Roman Liska : Citation Profile

European Commission

5

H index

5

i10 index

649

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 54
   Journals where Roman Liska has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 3 (0.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli280
   Updated: 2025-12-27    RAS profile: 2024-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roman Liska.

Is cited by:

Hallin, Marc (56)

Barigozzi, Matteo (53)

Forni, Mario (33)

Lippi, Marco (26)

Luciani, Matteo (21)

Gambetti, Luca (16)

Zaffaroni, Paolo (12)

Soccorsi, Stefano (10)

Rodriguez Caballero, Carlos (9)

Nadal De Simone, Francisco (9)

Liao, Yuan (8)

Cites to:

Reichlin, Lucrezia (34)

Forni, Mario (24)

Lippi, Marco (20)

Hallin, Marc (19)

Giannone, Domenico (18)

Marcellino, Massimiliano (10)

Sala, Luca (10)

Watson, Mark (8)

Stock, James (7)

Ng, Serena (6)

Altissimo, Filippo (6)

Main data

Where Roman Liska has published?

Recent works citing Roman Liska (2025 and 2024)

YearTitle of citing document
2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41.

Full description at Econpapers || Download paper

2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

Full description at Econpapers || Download paper

2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

Full description at Econpapers || Download paper

2024Tensor Factor Model Estimation by Iterative Projection. (2024). Han, Yuefeng ; Chen, Rong ; Yang, Dan ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2006.02611.

Full description at Econpapers || Download paper

2024CP Factor Model for Dynamic Tensors. (2024). Han, Yuefeng ; Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

Full description at Econpapers || Download paper

2025Linear Multidimensional Regression with Interactive Fixed-Effects. (2025). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

Full description at Econpapers || Download paper

2025High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

Full description at Econpapers || Download paper

2025The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

Full description at Econpapers || Download paper

2024Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

Full description at Econpapers || Download paper

2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

Full description at Econpapers || Download paper

2024Dynamic Matrix Factor Models for High Dimensional Time Series. (2024). Han, Yuefeng ; Yu, Ruofan ; Chen, Rong ; Xiao, Han. In: Papers. RePEc:arx:papers:2407.05624.

Full description at Econpapers || Download paper

2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

Full description at Econpapers || Download paper

2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

Full description at Econpapers || Download paper

2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

Full description at Econpapers || Download paper

2024A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159.

Full description at Econpapers || Download paper

2025Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles. (2025). Sebastian, Hienzsch ; Tino, Berger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:541-559:n:1003.

Full description at Econpapers || Download paper

2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

Full description at Econpapers || Download paper

2025Multivariate assessment of digital agriculture and irrigation potential: Application to India. (2025). Dwivedi, Satyajit ; Sherly, Mazhuvanchery Avarachen. In: Agricultural Systems. RePEc:eee:agisys:v:227:y:2025:i:c:s0308521x2500068x.

Full description at Econpapers || Download paper

2024Sensitivity analysis and multiobjective optimization for rural house retrofitting considering construction and occupant behavior uncertainty: A case study of Jiaxian, China. (2024). Zhang, Taoyuan ; Fu, Mengze ; Lv, Hongyi ; Wu, DI ; Yue, Chao. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002186.

Full description at Econpapers || Download paper

2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

Full description at Econpapers || Download paper

2024Increasing the reliability of the Bay of Biscay Atlantis model: A sensitivity analysis to parameters perturbations using a Morris screening approach. (2024). Corrales, X ; de Gamiz-Zearra, Lopez A ; Andonegi, E ; Hansen, C. In: Ecological Modelling. RePEc:eee:ecomod:v:488:y:2024:i:c:s0304380023003290.

Full description at Econpapers || Download paper

2024Sensitivity of long-term productivity estimations in mixed forests to uncertain parameters related to fine roots. (2024). Blanco, Juan A ; Seely, Brad ; Imbert, Bosco J ; Yeste, Antonio. In: Ecological Modelling. RePEc:eee:ecomod:v:490:y:2024:i:c:s0304380024000589.

Full description at Econpapers || Download paper

2025A protocol for implementing parameter sensitivity analyses in complex ecosystem models. (2025). Lujn, Criscely ; Leadley, Paul ; Oliveros-Ramos, Ricardo ; Barrier, Nicolas ; Shin, Yunne-Jai. In: Ecological Modelling. RePEc:eee:ecomod:v:501:y:2025:i:c:s0304380024003788.

Full description at Econpapers || Download paper

2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

Full description at Econpapers || Download paper

2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

Full description at Econpapers || Download paper

2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

Full description at Econpapers || Download paper

2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

Full description at Econpapers || Download paper

2024A sequential benefit-of-the-doubt composite indicator. (2024). Walheer, Barnabé. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:228-239.

Full description at Econpapers || Download paper

2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

Full description at Econpapers || Download paper

2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

Full description at Econpapers || Download paper

2024International comparisons of COVID-19 pandemic management: What can be learned from activity analysis techniques?. (2024). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001305.

