Igor Masten : Citation Profile

Are you Igor Masten?

Univerza v Ljubljani

9

H index

9

i10 index

477

Citations

RESEARCH PRODUCTION:

12

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 31
   Journals where Igor Masten has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 17 (3.44 %)

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   Permalink: http://citec.repec.org/pma268
   Updated: 2022-05-14    RAS profile: 2018-10-29    
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Relations with other researchers

Works with:

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

Is cited by:

Marcellino, Massimiliano (24)

Schumacher, Christian (23)

Eickmeier, Sandra (16)

Combes, Jean-Louis (13)

Kabundi, Alain (11)

GUPTA, RANGAN (10)

Ebeke, Christian Hubert (8)

Darné, Olivier (8)

Horvath, Roman (7)

Bystrov, Victor (7)

Breitung, Jörg (7)

Cites to:

Marcellino, Massimiliano (24)

Watson, Mark (20)

Stock, James (15)

Calvo, Guillermo (15)

Jazbec, Bostjan (14)

coricelli, fabrizio (14)

Goldberg, Linda (14)

Campa, Jose (14)

juselius, katarina (13)

Johansen, Soren (12)

Bai, Jushan (10)

Main data

Where Igor Masten has published?

Working Papers Series with more than one paper published# docs
Economics Working Papers / European University Institute3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL3
Discussion Papers / Department of Economics, University of Birmingham3
RSCAS Working Papers / European University Institute2

Recent works citing Igor Masten (2021 and 2020)

YearTitle of citing document
2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2021Modeling the Relation of Financial Integration-Economic Growth with GMM and QR Methods. (2021). Tekin, Bilgehan. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:8:p:32-47.

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2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2020How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2021Real income convergence and the patterns of financial integration in the EU. (2021). cavallaro, eleonora ; Villani, Ilaria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302229.

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2020Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Zinde-Walsh, Victoria ; Galbraith, John W. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:609-632.

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2020Estimation and inference of change points in high-dimensional factor models. (2020). Han, XU ; Bai, Jushan ; Shi, Yutang . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:66-100.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Evaluating restricted common factor models for non-stationary data. (2021). Fachin, Stefano ; Di Iorio, Francesca. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2021ALICE: Composite leading indicators for euro area inflation cycles. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:687-707.

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2021Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Modeling high-dimensional unit-root time series. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1535-1555.

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2021Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575.

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2020Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states. (2020). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618302389.

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2020Financial development and innovation-led growth: Is too much finance better?. (2020). Kim, Jaebeom ; Asimakopoulos, Stylianos ; Zhu, Xiaoyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618307587.

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2021Digitalization, retail trade and monetary policy. (2021). Glocker, Christian ; Piribauer, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302965.

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2020Financial constraints, corruption, and SME growth in transition economies. (2020). Ullah, Barkat. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:120-132.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

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2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2022Re-examining the effect of financial markets and institutions on economic growth: evidence from the OECD countries. (2022). Haini, Hazwan ; Purewal, Kulvinder. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09316-2.

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2021Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model. (2021). Foglia, Matteo ; Cartone, Alfredo ; Fiorelli, Cristiana. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09483-5.

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2020Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905.

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2020The validity of Rodrik’s conclusion on real exchange rate and economic growth: factor priority evidence from feature selection approach. (2020). Seraj, Mehdi ; Bahramian, Pejman ; Shahabad, Rasool Dehghanzadeh ; Alhassan, Abdulkareem. In: Palgrave Communications. RePEc:pal:palcom:v:6:y:2020:i:1:d:10.1057_s41599-020-0465-9.

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2020Is there a Harrod-Balassa-Samuelson effect? New panel data evidence from 28 European countries. (2020). Lenarčič, Črt ; Masten, Igor ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:100647.

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2020Development of financial market activities and economic growth: A cross-country evidence. (2020). Chakraborty, Kalyan. In: Applied Econometrics. RePEc:ris:apltrx:0405.

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2021On the applicability of dynamic factor models for forecasting real GDP growth in Armenia. (2021). Poghosyan, Karen. In: Applied Econometrics. RePEc:ris:apltrx:0411.

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2020Financial Integration and Economic Growth: Should Asia Emulate Europe?. (2020). Ab-Rahim, Rossazana ; Selvarajan, Sonia Kumari. In: Journal of Economic Integration. RePEc:ris:integr:0796.

