Katarzyna Łasak : Citation Profile


Are you Katarzyna Łasak?

Tinbergen Instituut

4

H index

3

i10 index

38

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 4
   Journals where Katarzyna Łasak has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (11.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla301
   Updated: 2020-05-16    RAS profile: 2019-01-29    
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Relations with other researchers


Works with:

Lucas, Andre (3)

Koopman, Siem Jan (3)

Velasco, Carlos (3)

Blasques, Francisco (3)

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

Is cited by:

Santucci de Magistris, Paolo (11)

Hartl, Tobias (4)

Ranaldo, Angelo (4)

Caporin, Massimiliano (4)

Weigand, Roland (4)

Johansen, Soren (3)

Heinemann, Alexander (2)

Rossi, Eduardo (2)

Angelini, Giovanni (2)

Smeekes, Stephan (2)

Hualde, Javier (2)

Cites to:

Johansen, Soren (14)

Velasco, Carlos (12)

Nielsen, Morten (11)

Robinson, Peter (11)

Hualde, Javier (9)

Granger, Clive (9)

Engle, Robert (8)

Lucas, Andre (6)

Koopman, Siem Jan (6)

Svensson, Lars (6)

Hassler, Uwe (6)

Main data


Where Katarzyna Łasak has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Katarzyna Łasak (2018 and 2017)


YearTitle of citing document
2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2019A Justification of Conditional Confidence Intervals. (2019). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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2018Forecasting aggregate claims using score‐driven time series models. (2018). Arozo, Mariana ; Eduardo, . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:354-374.

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2018Forecasting in the presence of in and out of sample breaks. (2018). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-014.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

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2018DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2020Observation Driven Long Run Equilibria. (2020). Lont, Johannes ; Asak, Katarzyna. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09903-0.

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2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: Discussion Papers. RePEc:not:notgts:19/01.

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2018The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model. (2018). Koopman, Siem Jan ; Lit, R ; Gorgi, P. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180009.

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2018DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Research Memorandum. RePEc:unm:umagsb:2017023.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: EMF Research Papers. RePEc:wrk:wrkemf:29.

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Works by Katarzyna Łasak:


YearTitleTypeCited
2008Likelihood based testing for no fractional cointegration In: CREATES Research Papers.
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paper11
2010Likelihood based testing for no fractional cointegration.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 11
article
2008Maximum likelihood estimation of fractionally cointegrated systems In: CREATES Research Papers.
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paper10
2013Fractional cointegration rank estimation In: CREATES Research Papers.
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paper7
2015Fractional Cointegration Rank Estimation.(2015) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 7
article
2014Fractional Cointegration Rank Estimation.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2014On an Estimation Method for an Alternative Fractionally Cointegrated Model In: CREATES Research Papers.
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paper0
2014On an Estimation Method for an Alternative Fractionally Cointegrated Model.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article10
2015In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2015In-Sample Bounds for Time-Varying Parameters of Observation Driven Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0

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