Peter A. Zadrozny : Citation Profile

Are you Peter A. Zadrozny?

Government of the United States

7

H index

6

i10 index

243

Citations

RESEARCH PRODUCTION:

17

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 7
   Journals where Peter A. Zadrozny has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 11 (4.33 %)

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   Permalink: http://citec.repec.org/pza34
   Updated: 2022-06-25    RAS profile: 2022-05-27    
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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 Peter A. Zadrozny.

Is cited by:

Marcellino, Massimiliano (16)

Chambers, Marcus (13)

Mittnik, Stefan (11)

Foroni, Claudia (9)

Semmler, Willi (8)

Wohlrabe, Klaus (8)

Schumacher, Christian (7)

Miller, J. (7)

Claveria, Oscar (7)

Giannone, Domenico (6)

Kourtellos, Andros (6)

Cites to:

Rebelo, Sergio (8)

Gordon, Robert (8)

Burnside, Craig (8)

Sichel, Daniel (8)

Eichenbaum, Martin (8)

Prescott, Edward (7)

Oliner, Stephen (7)

Kydland, Finn (6)

Sargent, Thomas (6)

Hansen, Lars (5)

Lucas, Robert (4)

Main data

Where Peter A. Zadrozny has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Journal of Time Series Analysis3
Econometrica2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo6
Working Papers / Center for Economic Studies, U.S. Census Bureau3
Economic Working Papers / Bureau of Labor Statistics2

Recent works citing Peter A. Zadrozny (2021 and 2020)

YearTitle of citing document
2020Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1274_20.

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2020Mixed First? and Second?Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data. (2020). Hoyos, Milena. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:2:p:249-267.

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2020Robust estimation of stationary continuous‐time arma models via indirect inference. (2020). Kimmig, Sebastian ; Fasenhartmann, Vicky. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:620-651.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39.

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2020The Jacobian of the Exponential Function. (2020). Sentana, Enrique ; Magnus, Jan R ; Henk, . In: Working Papers. RePEc:cmf:wpaper:wp2020_2005.

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2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

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2021The Jacobian of the exponential function. (2021). Sentana, Enrique ; Henk, ; Magnus, Jan R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000579.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models. (2020). Seong, Byeongchan . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:463-468.

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2020Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data. (2020). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:140-160.

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2021Asymmetric oil price and Asian economies: A nonlinear ARDL approach. (2021). Olson, Dennis ; Nusair, Salah A. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327018.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2020Tracking U.S. Real GDP Growth During the Pandemic. (2020). Shin, Minchul ; Arias, Jonas E. In: Economic Insights. RePEc:fip:fedpei:88740.

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2022.

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2021Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR. (2021). Sekhposyan, Tatevik ; Owyang, Michael ; McCracken, Michael W. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:5:a:8.

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2020Bridge Proxy-SVAR: Estimating the Macroeconomic Effects of Shocks Identified at High-Frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea. In: Documentos de Trabajo. RePEc:ioe:doctra:533.

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2020Estimating 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.

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2022Whittle estimation for continuous-time stationary state space models with finite second moments. (2022). Mayer, Celeste ; Fasen-Hartmann, Vicky. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:2:d:10.1007_s10463-021-00802-6.

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2020The Jacobian of the exponential function. (2020). Sentana, Enrique ; Magnus, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200035.

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Works by Peter A. Zadrozny:

YearTitleTypeCited
2013Estimation of vector error correction models with mixed-frequency data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article16
2019Econometric Modelling with Mixed Frequency and Temporally Aggregated Data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2019Weighted?Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2009Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Structural Economic Model In: Economic Working Papers.
[Full Text][Citation analysis]		paper0
2009Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005 In: Economic Working Papers.
[Full Text][Citation analysis]		paper0
1988Long-Run Expectations And Capacity In: Working Papers.
[Full Text][Citation analysis]		paper4
1988Analytic Derivatives for Estimation of Linear Dynamic Models In: Working Papers.
[Full Text][Citation analysis]		paper5
1990Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals In: Working Papers.
[Full Text][Citation analysis]		paper3
2004Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper57
2005Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data.(2005) In: Contributions to Economics.
[Citation analysis]
This paper has another version. Agregated cites: 57		chapter
2005Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2005Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2007Cointegration Analysis with Mixed-Frequency Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2016Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data. In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2016Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015Extended Yule-Walker identification of Varma models with single- or mixed frequency data.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
1988Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies In: Econometric Theory.
[Full Text][Citation analysis]		article49
1988Analytic Derivatives for Estimation of Discrete-Time,. In: Econometrica.
[Full Text][Citation analysis]		article7
1993Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models. In: Econometrica.
[Full Text][Citation analysis]		article35
2009Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
1988A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
1998An eigenvalue method of undetermined coefficients for solving linear rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article18
2001Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2002An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2001An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2009Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
1990Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model In: Economic Review.
[Citation analysis]		article11
2003Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem In: Computational Economics.
[Full Text][Citation analysis]		article6
1997An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations. In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article1
2013Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article0
2005Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper0

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