Yasutomo Murasawa : Citation Profile

Are you Yasutomo Murasawa?

Konan University

4

H index

3

i10 index

595

Citations

RESEARCH PRODUCTION:

14

Articles

7

Papers

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 29
   Journals where Yasutomo Murasawa has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 10 (1.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu26
   Updated: 2024-01-16    RAS profile: 2023-09-09    
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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 Yasutomo Murasawa.

Is cited by:

Marcellino, Massimiliano (45)

Perez Quiros, Gabriel (26)

Camacho, Maximo (24)

Foroni, Claudia (19)

Schumacher, Christian (17)

Leiva-Leon, Danilo (16)

Poon, Aubrey (15)

Koop, Gary (15)

Proietti, Tommaso (14)

Barnett, William (12)

Modugno, Michele (12)

Cites to:

Gertler, Mark (16)

Galí, Jordi (16)

Nelson, Charles (15)

Morley, James (15)

Mankiw, N. Gregory (14)

Reis, Ricardo (14)

Watson, Mark (10)

Reichlin, Lucrezia (9)

Lopez-Salido, David (9)

Giannone, Domenico (8)

Manski, Charles (8)

Main data

Where Yasutomo Murasawa has published?

Journals with more than one article published# docs
Empirical Economics4
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Yasutomo Murasawa (2024 and 2023)

YearTitle of citing document
2023When Inflation Again Matters: Do Domestic and Global Output Gaps Determine Inflation in the EU?. (2023). Sinicakova, Marianna ; Sulikova, Veronika ; Budova, Jana. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:575.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2023El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225.

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2023.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023Eine Analyse der Konjunkturzyklen für die deutschen Bundesländer. (2023). Lehmann, Robert ; Wikman, Ida. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:30:y:2023:i:02:p:15-21.

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2023Deep Dynamic Factor Models. (2023). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Working Papers. RePEc:crs:wpaper:2023-08.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Unconventional monetary policy and economic inequality. (2023). Davtyan, Karen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300192x.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Regional Heterogeneity and the Provinicial Phillips Curve in China. (2023). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202303.

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2023Money velocity, digital currency, and inflation dynamics. (2023). Yusan, Richard ; Sasongko, Aryo ; Lie, Denny ; Hermawan, Danny. In: MPRA Paper. RePEc:pra:mprapa:116906.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data. (2023). Urasawa, Satoshi. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00085-1.

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2023Money velocity, digital currency, and inflation dynamics. (2023). Yusan, Richard I ; Sasongko, Aryo ; Lie, Denny ; Hermawan, Danny. In: Working Papers. RePEc:syd:wpaper:2023-01.

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2023Fiscal targets. A guide to forecasters?. (2023). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:472-492.

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2023Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480.

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2023.

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Works by Yasutomo Murasawa:

YearTitleTypeCited
2010A Coincident Index, Common Factors, and Monthly Real GDP* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article101
2013Measuring Inflation Expectations Using Interval-Coded Data In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2010Measuring Inflation Expectations Using Interval-Coded Data.(2010) In: ESRI Discussion paper series.
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This paper has nother version. Agregated cites: 4		paper
2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2019Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2004Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]		paper3
2004Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Multivariate model-based gap measures and a new Phillips curve for China In: China Economic Review.
[Full Text][Citation analysis]		article2
2011Output gap measurement and the New Keynesian Phillips curve for China In: Economic Modelling.
[Full Text][Citation analysis]		article18
2015The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series In: Economics Letters.
[Full Text][Citation analysis]		article1
2015The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2004Distribution-free statistical inference for generalized Lorenz dominance based on grouped data In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article2
2007Satoru Kano, Macroeconomic Analyses and Survey Data In: Economic Review.
[Full Text][Citation analysis]		article0
2003A new coincident index of business cycles based on monthly and quarterly series In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article459
2013Output Gap Estimation and Monetary Policy in China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2023??????????????????? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Do coincident indicators have one-factor structure? In: Empirical Economics.
[Full Text][Citation analysis]		article0
2014Measuring the natural rates, gaps, and deviation cycles In: Empirical Economics.
[Full Text][Citation analysis]		article1
2016The Beveridge–Nelson decomposition of mixed-frequency series In: Empirical Economics.
[Full Text][Citation analysis]		article0
2020Measuring public inflation perceptions and expectations in the UK In: Empirical Economics.
[Full Text][Citation analysis]		article0

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