6
H index
6
i10 index
220
Citations
Peter A. Zadrozny : Citation Profile
Government of the United States | RESEARCH PRODUCTION: 17 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1988 - 2019). 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:
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Main data
Where Peter A. Zadrozny has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 5 |
| Journal of Time Series Analysis | 3 |
| Econometrica | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CESifo Working Paper Series / CESifo | 6 |
| Working Papers / Center for Economic Studies, U.S. Census Bureau | 3 |
| Working Papers / U.S. Bureau of Labor Statistics | 2 |
Recent works citing Peter A. Zadrozny (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Bridge 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. Full description at Econpapers || Download paper |
| 2020 | Robust estimation of stationary continuousâ€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. Full description at Econpapers || Download paper |
| 2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper |
| 2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper |
| 2020 | ifoCAST: 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. Full description at Econpapers || Download paper |
| 2020 | The Jacobian of the Exponential Function. (2020). Sentana, Enrique ; Magnus, Jan R ; Henk, . In: Working Papers. RePEc:cmf:wpaper:wp2020_2005. Full description at Econpapers || Download paper |
| 2020 | Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453. Full description at Econpapers || Download paper |
| 2020 | Structural 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. Full description at Econpapers || Download paper |
| 2020 | Smoothing 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. Full description at Econpapers || Download paper |
| 2020 | Frequency 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. Full description at Econpapers || Download paper |
| 2021 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2020 | Tracking U.S. Real GDP Growth During the Pandemic. (2020). Shin, Minchul ; Arias, Jonas E. In: Economic Insights. RePEc:fip:fedpei:88740. Full description at Econpapers || Download paper |
| 2020 | Estimating 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. Full description at Econpapers || Download paper |
| 2020 | The Jacobian of the exponential function. (2020). Sentana, Enrique ; Magnus, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200035. Full description at Econpapers || Download paper |
Works by Peter A. Zadrozny:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Estimation of vector error correction models with mixed-frequency data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 15 |
| 2019 | Econometric Modelling with Mixed Frequency and Temporally Aggregated Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Weightedâ€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] | article | 0 |
| 2009 | Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Structural Economic Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Further model-based estimates of US total manufacturing production capital and technology, 1949–2005.(2013) In: Journal of Productivity Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1988 | Long-Run Expectations And Capacity In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1988 | Analytic Derivatives for Estimation of Linear Dynamic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1990 | Estimating 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] | paper | 3 |
| 2004 | Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 47 |
| 2005 | Necessary 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] | paper | 3 |
| 2005 | Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Cointegration Analysis with Mixed-Frequency Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data. In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Extended 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 | |
| 2015 | Extended 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 | |
| 2016 | Real-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] | paper | 2 |
| 1988 | Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies In: Econometric Theory. [Full Text][Citation analysis] | article | 46 |
| 1988 | Analytic Derivatives for Estimation of Discrete-Time,. In: Econometrica. [Full Text][Citation analysis] | article | 5 |
| 1993 | Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models. In: Econometrica. [Full Text][Citation analysis] | article | 29 |
| 2009 | Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 1988 | A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1998 | An eigenvalue method of undetermined coefficients for solving linear rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 18 |
| 2001 | Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2002 | An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2001 | An 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 | |
| 1990 | Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model In: Economic Review. [Citation analysis] | article | 11 |
| 2003 | Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
| 1997 | An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 1 |
| 2005 | Testing 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] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team