8
H index
8
i10 index
372
Citations
Igor Masten : Citation Profile
Univerza v Ljubljani | RESEARCH PRODUCTION: 12 Articles 23 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2002 - 2017). 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:
| Cites to:
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Main data
Where Igor Masten has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Working Papers / European University Institute | 3 |
| Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL | 3 |
| Discussion Papers / Department of Economics, University of Birmingham | 3 |
| RSCAS Working Papers / European University Institute | 2 |
Recent works citing Igor Masten (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Did 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. Full description at Econpapers || Download paper |
| 2017 | Should 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. Full description at Econpapers || Download paper |
| 2018 | The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam . In: CPB Discussion Paper. RePEc:cpb:discus:371. Full description at Econpapers || Download paper |
| 2017 | Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper |
| 2017 | Estimating 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. Full description at Econpapers || Download paper |
| 2018 | Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers || Download paper |
| 2017 | Below 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. Full description at Econpapers || Download paper |
| 2018 | ALICE: A new inflation monitoring tool. (2018). de Bondt, Gable J ; Zekaite, Zivile ; Hahn, Elke . In: Working Paper Series. RePEc:ecb:ecbwps:20182175. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | Is 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. Full description at Econpapers || Download paper |
| 2017 | An 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. Full description at Econpapers || Download paper |
| 2017 | Identification 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. Full description at Econpapers || Download paper |
| 2018 | International 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. Full description at Econpapers || Download paper |
| 2017 | Comparison 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. Full description at Econpapers || Download paper |
| 2018 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2018 | Debt 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. Full description at Econpapers || Download paper |
| 2017 | Markov-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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | . Full description at Econpapers || Download paper |
| 2017 | Non-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. Full description at Econpapers || Download paper |
| 2017 | IT 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. Full description at Econpapers || Download paper |
| 2017 | Does 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. Full description at Econpapers || Download paper |
| 2017 | Does 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. Full description at Econpapers || Download paper |
| 2017 | Revisiting 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. Full description at Econpapers || Download paper |
| 2017 | Finance 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. Full description at Econpapers || Download paper |
| 2017 | Relevance 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. Full description at Econpapers || Download paper |
| 2018 | On 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. Full description at Econpapers || Download paper |
| 2017 | Understanding Monetary Policy Stance. (2017). Stasiukynaite, Rasa . In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:14. Full description at Econpapers || Download paper |
| 2017 | The EAGLE model for Hungary - a global perspective. (2017). Kaszab, Lorant ; Szentmihalyi, Szabolcs ; Bekesi, Laszlo . In: MNB Working Papers. RePEc:mnb:wpaper:2017/7. Full description at Econpapers || Download paper |
| 2017 | Revisiting 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. Full description at Econpapers || Download paper |
| 2018 | Forecasting Indias Economic Growth: A Time-Varying Parameter Regression Approach.. (2018). Bhattacharya, Rudrani ; Mundle, Sudipto ; Chakravarti, Parma. In: Working Papers. RePEc:npf:wpaper:18/238. Full description at Econpapers || Download paper |
| 2017 | Volatility 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. Full description at Econpapers || Download paper |
| 2017 | Common 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. Full description at Econpapers || Download paper |
| 2017 | Working 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Pino SaldÃas, 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2017 | Ancestry, Diversity & Finance: Evidence from Transition Economies. (2017). Grigoriadis, Theocharis ; Dombi, Ãkos. In: Discussion Papers. RePEc:zbw:fubsbe:20174. Full description at Econpapers || Download paper |
| 2018 | Do 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. Full description at Econpapers || Download paper |
Works by Igor Masten:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2010 | Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | 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: 35 | 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: 35 | 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 | 1 |
| 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: 1 | chapter | |
| 2005 | Leading Indicators for Euro-area Inflation and GDP Growth In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 101 |
| 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: 101 | 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: 101 | 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 | 14 |
| 2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 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: 38 | 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: 38 | paper | |
| 2014 | Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Structural FECM: Cointegration in large‐scale structural FAVAR models.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 1 |
| 2006 | Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 34 |
| 2008 | Optimal monetary policy with Balassa-Samuelson-type productivity shocks In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Non-linear growth effects of financial development: Does financial integration matter? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 82 |
| 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: 82 | 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 | 25 |
| 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 | 5 |
| 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: 5 | 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: 5 | 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 | 7 |
| 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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