4
H index
3
i10 index
66
Citations
Université Catholique de Louvain | 4 H index 3 i10 index 66 Citations RESEARCH PRODUCTION: 14 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jonas Striaukas. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN) | 2 |
Year | Title of citing document |
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2021 | Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770. Full description at Econpapers || Download paper |
2021 | Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2020). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463. Full description at Econpapers || Download paper |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper |
2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper |
2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper |
2021 | Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299. Full description at Econpapers || Download paper |
2021 | Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777. Full description at Econpapers || Download paper |
2022 | The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper |
2022 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
2023 | Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916. Full description at Econpapers || Download paper |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
2022 | Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191. Full description at Econpapers || Download paper |
2021 | Exchange rate fluctuations and the financial channel in emerging economies. (2021). Comunale, Mariarosaria ; Beckmann, Joscha. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_011. Full description at Econpapers || Download paper |
2021 | Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365. Full description at Econpapers || Download paper |
2022 | The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348. Full description at Econpapers || Download paper |
2021 | Tracking growth in the euro area subject to a dimensionality problem. (2021). Comunale, Mariarosaria ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20212591. Full description at Econpapers || Download paper |
2022 | Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494. Full description at Econpapers || Download paper |
2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper |
2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper |
2021 | Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191. Full description at Econpapers || Download paper |
2022 | Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566. Full description at Econpapers || Download paper |
2021 | Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330. Full description at Econpapers || Download paper |
2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974. Full description at Econpapers || Download paper |
2022 | Backcasting world trade growth using data reduction methods. (2022). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04027843. Full description at Econpapers || Download paper |
2022 | The spillover of euro area shocks to the Maltese economy. (2022). Ruisi, Germano ; Gatt, William . In: CBM Working Papers. RePEc:mlt:wpaper:0322. Full description at Econpapers || Download paper |
2022 | Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23. Full description at Econpapers || Download paper |
2022 | From Individual Human Decisions to Economic and Financial Policies. (2022). Weber, Matthias. In: SocArXiv. RePEc:osf:socarx:5ju7z. Full description at Econpapers || Download paper |
2021 | Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Machine Learning and Central Banks: Ready for Prime Time?. (2021). Karagedikli, zer ; Genberg, Hans. In: Working Papers. RePEc:sea:wpaper:wp43. Full description at Econpapers || Download paper |
2023 | Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6. Full description at Econpapers || Download paper |
2021 | A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries. (2021). Odhiambo, Nicholas ; Kordzo, Sedegah. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:31:y:2021:i:3:p:37-59:n:3. Full description at Econpapers || Download paper |
2022 | News media versus FRED?MD for macroeconomic forecasting. (2022). Thorsrud, Leif Anders ; Larsen, Vegard H ; Ellingsen, Jon. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:63-81. Full description at Econpapers || Download paper |
2022 | Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Machine Learning Time Series Regressions With an Application to Nowcasting In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 31 |
2021 | Machine Learning Time Series Regressions With an Application to Nowcasting.(2021) In: LIDAM Reprints LFIN. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2020 | Machine Learning Time Series Regressions with an Application to Nowcasting.(2020) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2021 | Regularized regression when covariates are linked on a network: the 3CoSE algorithm In: LIDAM Reprints LFIN. [Citation analysis] | paper | 1 |
2021 | High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 16 |
2017 | Unconventional monetary policy: interest rates and low inflation: A review of literature and methods.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2017 | Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods.(2017) In: Bank of Lithuania Occasional Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2017 | Unconventional monetary policy: interest rates and low inflation. A review of literature and methods.(2017) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | Network constrained covariate coefficient and connection sign estimation In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
2018 | Network constrained covariate coefficient and connection sign estimation.(2018) In: Bank of Lithuania Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Network-Constrained Covariate Coefficient and Connection Sign Estimation.(2020) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Quantile-based In?ation Risk Models In: Working Paper Research. [Full Text][Citation analysis] | paper | 10 |
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