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2020Does Financial Sector Promote Economic Growth in Pakistan? Empirical Evidences From Markov Switching Model. (2020). Charfeddine, Lanouar ; Khan, Muhammad Arshad ; Rahman, Abdul. In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020963064.

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2020The role of temporal dependence in factor selection and forecasting oil prices. (2020). Mjelde, James W ; Pourahmadi, Mohsen ; Binder, Kyle E. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1574-9.

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2020Specialization in the presence of trade and financial openness. (2020). Economidou, Claire ; Bos, J. ; Zhang, LU. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01652-1.

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2021Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0.

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2021The role of nonlinearity on the financial development–economic performance nexus: an econometric application to Italian banks. (2021). Ruggiero, Nazzareno ; Barra, Cristian. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01836-0.

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2021Bank credit and economic growth: a dynamic threshold panel model for ASEAN countries.. (2021). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-24.

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2020Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations. (2020). Swanson, Norman ; Yang, Xiye ; Xiong, Weiqi. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:5:p:587-613.

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2020Differencing versus nondifferencing in factor‐based forecasting. (2020). Choi, In ; Jeong, Hanbat. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750.

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2020FINANCIAL STABILITY AND THE ROLE OF ECONOMIC AND FINANCIAL INTEGRATION IN SOUTH ASIA: EVIDENCE FROM TIME-SERIES DATA. (2020). Anwar, Sofia ; Nasreen, Samia. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:02:n:s0217590817500011.

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Works by Igor Masten:

YearTitleTypeCited
2009Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers.
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2010Forecasting with Factor-augmented Error Correction.(2010) In: Discussion Papers.
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2010Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers.
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2014Forecasting with factor-augmented error correction models.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 63		article
2009Forecasting with Factor-augmented Error Correction Models.(2009) In: RSCAS Working Papers.
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This paper has another version. Agregated cites: 63		paper
2015An Overview of the Factor-augmented Error-Correction Model In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2016An Overview of the Factor-augmented Error-Correction Model.(2016) In: Advances in Econometrics.
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2005Leading Indicators for Euro?area Inflation and GDP Growth* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article107
2003Leading Indicators for Euro Area Inflation and GDP Growth.(2003) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 107		paper
2003Leading Indicators for Euro-area Inflation and GDP Growth.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 107		paper
2004Linfluence du régime de change sur linflation dans les pays adhérents In: Economie & Prévision.
[Full Text][Citation analysis]		article0
2003Exchange Rate Pass-Through in Candidate Countries In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Economics Working Papers.
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2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Working Papers.
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2014Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers.
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2017Structural FECM: Cointegration in large?scale structural FAVAR models.(2017) In: Journal of Applied Econometrics.
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2005Forecasting macroeconomic variables for the new member states of the European Union In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2016Stress testing the EU fiscal framework In: Journal of Financial Stability.
[Full Text][Citation analysis]		article2
2006Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
2008Optimal monetary policy with Balassa-Samuelson-type productivity shocks In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article3
2008Non-linear growth effects of financial development: Does financial integration matter? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article114
2008Non-linear growth effects of financial development: Does financial integration matter?.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 114		paper
2002Time Dependent Efficiency of Free Trade Agreements - The Case of Slovenia and the CEFTA Agreement In: The Economic and Social Review.
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2002Time-Dependent Efficiency of Free Trade Agreements: The Case of Slovenia and the CEFTA Agreement.(2002) In: LICOS Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2002How Important Is the Shock-Absorbing Role of the Real Exchange Rate? In: Economics Working Papers.
[Full Text][Citation analysis]		paper1
2004Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes In: Economics Working Papers.
[Full Text][Citation analysis]		paper27
2008Sources and Obstacles for Growth in Transition Countries: The Role of Credit In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]		paper1
2010Financial integration and financial development in transition economies: what happens during financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Financial integration and financial development in transition economies: what happens during financial crises?.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009Financial integration and financial development in transition economies: What happens during financial crises?.(2009) In: RSCAS Working Papers.
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2004Forecasting Macroeconomic Variables for the Acceding Countries In: Working Papers.
[Full Text][Citation analysis]		paper7
2016Shadow short rate and monetary policy in the Euro area In: Empirica.
[Full Text][Citation analysis]		article19
2009Control of Inflation on the Road to the European Monetary Union In: Eastern European Economics.
[Full Text][Citation analysis]		article0
2004Linfluence du régime de change sur linflation dans les pays adhérents In: Économie et Prévision.
[Full Text][Citation analysis]		article0
2004Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]		paper2

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