Andreas Joseph : Citation Profile


Are you Andreas Joseph?

Bank of England

4

H index

2

i10 index

57

Citations

RESEARCH PRODUCTION:

1

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 9
   Journals where Andreas Joseph has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 6 (9.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo331
   Updated: 2020-08-09    RAS profile: 2020-05-29    
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Relations with other researchers


Works with:

Osbat, Chiara (2)

Gabbi, Giampaolo (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)

Cenedese, Gino (3)

Vasios, Michalis (2)

Vermeulen, Robert (2)

Fiedor, Paweł (2)

BOBEICA, Elena (2)

Pelizzon, Loriana (2)

Joebges, Heike (2)

Staehr, Karsten (2)

PARLAPIANO, FABIO (2)

Zhou, Wei-Xing (1)

Cites to:

Ley, Eduardo (6)

Steel, Mark (6)

Imbs, Jean (5)

Benkovskis, Konstantins (5)

Woerz, Julia (5)

Stulz, René (4)

Rey, Helene (4)

Taylor, Alan (4)

Moral-Benito, Enrique (4)

Reinhart, Carmen (3)

Coeurdacier, Nicolas (3)

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
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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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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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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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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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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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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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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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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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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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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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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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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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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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). Zeugner, S ; Osbat, C ; Bobeica, E ; Bluhm, B ; Benkovskis, K. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01727-z.

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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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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.
[Full Text][Citation analysis]
paper4
2019Shapley regressions: a framework for statistical inference on machine learning models.(2019) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter15
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: 15
paper
2017Machine learning at central banks In: Bank of England working papers.
[Full Text][Citation analysis]
paper18
2019All you need is cash: corporate cash holdings and investment after the financial crisis In: Bank of England working papers.
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paper0
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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paper0
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.
[Full Text][Citation analysis]
paper1

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