Full description at Econpapers || Download paper

2024Factor-Augmented Autoregressive Neural Network to forecast NOx in the city of Madrid. (2024). Scepi, Germana ; Mattera, Raffaele ; Fernandez-Aviles, Gema. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001575.

Full description at Econpapers || Download paper

2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

Full description at Econpapers || Download paper

2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Barigozzi, Matteo ; Lissona, Claudio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

Full description at Econpapers || Download paper

2025Construction and Optimization of Ecological Network in Kuqa, China. (2025). Mijiti, Maimaiti ; Mamat, Aynur ; Abulaiti, Halimulati. In: Land. RePEc:gam:jlands:v:14:y:2025:i:2:p:323-:d:1584228.

Full description at Econpapers || Download paper

2025Enhancing Stream Ecosystems Through Riparian Vegetation Management. (2025). Gu, Jeong-Yun ; Lee, Jong-Won ; Park, Yujin. In: Land. RePEc:gam:jlands:v:14:y:2025:i:6:p:1248-:d:1676131.

Full description at Econpapers || Download paper

2025Assessing the performance of Portuguese public hospitals before and during COVID-19 outbreak, with optimistic and pessimistic benchmarking approaches. (2025). Ferreira, Diogo Cunha ; Gomes, Marta Castilho ; Vara, Guilherme Mendes. In: Health Care Management Science. RePEc:kap:hcarem:v:28:y:2025:i:1:d:10.1007_s10729-024-09693-4.

Full description at Econpapers || Download paper

2025The performance of the euro area banking system: the pandemic in perspective. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Simone, Francisco Nadal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01180-1.

Full description at Econpapers || Download paper

2024On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26.

Full description at Econpapers || Download paper

2024On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26_v1.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:123815.

Full description at Econpapers || Download paper

2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

Full description at Econpapers || Download paper

2024Input and output reconsidered in supplier selection DEA model. (2024). Vörösmarty, Gyöngyi ; Dobos, Imre ; Vrsmarty, Gyngyi. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-023-00845-5.

Full description at Econpapers || Download paper

2024Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6.

Full description at Econpapers || Download paper

2024Specialists’ knowledge and cognitive stress in making pairwise comparisons. (2024). Gomes, Douglas Alexandre ; Librio, Matheus Pereira ; Ekel, Petr Iakovlevitch ; Bernardes, Patrcia ; Autran, Luiz Flvio. In: OPSEARCH. RePEc:spr:opsear:v:61:y:2024:i:1:d:10.1007_s12597-023-00689-2.

Full description at Econpapers || Download paper

2024A Functional approach for constructing dynamic Composite Indicators. (2024). di Battista, Tonio ; Evangelista, Adelia ; Nissi, Eugenia ; Sarra, Annalina. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:1:d:10.1007_s10260-023-00728-8.

Full description at Econpapers || Download paper

2024A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method. (2024). Reisen, Valderio Anselmo ; Bondon, Pascal ; Monte, Edson Zambon ; Levy-Leduc, Celine. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01504-2.

Full description at Econpapers || Download paper

2024An heuristic scree plot criterion for the number of factors. (2024). Jacobs, Jan ; Otter, Pieter W. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-023-01517-x.

Full description at Econpapers || Download paper

2025Informing DSGE Models Through Dynamic Factor Models. (2025). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:5:p:487-507.

Full description at Econpapers || Download paper

2025Estimation of Constrained Factor Models for High‐Dimensional Time Series. (2025). Xia, Qiang ; Pan, Jiazhu ; Liu, Yitian. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1467-1477.

Full description at Econpapers || Download paper

2024Changes in the span of systematic risk exposures. (2024). Liao, Yuan ; Todorov, Viktor. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:817-847.

Full description at Econpapers || Download paper

Works by Roman Liska:

YearTitleTypeCited
2007Determining the Number of Factors in the General Dynamic Factor Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article358
2008Dynamic Factors in the Presence of Block Structure In: Working Papers ECARES.
[Full Text][Citation analysis]		paper12
2008Dynamic Factors in the Presence of Block Structure.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2007The role of sensitivity analysis in ecological modelling In: Ecological Modelling.
[Full Text][Citation analysis]		article74
2011Dynamic factors in the presence of blocks In: Journal of Econometrics.
[Full Text][Citation analysis]		article54
2018Biomonitoring and Subsequent Risk Assessment of Combined Exposure to Phthalates in Iranian Children and Adolescents In: IJERPH.
[Full Text][Citation analysis]		article2
2008Creating composite indicators with DEA and robustness analysis: the case of the Technology Achievement Index In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article149
2006Creating Composite Indicators with DEA and Robustness Analysis: the case of the Technology Achievement Index.(2006) In: Public Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149		paper
2006Impact of oil prices in an estimated EU12 open economy model In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team