George Monokroussos : Citation Profile


Are you George Monokroussos?

European Commission

4

H index

4

i10 index

115

Citations

RESEARCH PRODUCTION:

6

Articles

13

Papers

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 6
   Journals where George Monokroussos has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 9 (7.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo480
   Updated: 2020-02-16    RAS profile: 2020-01-17    
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Relations with other researchers


Works with:

Lahiri, Kajal (4)

Langedijk, Sven (3)

Zhao, Yongchen (3)

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

Is cited by:

Lahiri, Kajal (12)

Zhao, Yongchen (6)

Modugno, Michele (6)

Giannone, Domenico (5)

Scheufele, Rolf (5)

de Bondt, Gabe (4)

Chernis, Tony (4)

Kim, Hyeongwoo (4)

Corona, Francisco (3)

Girardi, Alessandro (3)

Reichlin, Lucrezia (3)

Cites to:

Giannone, Domenico (11)

Reichlin, Lucrezia (11)

Marcellino, Massimiliano (8)

Lahiri, Kajal (8)

Croushore, Dean (7)

Orphanides, Athanasios (7)

Diebold, Francis (7)

Dueker, Michael (5)

Watson, Mark (5)

Zimmermann, Klaus (4)

Mariano, Roberto (4)

Main data


Where George Monokroussos has published?


Working Papers Series with more than one paper published# docs
Discussion Papers / University at Albany, SUNY, Department of Economics5
MPRA Paper / University Library of Munich, Germany2

Recent works citing George Monokroussos (2018 and 2017)


YearTitle of citing document
2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2019Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander. In: Papers. RePEc:arx:papers:1903.03202.

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2019Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2017Policy Rules for Capital Controls. (2017). Pasricha, Gurnain. In: Staff Working Papers. RePEc:bca:bocawp:17-42.

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2018Term structure and real-time learning. (2018). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Working Papers. RePEc:bde:wpaper:1803.

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2017Chinas evolving monetary policy rule: from inflation-accommodating to anti-inflation policy. (2017). Ma, Guonan ; girardin, eric ; Lunven, Sandrine . In: BIS Working Papers. RePEc:bis:biswps:641.

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2017Policy Rules for Capital Controls. (2017). Pasricha, Gurnain. In: BIS Working Papers. RePEc:bis:biswps:670.

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2019Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2019Consumer Confidence and Household Investment. (2019). Rouillard, Jean-François ; Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:19-06.

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2019Disaggregate income and wealth effects in the largest euro area countries. (2019). Zekaite, Zivile ; de Bondt, Gabe ; Gieseck, Arne ; Herrero, Pablo. In: Working Paper Series. RePEc:ecb:ecbwps:20192343.

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2017Measuring real business condition in China. (2017). Hueng, C. ; Liu, Ping. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:261-274.

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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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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2019Rationality tests in the presence of instabilities in finite samples. (2019). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:242-246.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2019Inflation expectations in India: Learning from household tendency surveys. (2019). Lahiri, Kajal ; Das, Abhiman ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:980-993.

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2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

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2018Bank liquidity creation and recessions. (2018). Chatterjee, Ujjal K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:64-75.

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2019Climbing out of an economic crisis: A cycle of consumer sentiment and personal stress. (2019). Pieters, Rik ; van Giesen, Roxanne I. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:70:y:2019:i:c:p:109-124.

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2018The determinants of the benchmark interest rates in China. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:395-417.

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2017Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2017). Jo, Soojin ; Sekkel, Rodrigo. In: Working Papers. RePEc:fip:feddwp:1702.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2018A Model for Policy Interest Rates. (2018). Sirchenko, Andrei ; Muller, Gernot ; Seibert, Armin. In: HSE Working papers. RePEc:hig:wpaper:192/ec/2018.

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2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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2018Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814.

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2019Revisiting the Relationship between Financial Wealth, Housing Wealth, and Consumption: A Panel Analysis for the U.S.. (2019). Siokis, Fotios ; Kontana, Dimitra. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_03.

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2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Papailias, Fotis ; Kapetanios, George. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

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2018Improving the usefulness of the Purchasing Managers’ Index. (2018). Pelaez, Rolando F. In: Business Economics. RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0092-2.

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2017Evaluación de la capacidad predictiva del índice de percepción del consumidor. (2017). Acuña, Guillermo ; Acua, Guillermo . In: MPRA Paper. RePEc:pra:mprapa:83154.

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2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

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2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent L. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

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2017Forecasting economic activity by Bayesian bridge model averaging. (2017). Marcellino, Massimiliano ; Moretti, Gianluca ; Bencivelli, Lorenzo . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1199-9.

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2017Evaluating a leading indicator: an application—the term spread. (2017). Stekler, Herman O ; Ye, Tianyu . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1200-7.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2018Herding and anchoring in macroeconomic forecasts: the case of the PMI. (2018). Broughton, John B ; Lobo, Bento J. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1306-6.

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2017The Predictive Content of Business Survey Indicators: Evidence from SIGE. (2017). Cesaroni, Tatiana ; Iezzi, Stefano. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0015-8.

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2019A PMI-Based Real GDP Tracker for the Euro Area. (2019). de Bondt, Gabe. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:2:d:10.1007_s41549-018-0032-2.

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2018Is PMI Useful in Quarterly GDP Growth Forecasts for India? An Exploratory Note. (2018). Das, Sangeeta ; Coondoo, Dipankor. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0116-1.

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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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2017Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland. (2017). KOPOCKA, ANETA MARIA . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1376-4.

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2017Do US consumer survey data help beat the random walk in forecasting mortgage rates?. (2017). Baghestani, Hamid ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1343017.

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2018Inflation Expectations in India: Learning from Household Tendency Surveys. (2018). Zhao, Yongchen ; Lahiri, Kajal ; Das, Abhiman. In: Working Papers. RePEc:tow:wpaper:2018-03.

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2019Identifying the Interdependence between Consumer Confidence and Macroeconomic Developments in Croatia. (2019). Zoricic, Zdenka Obuljen ; Matosec, Marina. In: Interdisciplinary Description of Complex Systems - scientific journal. RePEc:zna:indecs:v:17:y:2019:i:2-b:p:345-354.

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Works by George Monokroussos:


YearTitleTypeCited
2012The Yield Spread Puzzle and the Information Content of SPF Forecasts In: CESifo Working Paper Series.
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2013The yield spread puzzle and the information content of SPF forecasts In: Economics Letters.
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article13
2012The yield spread puzzle and the information content of SPF forecasts.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2013Nowcasting US GDP: The role of ISM business surveys In: International Journal of Forecasting.
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article52
2011Nowcasting US GDP: The role of ISM Business Surveys.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 52
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2018Benchmarking liquidity proxies: The case of EU sovereign bonds In: International Review of Economics & Finance.
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article0
2016Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues In: Working Papers.
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paper1
2015Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
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2013A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series In: Computational Economics.
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article0
2009A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series.(2009) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
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2011Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy In: Journal of Money, Credit and Banking.
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article19
2006Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 19
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2005Dynamic Limited Dependent Variable Modeling and US Monetary Policy.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 19
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2012Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys In: Discussion Papers.
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2015Nowcasting in Real Time Using Popularity Priors In: MPRA Paper.
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2006A Dynamic Tobit Model for the Open Market Desks Daily Reaction Function In: Computing in Economics and Finance 2006.
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2015Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors In: Working Papers.
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2016Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 23
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1999Growth forecasts using time series and growth models In: Policy Research Working Paper Series.
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