Yasutomo Murasawa : Citation Profile

Konan University

4

H index

3

i10 index

647

Citations

RESEARCH PRODUCTION:

14

Articles

6

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 34
   Journals where Yasutomo Murasawa has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 10 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu26
   Updated: 2025-12-27    RAS profile: 2023-09-09    
   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 Yasutomo Murasawa.

Is cited by:

Marcellino, Massimiliano (45)

Perez Quiros, Gabriel (27)

Camacho, Maximo (24)

Foroni, Claudia (19)

Schumacher, Christian (17)

Leiva-Leon, Danilo (16)

Proietti, Tommaso (14)

Poon, Aubrey (14)

Modugno, Michele (14)

Giannone, Domenico (13)

Pérez, Javier (12)

Cites to:

Galí, Jordi (16)

Gertler, Mark (16)

Mankiw, N. Gregory (15)

Nelson, Charles (15)

Morley, James (15)

Reis, Ricardo (15)

Watson, Mark (10)

Lopez-Salido, David (9)

Reichlin, Lucrezia (9)

Giannone, Domenico (8)

Banbura, Marta (7)

Main data

Where Yasutomo Murasawa has published?

Journals with more than one article published# docs
Empirical Economics4
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Yasutomo Murasawa (2025 and 2024)

YearTitle of citing document
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

2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

Full description at Econpapers || Download paper

2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. (2024). Tiozzo Pezzoli, Luca ; Pfarrhofer, Michael ; onorante, luca ; Huber, Florian ; Hirschbühl, Dominik ; Barbaglia, Luca ; Hauzenberger, Niko ; Frattarolo, Lorenzo ; Hirschbuehl, Dominik. In: Papers. RePEc:arx:papers:2401.10054.

Full description at Econpapers || Download paper

2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

Full description at Econpapers || Download paper

2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

Full description at Econpapers || Download paper

2025Monthly GDP Growth Estimates for the U.S. States. (2025). Raftapostolos, Aristeidis ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Papers. RePEc:arx:papers:2501.04607.

Full description at Econpapers || Download paper

2025Machine Learning-Based Estimation of Monthly GDP. (2025). Jung, Yonggeun. In: Papers. RePEc:arx:papers:2506.14078.

Full description at Econpapers || Download paper

2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

Full description at Econpapers || Download paper

2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

Full description at Econpapers || Download paper

2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

Full description at Econpapers || Download paper

2025Transition to a greener economy: Climate change risks and resilience in a state-space framework. (2025). Bhadury, Soumya ; Pratap, Bhanu ; Gajbhiye, Dhirendra. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000521.

Full description at Econpapers || Download paper

2024Regional heterogeneity and the provincial Phillips curve in China. (2024). Tochkov, Kiril ; El-Shagi, Makram. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1036-1044.

Full description at Econpapers || Download paper

2025A multi-factor GDP nowcast model for India. (2025). Ranjan, Abhishek ; Kaustubh, Kaustubh. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000483.

Full description at Econpapers || Download paper

2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

Full description at Econpapers || Download paper

2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

Full description at Econpapers || Download paper

2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

Full description at Econpapers || Download paper

2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

Full description at Econpapers || Download paper

2024Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

Full description at Econpapers || Download paper

2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

Full description at Econpapers || Download paper

2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

Full description at Econpapers || Download paper

2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

Full description at Econpapers || Download paper

2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

Full description at Econpapers || Download paper

2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

Full description at Econpapers || Download paper

2025Econometric forecasting using ubiquitous news text: Text-enhanced factor model. (2025). Seo, Beomseok. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1055-1072.

Full description at Econpapers || Download paper

2024Effect of electricity policy uncertainty and carbon emission prices on electricity demand in China based on mixed-frequency data models. (2024). Wang, Jie ; Liu, Qibo ; Lu, Wanbo. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001188.

Full description at Econpapers || Download paper

2024Constructing Fan Charts from the Ragged Edge of SPF Forecasts. (2024). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:98629.

