Mika Meitz : Citation Profile

Helsingin Yliopisto (50% share)
Helsinki Center for Economic Research (HECER) (50% share)

9

H index

8

i10 index

367

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 21
   Journals where Mika Meitz has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 21 (5.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme81
   Updated: 2026-02-21    RAS profile: 2021-05-18    
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Relations with other researchers

Works with:

Saikkonen, Pentti (3)

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

Is cited by:

Sentana, Enrique (15)

Moneta, Alessio (14)

Hautsch, Nikolaus (11)

Fiorentini, Gabriele (10)

Neuenkirch, Matthias (9)

Fernandes, Marcelo (8)

Medeiros, Marcelo (6)

Rahbek, Anders (6)

Teräsvirta, Timo (6)

GAO, Jiti (5)

Bernoth, Kerstin (5)

Cites to:

Saikkonen, Pentti (19)

Lanne, Markku (13)

Rahbek, Anders (11)

Lütkepohl, Helmut (9)

Sola, Martin (6)

Shephard, Neil (6)

Bec, Frédérique (6)

Spagnolo, Fabio (6)

Castelnuovo, Efrem (5)

Kalliovirta, Leena (5)

Nisticò, Salvatore (4)

Main data

Where Mika Meitz has published?

Journals with more than one article published# docs
Econometric Theory3
Journal of Econometrics3
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics4
Ko University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum4
Economics Series Working Papers / University of Oxford, Department of Economics3

Recent works citing Mika Meitz (2025 and 2024)

YearTitle of citing document
2024Partially identified heteroskedastic SVARs. (2024). Bastianin, Andrea ; Bacchiocchi, Emanuele ; Kitagawa, Toru ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:343513.

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2024The Transition to Renewables: Dampening the Impact of Fossil Fuel Price Shocks on Local Inflation.. (2024). Cornejo, Magdalena ; Hallack, Michelle ; David, Matias. In: Working Papers. RePEc:aoz:wpaper:345.

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2024Gaussian and Students $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock. (2024). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648.

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Identification and estimation of structural vector autoregressive models via LU decomposition. (2025). Fujimori, Kou ; Shimokawa, Masato. In: Papers. RePEc:arx:papers:2503.12378.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Monetary Policy, Divergence, and the Euro. (2024). Schnabl, Gunther ; Pfeifer, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11442.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2025Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Strohsal, Till. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2110.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284.

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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2024Empirical risk minimization for time series: Nonparametric performance bounds for prediction. (2024). Llorens-Terrazas, Jordi ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001945.

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2024Specification tests for non-Gaussian structural vector autoregressions. (2024). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001490.

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2024Consistent causal inference for high-dimensional time series. (2024). Cordoni, Francesco ; Sancetta, Alessio. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002537.

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2025Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Herwartz, Helmut ; Theilen, Bernd. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

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2024Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004001.

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2025Deconstructing fertilizer price spikes: Evidence from Chinese urea fertilizer market. (2025). Etienne, Xiaoli ; Hu, Zhepeng ; Yan, Lei ; Yuan, Jinghong. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000338.

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2025The role of renewables in smoothing the impact of oil and gas price shocks on inflation: The LAC experience. (2025). Cornejo, Magdalena ; Matias, David ; Hallack, Michelle. In: Resources Policy. RePEc:eee:jrpoli:v:105:y:2025:i:c:s0301420725001199.

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2024Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011.

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2024Fueling the fire? How government support drives technological progress and complexity. (2024). Broekel, Tom ; Entner, Doris ; Nast, Carolin. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:6:s0048733324000544.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024The development planning of the Italian Mezzogiorno: A statistical-mathematical analysis by a Real Business Cycle model. (2024). Vota, Luca ; Ferrentino, Rosa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002210.

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2025Higher-order Moment Inequality Restrictions for SVARs. (2025). Melosi, Leonardo ; ferroni, filippo ; Andrade, Philippe. In: Working Papers. RePEc:fip:fedbwp:99752.

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2024Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series. (2024). Wang, Wenshan ; Hu, Qian ; Zhao, Luan ; Yang, Kai. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10498-w.

