Igor Masten : Citation Profile


Are you Igor Masten?

Univerza v Ljubljani

8

H index

8

i10 index

372

Citations

RESEARCH PRODUCTION:

12

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 24
   Journals where Igor Masten has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 17 (4.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma268
   Updated: 2018-11-10    RAS profile: 2018-10-29    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (4)

Banerjee, Anindya (4)

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 (12)

GUPTA, RANGAN (11)

Kabundi, Alain (10)

Miller, Stephen (8)

Ebeke, Christian Hubert (8)

Darné, Olivier (8)

Bystrov, Victor (7)

Horvath, Roman (7)

Breitung, Jörg (7)

Cites to:

Marcellino, Massimiliano (35)

Watson, Mark (23)

Stock, James (16)

Calvo, Guillermo (13)

Bai, Jushan (13)

Jazbec, Bostjan (12)

Banerjee, Anindya (12)

coricelli, fabrizio (12)

Johansen, Soren (11)

Ng, Serena (11)

Goldberg, Linda (11)

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 (2018 and 2017)


YearTitle of citing document
2017Did Financial Integration Provide Financial Depth to ASEAN Countries?. (2017). Mahmood, Mazhar ; Ur, Kashif. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:89-102.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2018The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam . In: CPB Discussion Paper. RePEc:cpb:discus:371.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2017Below the zero lower bound: a shadow-rate term structure model for the euro area. (2017). Lemke, Wolfgang ; Vladu, Andreea Liliana . In: Working Paper Series. RePEc:ecb:ecbwps:20171991.

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2018ALICE: A new inflation monitoring tool. (2018). de Bondt, Gable J ; Zekaite, Zivile ; Hahn, Elke . In: Working Paper Series. RePEc:ecb:ecbwps:20182175.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017Is fiscal policy always counter- (pro-) cyclical? The role of public debt and fiscal rules. (2017). Minea, Alexandru ; Sow, Mousse ; Combes, Jean-Louis. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:138-146.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2018International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries. (2018). Horvath, Roman ; Hajek, Jan. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:91-105.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Debt threshold for fiscal sustainability assessment in emerging economies. (2018). Tran, Ngan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:375-394.

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2017Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries. (2017). Wohar, Mark ; Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:245-257.

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2017The nexus between financial integration and real economy: Solow-growth model concept. (2017). Saifur, MD ; Shahari, Farihana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1244-1253.

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2017.

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2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

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2017IT Countries: A Breed Apart? the case of Exchange Rate Pass-Through. (2017). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Working Papers. RePEc:gat:wpaper:1728.

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2017Does International Financial Integration Spur Economic Growth? Evidence from Pakistan. (2017). Saleem, Shaikh Muhammad. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:1:p:116-130.

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2017Does International Financial Integration Spur Economic Growth? Evidence from Pakistan.. (2017). Saleem, Shaikh Muhammad. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:1:p:136-150.

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2017Revisiting Finance and Growth in Transition Economies - A Panel Causality Approach. (2017). Stemmer, Michael. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01524462.

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2017Finance and economic growth: financing structure and non-linear impact. (2017). Kvedaras, Virmantas ; Karagiannis, Stelios ; Benczur, Peter ; Stylianos, Karagiannis. In: Working Papers. RePEc:jrs:wpaper:201707.

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2017Relevance of the EU Banking Sector to Economic Growth. (2017). Ferreira, Candida. In: International Advances in Economic Research. RePEc:kap:iaecre:v:23:y:2017:i:2:d:10.1007_s11294-017-9632-1.

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2018On financial deepening and long-run growth. (2018). Salas, Sergio. In: Journal of Economics. RePEc:kap:jeczfn:v:123:y:2018:i:3:d:10.1007_s00712-017-0562-4.

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2017Understanding Monetary Policy Stance. (2017). Stasiukynaite, Rasa . In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:14.

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2017The EAGLE model for Hungary - a global perspective. (2017). Kaszab, Lorant ; Szentmihalyi, Szabolcs ; Bekesi, Laszlo . In: MNB Working Papers. RePEc:mnb:wpaper:2017/7.

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2017Revisiting Finance and Growth in Transition Economies - A Panel Causality Approach. (2017). Stemmer, Michael. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17022.

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2018Forecasting Indias Economic Growth: A Time-Varying Parameter Regression Approach.. (2018). Bhattacharya, Rudrani ; Mundle, Sudipto ; Chakravarti, Parma. In: Working Papers. RePEc:npf:wpaper:18/238.

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2017Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note. (2017). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson . In: Working Papers. RePEc:pre:wpaper:201764.

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2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201766.

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2017Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi. In: South African Reserve Bank. RePEc:rbz:wpaper:8008.

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2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

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2018Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Pino Saldías, Gabriel ; Rubilar-Gonzalez, Marco. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:9:y:2018:i:2:d:10.1007_s13209-017-0170-0.

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2018A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018.

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2017Ancestry, Diversity & Finance: Evidence from Transition Economies. (2017). Grigoriadis, Theocharis ; Dombi, Ákos. In: Discussion Papers. RePEc:zbw:fubsbe:20174.

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2018Do economic and financial integration stimulate economic growth? A critical survey. (2018). Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201851.

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Works by Igor Masten:


YearTitleTypeCited
2009Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers.
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paper35
2010Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers.
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paper
2014Forecasting with factor-augmented error correction models.(2014) In: International Journal of Forecasting.
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article
2009Forecasting with Factor-augmented Error Correction Models.(2009) In: RSCAS Working Papers.
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paper
2010Forecasting with Factor-augmented Error Correction In: Discussion Papers.
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paper2
2015An Overview of the Factor-augmented Error-Correction Model In: Discussion Papers.
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paper1
2016An Overview of the Factor-augmented Error-Correction Model.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 1
chapter
2005Leading Indicators for Euro-area Inflation and GDP Growth In: Oxford Bulletin of Economics and Statistics.
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article101
2003Leading Indicators for Euro Area Inflation and GDP Growth.(2003) In: CEPR Discussion Papers.
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paper
2003Leading Indicators for Euro-area Inflation and GDP Growth.(2003) In: Working Papers.
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paper
2004Linfluence du régime de change sur linflation dans les pays adhérents In: Economie & Prévision.
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article0
2004Linfluence du régime de change sur linflation dans les pays adhérents.(2004) In: Économie et Prévision.
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This paper has another version. Agregated cites: 0
article
2003Exchange Rate Pass-Through in Candidate Countries In: CEPR Discussion Papers.
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paper14
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers.
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paper38
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Economics Working Papers.
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paper
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Working Papers.
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paper
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.
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paper11
2016Stress testing the EU fiscal framework In: Journal of Financial Stability.
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article1
2006Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications In: Journal of Banking & Finance.
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article34
2008Optimal monetary policy with Balassa-Samuelson-type productivity shocks In: Journal of Comparative Economics.
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article1
2008Non-linear growth effects of financial development: Does financial integration matter? In: Journal of International Money and Finance.
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article82
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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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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2002How Important Is the Shock-Absorbing Role of the Real Exchange Rate? In: Economics Working Papers.
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2004Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes In: Economics Working Papers.
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2008Sources and Obstacles for Growth in Transition Countries: The Role of Credit In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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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.
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2016Shadow short rate and monetary policy in the Euro area In: Empirica.
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2009Control of Inflation on the Road to the European Monetary Union In: Eastern European Economics.
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2004Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through In: William Davidson Institute Working Papers Series.
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