9
H index
9
i10 index
442
Citations
Univerza v Ljubljani | 9 H index 9 i10 index 442 Citations RESEARCH PRODUCTION: 12 Articles 23 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Department of Economics, University of Birmingham | 3 |
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL | 3 |
Economics Working Papers / European University Institute | 3 |
RSCAS Working Papers / European University Institute | 2 |
Year | Title of citing document |
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2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper |
2020 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper |
2020 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42. Full description at Econpapers || Download paper |
2020 | Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | Simple 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. Full description at Econpapers || Download paper |
2020 | Estimation 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Revisiting 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. Full description at Econpapers || Download paper |
2020 | Financial 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. Full description at Econpapers || Download paper |
2020 | Financial 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. Full description at Econpapers || Download paper |
2020 | Volatility 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. Full description at Econpapers || Download paper |
2020 | Cointegration 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Estimating 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. Full description at Econpapers || Download paper |
2020 | Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905. Full description at Econpapers || Download paper |
2020 | Is there a Harrod-Balassa-Samuelson effect? New panel data evidence from 28 European countries. (2020). LenarÄiÄ, ÄŒrt ; Masten, Igor ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:100647. Full description at Econpapers || Download paper |
2020 | Development of financial market activities and economic growth: A cross-country evidence. (2020). Chakraborty, Kalyan. In: Applied Econometrics. RePEc:ris:apltrx:0405. Full description at Econpapers || Download paper |
2020 | Financial Integration and Economic Growth: Should Asia Emulate Europe?. (2020). Ab-Rahim, Rossazana ; Selvarajan, Sonia Kumari. In: Journal of Economic Integration. RePEc:ris:integr:0796. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Specialization 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. Full description at Econpapers || Download paper |
2020 | Predicting interest rates using shrinkage methods, realâ€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. Full description at Econpapers || Download paper |
2020 | Differencing versus nondifferencing in factorâ€based forecasting. (2020). Choi, In ; Jeong, Hanbat. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
2010 | Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2014 | Forecasting with factor-augmented error correction models.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
2009 | Forecasting with Factor-augmented Error Correction Models.(2009) In: RSCAS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2010 | Forecasting with Factor-augmented Error Correction In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | An Overview of the Factor-augmented Error-Correction Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | An Overview of the Factor-augmented Error-Correction Model.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | chapter | |
2005 | Leading Indicators for Euroâ€area Inflation and GDP Growth* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 104 |
2003 | Leading Indicators for Euro Area Inflation and GDP Growth.(2003) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
2003 | Leading Indicators for Euro-area Inflation and GDP Growth.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
2004 | Linfluence du régime de change sur linflation dans les pays adhérents In: Economie & Prévision. [Full Text][Citation analysis] | article | 0 |
2004 | Linfluence du régime de change sur linflation dans les pays adhérents.(2004) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2003 | Exchange Rate Pass-Through in Candidate Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2014 | Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Structural FECM: Cointegration in largeâ€scale structural FAVAR models.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2005 | Forecasting macroeconomic variables for the new member states of the European Union In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2016 | Stress testing the EU fiscal framework In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 2 |
2006 | Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
2008 | Optimal monetary policy with Balassa-Samuelson-type productivity shocks In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Non-linear growth effects of financial development: Does financial integration matter? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 103 |
2008 | Non-linear growth effects of financial development: Does financial integration matter?.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2002 | Time Dependent Efficiency of Free Trade Agreements - The Case of Slovenia and the CEFTA Agreement In: The Economic and Social Review. [Full Text][Citation analysis] | article | 2 |
2002 | Time-Dependent Efficiency of Free Trade Agreements: The Case of Slovenia and the CEFTA Agreement.(2002) In: LICOS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | How Important Is the Shock-Absorbing Role of the Real Exchange Rate? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes In: Economics Working Papers. [Full Text][Citation analysis] | paper | 27 |
2008 | Sources and Obstacles for Growth in Transition Countries: The Role of Credit In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 1 |
2010 | Financial integration and financial development in transition economies: what happens during financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 8 |
2010 | Financial integration and financial development in transition economies: what happens during financial crises?.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Financial integration and financial development in transition economies: What happens during financial crises?.(2009) In: RSCAS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2004 | Forecasting Macroeconomic Variables for the Acceding Countries In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | Shadow short rate and monetary policy in the Euro area In: Empirica. [Full Text][Citation analysis] | article | 17 |
2009 | Control of Inflation on the Road to the European Monetary Union In: Eastern European Economics. [Full Text][Citation analysis] | article | 0 |
2004 | Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
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