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2024Financial and market risks of bitcoin adoption as legal tender: evidence from El Salvador. (2024). Lemesi, Tina ; Hou, Tony Chieh-Tse ; Msefula, Griffin. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03908-3.

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2024Test for conditional quantile change in general conditional heteroscedastic time series models. (2024). Kim, Chang Kyeom ; Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00889-z.

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2024A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6.

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2024Identification of one independent shock in structural VARs. (2024). Moneta, Alessio ; Fiorentini, Gabriele ; Papagni, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2024/28.

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2024Bootstrapping GARCH Models Under Dependent Innovations. (2024). Schaumburg, Julia ; Beutner, Eric ; Spanjers, Barend. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240008.

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2024Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions. (2024). Spagnolo, Nicola ; Sola, Martin ; Psaradakis, Zacharias ; Yunis, Patricio ; Rapetti, Francisco. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_02.

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2025Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting. (2025). Saulo, Helton ; Dasilva, Alan ; Vila, Roberto ; Souza, Rubens ; Pal, Suvra. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:589-605.

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2024Higher-Order Moment Inequality Restrictions for SVARs. (2024). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1537.

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2024Asset price shocks and inflation in the Finnish economy. (2024). Koivisto, Tero. In: BoF Economics Review. RePEc:zbw:bofecr:300078.

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2025Geopolitical surprises and macroeconomic shocks: A tale of two events. (2025). Lehmus, Markku ; Anttonen, Jetro. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:317790.

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2024Daily oil price shocks and their uncertainties. (2024). Wang, Shu. In: University of Göttingen Working Papers in Economics. RePEc:zbw:cegedp:307602.

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2024Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302351.

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Mika Meitz has edited the books:

YearTitleTypeCited

Works by Mika Meitz:

YearTitleTypeCited
2008Parameter estimation in nonlinear AR-GARCH models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper20
2011PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS.(2011) In: Econometric Theory.
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This paper has nother version. Agregated cites: 20		article
2008Parameter Estimation in Nonlinear AR-GARCH Models.(2008) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2010Parameter estimation in nonlinear AR–GARCH models.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2008Parameter estimation in nonlinear AR-GARCH models.(2008) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2015Identification and estimation of non-Gaussian structural vector autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper123
2017Identification and estimation of non-Gaussian structural vector autoregressions.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 123		article
2017Testing for observation-dependent regime switching in mixture autoregressive models In: Papers.
[Full Text][Citation analysis]		paper6
2021Testing for observation-dependent regime switching in mixture autoregressive models.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 6		article
2018A mixture autoregressive model based on Students $t$-distribution In: Papers.
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2020Subgeometrically ergodic autoregressions In: Papers.
[Full Text][Citation analysis]		paper2
2019Subgeometric ergodicity and $\beta$-mixing In: Papers.
[Full Text][Citation analysis]		paper0
2006Evaluating Models of Autoregressive Conditional Duration In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article60
2004Evaluating models of autoregressive conditional duration.(2004) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 60		paper
2008Stability of nonlinear AR‐GARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article16
2006Stability of nonlinear AR-GARCH models.(2006) In: LIDAM Discussion Papers CORE.
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This paper has nother version. Agregated cites: 16		paper
2006Stability of nonlinear AR-GARCH models.(2006) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007Stability of nonlinear AR-GARCH models.(2007) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2015A Gaussian Mixture Autoregressive Model for Univariate Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article20
2006A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article3
2005A necessary and sufficient condition for the strict stationarity of a family of GARCH processes.(2005) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 3		paper
2008ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article49
2007Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 49		paper
2007Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.(2007) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 49		paper
2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
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2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: EconStor Open Access Articles and Book Chapters.
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This paper has nother version. Agregated cites: 17		article
2016Gaussian mixture vector autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2013Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article9
2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2010A note on the geometric ergodicity of a nonlinear AR-ARCH model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2010A note on the geometric ergodicity of a nonlinear AR–ARCH model.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2012Testing for Predictability in a Noninvertible ARMA Model In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2012Testing for predictability in a noninvertible ARMA model.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2013Testing for Linear and Nonlinear Predictability of Stock Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article4

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