4
H index
2
i10 index
54
Citations
Katarzyna Łasak : Citation Profile
Tinbergen Instituut | RESEARCH PRODUCTION: 5 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2008 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Katarzyna Łasak. | Is cited by:
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Main data
Where Katarzyna Łasak has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 5 |
Recent works citing Katarzyna Łasak (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32. Full description at Econpapers || Download paper |
| 2024 | Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964. Full description at Econpapers || Download paper |
| 2025 | Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2025). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0446. Full description at Econpapers || Download paper |
| 2025 | Estimating the R-Star in the US: A Score-Driven State-Space Model with Time-Varying Volatility Persistence. (2025). Storti, Giuseppe ; Pl, Tibor. In: MPRA Paper. RePEc:pra:mprapa:125338. Full description at Econpapers || Download paper |
| 2024 | Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240062. Full description at Econpapers || Download paper |
| 2024 | Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069. Full description at Econpapers || Download paper |
Works by Katarzyna Łasak:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Likelihood based testing for no fractional cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 2010 | Likelihood based testing for no fractional cointegration.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2008 | Maximum likelihood estimation of fractionally cointegrated systems In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Fractional cointegration rank estimation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Fractional Cointegration Rank Estimation.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2014 | Fractional Cointegration Rank Estimation.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2014 | On an Estimation Method for an Alternative Fractionally Cointegrated Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | On an Estimation Method for an Alternative Fractionally Cointegrated Model.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 2015 | In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2020 | Observation Driven Long Run Equilibria In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2015 | In-Sample Bounds for Time-Varying Parameters of Observation Driven Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Likelihood based inference for an Identifiable Fractional Vector Error Correction Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team