Full description at Econpapers || Download paper

2025Component-Based Dynamic Factor Nowcast Model. (2025). Petrova, Katerina ; Okeeffe, Hannah. In: Staff Reports. RePEc:fip:fednsr:99906.

Full description at Econpapers || Download paper

2025Research on Reconstructing Regional Business Cycle Analysis System Based on Electricity Big Data—A Case Study in Guangxi Province. (2025). Luo, Qideng ; Ji, Haoyang ; Xu, Yang ; Shi, Junyi ; Cui, Zhiwei. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2921-:d:1670478.

Full description at Econpapers || Download paper

2025Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Karlsson, Sune ; Raftab, Mariya. In: Working Papers. RePEc:hhs:oruesi:2025_004.

Full description at Econpapers || Download paper

2024Global Economic Policy Uncertainty and Global Economic Leaders Influence on Regional Economic Growth. (2024). Perales, Guillermo Benavides ; Salcido, Carmen Borrego. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:4:a:2.

Full description at Econpapers || Download paper

2024A High-frequency Monthly Measure of Real Economic Activity in Pakistan. (2024). Mahmood, Asif ; Masood, Hina. In: MPRA Paper. RePEc:pra:mprapa:121838.

Full description at Econpapers || Download paper

2024Which C compiler and BLAS/LAPACK library should I use: gretl’s numerical efficiency in different configurations. (2024). Błażejowski, Marcin ; Baejowski, Marcin. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01461-w.

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

2024A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting. (2024). Lehmann, Robert. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02566-3.

Full description at Econpapers || Download paper

2024Measuring Swiss Employment Growth: A Measurement-Error Approach. (2024). Stucki, Yannic. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00104-9.

Full description at Econpapers || Download paper

2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

Full description at Econpapers || Download paper

2024Real‐time weakness of the global economy. (2024). Rots, Eyno ; Perez Quiros, Gabriel ; Leivaleon, Danilo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:813-832.

Full description at Econpapers || Download paper

2024Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs. (2024). Huang, Yuming ; You, Wanhai ; Lee, Chienchiang. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:473-489.

Full description at Econpapers || Download paper

2024Constructing fan charts from the ragged edge of SPF forecasts. (2024). Mertens, Elmar ; Clark, Todd ; Ganics, Gergely. In: Discussion Papers. RePEc:zbw:bubdps:305275.

Full description at Econpapers || Download paper

Works by Yasutomo Murasawa:

YearTitleTypeCited
2010A Coincident Index, Common Factors, and Monthly Real GDP* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article108
2013Measuring Inflation Expectations Using Interval-Coded Data In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2010Measuring Inflation Expectations Using Interval-Coded Data.(2010) In: ESRI Discussion paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2019Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2004Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]		paper3
2004Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Multivariate model-based gap measures and a new Phillips curve for China In: China Economic Review.
[Full Text][Citation analysis]		article4
2011Output gap measurement and the New Keynesian Phillips curve for China In: Economic Modelling.
[Full Text][Citation analysis]		article19
2015The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series In: Economics Letters.
[Full Text][Citation analysis]		article2
2015The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2004Distribution-free statistical inference for generalized Lorenz dominance based on grouped data In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article2
2007Satoru Kano, Macroeconomic Analyses and Survey Data In: Economic Review.
[Full Text][Citation analysis]		article0
2003A new coincident index of business cycles based on monthly and quarterly series In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article498
2013Output Gap Estimation and Monetary Policy in China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2017Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Do coincident indicators have one-factor structure? In: Empirical Economics.
[Full Text][Citation analysis]		article0
2014Measuring the natural rates, gaps, and deviation cycles In: Empirical Economics.
[Full Text][Citation analysis]		article2
2016The Beveridge–Nelson decomposition of mixed-frequency series In: Empirical Economics.
[Full Text][Citation analysis]		article0
2020Measuring public inflation perceptions and expectations in the UK In: Empirical Economics.
[Full Text][Citation analysis]		article1

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