Peter A. Zadrozny : Citation Profile


Are you Peter A. Zadrozny?

Government of the United States

8

H index

7

i10 index

275

Citations

RESEARCH PRODUCTION:

17

Articles

13

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 8
   Journals where Peter A. Zadrozny has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 12 (4.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pza34
   Updated: 2024-01-16    RAS profile: 2023-02-12    
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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 (20)

Chambers, Marcus (13)

Giannone, Domenico (12)

Schumacher, Christian (11)

Mittnik, Stefan (11)

Foroni, Claudia (9)

Semmler, Willi (8)

Miller, J. (8)

Wohlrabe, Klaus (8)

Claveria, Oscar (7)

Banbura, Marta (7)

Cites to:

Gordon, Robert (9)

Eichenbaum, Martin (8)

Burnside, Craig (8)

Rebelo, Sergio (8)

Sichel, Daniel (6)

Sargent, Thomas (6)

Kydland, Finn (5)

Oliner, Stephen (5)

Hansen, Lars (5)

Levy, Daniel (4)

Taylor, John (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
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Peter A. Zadrozny (2024 and 2023)


YearTitle of citing document
2023Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

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2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

Full description at Econpapers || Download paper

2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

Full description at Econpapers || Download paper

2023Financial and economic uncertainties and their effects on the economy. (2023). Hlouskova, Jaroslava ; Sogner, Leopold ; Fortin, Ines. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09570-3.

Full description at Econpapers || Download paper

Works by Peter A. Zadrozny:


YearTitleTypeCited
2013Estimation of vector error correction models with mixed-frequency data In: Journal of Time Series Analysis.
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article18
2019Econometric Modelling with Mixed Frequency and Temporally Aggregated Data In: Journal of Time Series Analysis.
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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.
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article0
1988Long-Run Expectations And Capacity In: Working Papers.
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paper4
1988Analytic Derivatives for Estimation of Linear Dynamic Models In: Working Papers.
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paper9
1990Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals In: Working Papers.
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paper13
2004Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data In: CESifo Working Paper Series.
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paper64
2005Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data.(2005) In: Contributions to Economics.
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This paper has nother version. Agregated cites: 64
chapter
2005Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process In: CESifo Working Paper Series.
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paper3
2005Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model In: CESifo Working Paper Series.
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paper3
2007Cointegration Analysis with Mixed-Frequency Data In: CESifo Working Paper Series.
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paper6
2016Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data. In: CESifo Working Paper Series.
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paper5
2016Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 5
article
2015Extended Yule-Walker identification of Varma models with single- or mixed frequency data.(2015) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 5
paper
2016Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI In: CESifo Working Paper Series.
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paper2
1988Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies In: Econometric Theory.
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article53
1988Analytic Derivatives for Estimation of Discrete-Time,. In: Econometrica.
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article7
1993Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models. In: Econometrica.
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article35
2009Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity In: Computational Statistics & Data Analysis.
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article4
1988A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games In: Journal of Economic Dynamics and Control.
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article1
1998An eigenvalue method of undetermined coefficients for solving linear rational expectations models In: Journal of Economic Dynamics and Control.
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article19
2001Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 In: Journal of Economic Dynamics and Control.
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article5
2002An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game In: Journal of Economic Dynamics and Control.
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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 nother 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.
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article0
In: .
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chapter0
1990Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model In: Economic Review.
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article13
2003Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem In: Computational Economics.
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article6
1997An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations. In: Economic Change and Restructuring.
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article1
2013Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 In: Journal of Productivity Analysis.
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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.
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paper0
2022Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims In: CFS Working Paper Series.
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paper1

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