Martyna Marczak : Citation Profile


Are you Martyna Marczak?

Universität Hohenheim

5

H index

3

i10 index

59

Citations

RESEARCH PRODUCTION:

9

Articles

22

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 5
   Journals where Martyna Marczak has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 12 (16.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1308
   Updated: 2022-05-14    RAS profile: 2020-08-04    
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Relations with other researchers


Works with:

Beissinger, Thomas (6)

Proietti, Tommaso (5)

Wahl, Fabian (3)

Pfeifer, Gregor (3)

Hellier, Joel (2)

Grassi, Stefano (2)

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

Is cited by:

Beaudry, Paul (5)

Ericsson, Neil (5)

Galizia, Dana (5)

Portier, Franck (5)

Verona, Fabio (3)

Hall, Joshua (3)

Rossi, Barbara (3)

Matti, Josh (2)

Proietti, Tommaso (2)

Firgo, Matthias (2)

Wahl, Fabian (1)

Cites to:

Hendry, David (7)

Mitchell, James (7)

Beissinger, Thomas (7)

Matheson, Victor (6)

Harvey, Andrew (6)

Moradi, Alexander (6)

Aguiar-Conraria, Luís (6)

Proietti, Tommaso (5)

Rua, António (5)

Hunt, Jennifer (5)

Burda, Michael (5)

Main data


Where Martyna Marczak has published?


Journals with more than one article published# docs
Empirical Economics2

Working Papers Series with more than one paper published# docs
FZID Discussion Papers / University of Hohenheim, Center for Research on Innovation and Services (FZID)5
Hohenheim Discussion Papers in Business, Economics and Social Sciences / University of Hohenheim, Faculty of Business, Economics and Social Sciences5
CEIS Research Paper / Tor Vergata University, CEIS3
IZA Discussion Papers / Institute of Labor Economics (IZA)3
VfS Annual Conference 2016 (Augsburg): Demographic Change / Verein fr Socialpolitik / German Economic Association2

Recent works citing Martyna Marczak (2021 and 2020)


YearTitle of citing document
2020Putting the Cycle Back into Business Cycle Analysis. (2020). Galizia, Dana ; Beaudry, Paul ; Portier, Franck. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:1:p:1-47.

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2020Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2022Money is money: The economic impact of BerkShares. (2022). Zhou, Yang ; Matti, Josh. In: Ecological Economics. RePEc:eee:ecolec:v:192:y:2022:i:c:s0921800921003141.

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2020Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

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2020A strategic predictive distribution for tests of probabilistic calibration. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1380-1388.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2020Water runoff and economic activity: The impact of water supply shocks on growth. (2020). Russ, Jason. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:101:y:2020:i:c:s0095069620300450.

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2021Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers. (2021). Simkins, B J ; Popova, I ; Byers, J W. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000088.

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2021The causal economic effects of Olympic Games on host regions. (2021). Firgo, Matthias. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:88:y:2021:i:c:s0166046221000338.

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2020Cost-competitiveness and structural change in value chains – vertically-integrated analysis of the European automotive sector. (2020). Skrzypek, Jurand ; Grodzicki, Maciej J. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:276-287.

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2020BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl. (2020). Błażejowski, Marcin ; Kufel, Pawe ; Kwiatkowski, Jacek ; Baejowski, Marcin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:21-:d:361756.

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2021Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter. (2021). Rigatos, G. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10048-8.

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2020The economic impact of city–county consolidations: a synthetic control approach. (2020). Hall, Joshua ; Zhou, Yang ; Matti, Josh. In: Public Choice. RePEc:kap:pubcho:v:184:y:2020:i:1:d:10.1007_s11127-019-00699-z.

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2022Institutional implant and economic stagnation: a counterfactual study of Somalia. (2022). Zhou, Yang ; Hall, Joshua C ; Bonneau, Daniel D. In: Public Choice. RePEc:kap:pubcho:v:190:y:2022:i:3:d:10.1007_s11127-021-00947-1.

