Duenas, Marco ; Barigozzi, Matteo ; Mastrandrea, Rossana. In: LEM Papers Series. RePEc:ssa:lemwps:2017/13.

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2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: Working and Discussion Papers. RePEc:svk:wpaper:1048.

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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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2018OTC Premia. (2018). Cenedese, Gino ; Vasios, Michalis ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

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2019The anatomy of the euro area interest rate swap market. (2019). Scheicher, Martin ; Pelizzon, Loriana ; 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
2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter12
2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging.(2017) In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2017Machine learning at central banks In: Bank of England working papers.
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paper13
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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paper0

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