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2020Distribution of Wages in the Regions of the Czech Republic. (2020). Lajtkepova, Eva . In: ACTA VSFS. RePEc:prf:journl:v:14:y:2020:i:2:p:123-136.

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2020The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia. (2020). Aljifri, Ruqayya. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-27.

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2021Seasonality in High Frequency Time Series. (2021). Pedregal, Diego J ; Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:508.

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2021Short-term hotel room price effects of sporting events. (2021). Vieru, Markku ; Falk, Martin Thomas. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:3:p:569-588.

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2021The economic impacts of the 2018 Winter Olympics. (2021). Meng, Samuel ; Wood, Jeremy. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:7:p:1303-1322.

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2020Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

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2022Is Better Access to Mobile Networks Associated with Increased Mobile Money Adoption? Evidence from the Micro-data of Six Developing Countries. (2022). Yamamoto, Shinnosuke ; Naito, Hisahiro. In: Tsukuba Economics Working Papers. RePEc:tsu:tewpjp:2022-001.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2021Forecasting the production side of GDP. (2021). Steiner, Elizabeth ; Zullig, Gabriel ; Baurle, Gregor. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:458-480.

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2020Economic Activity, International Intervention, and Transitional Governance: A Comparative Case Study of Somalia. (2020). Hall, Joshua ; Bonneau, Daniel D. In: Working Papers. RePEc:wvu:wpaper:20-01.

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2020Divergence in labour force growth: Should wages and prices grow faster in Germany?. (2020). Hellier, Joel ; Beissinger, Thomas ; Marczak, Martyna. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:092020.

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Works by Martyna Marczak:


YearTitleTypeCited
2014Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach In: CREATES Research Papers.
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2016Outlier detection in structural time series models: The indicator saturation approach.(2016) In: International Journal of Forecasting.
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2014Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach.(2014) In: CEIS Research Paper.
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2014Outlier detection in structural time series models: The indicator saturation approach.(2014) In: FZID Discussion Papers.
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2015Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2015EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area In: CREATES Research Papers.
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2015EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area.(2015) In: CEIS Research Paper.
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paper
2017Euromind? D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area.(2017) In: Journal of Applied Econometrics.
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2015EuroMInd-D: A density estimate of monthly gross domestic product for the euro area.(2015) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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2018Illuminating the World Cup effect: Night lights evidence from South Africa In: Journal of Regional Science.
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2016Illuminating the world cup effect: Night lights evidence from South Africa.(2016) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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2016Illuminating the World Cup Effect: Night Lights Evidence from South Africa.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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2015Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis In: Economic Modelling.
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2012Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis.(2012) In: FZID Discussion Papers.
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2018A data-cleaning augmented Kalman filter for robust estimation of state space models In: Econometrics and Statistics.
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2016A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models.(2016) In: CEIS Research Paper.
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2015A data-cleaning augmented Kalman filter for robust estimation of state space models.(2015) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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2018Competitiveness at the Country-Sector Level: New Measures Based on Global Value Chains In: IZA Discussion Papers.
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2018Competitiveness at the country-sector level: New measures based on global value chains.(2018) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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2020Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany? In: IZA Discussion Papers.
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2020Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?.(2020) In: GLO Discussion Paper Series.
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2010Real Wages and the Business Cycle in Germany In: IZA Discussion Papers.
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2013Real wages and the business cycle in Germany.(2013) In: Empirical Economics.
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2010Real wages and the business cycle in Germany.(2010) In: FZID Discussion Papers.
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2017Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter In: Empirical Economics.
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2013Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter.(2013) In: FZID Discussion Papers.
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2016Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective In: Applied Economics Letters.
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2015Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective.(2015) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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2016Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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2019A class of periodic trend models for seasonal time series In: Journal of Forecasting.
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2012SPECTRAN, a set of Matlab programs for Spectral analysis In: FZID Discussion Papers.
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