Jonas Striaukas : Citation Profile

Are you Jonas Striaukas?

Université Catholique de Louvain

4

H index

2

i10 index

88

Citations

RESEARCH PRODUCTION:

13

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 22
   Journals where Jonas Striaukas has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 2 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst799
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Babii, Andrii (5)

Weber, Matthias (2)

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

Is cited by:

Comunale, Mariarosaria (6)

Babii, Andrii (5)

Wilms, Ines (3)

Feldkircher, Martin (3)

Mongelli, Francesco (3)

Medeiros, Marcelo (3)

Benecká, Soňa (3)

Beckmann, Joscha (3)

Fadejeva, Ludmila (3)

Phillips, Peter (2)

Hecq, Alain (2)

Cites to:

Carrasco, Marine (8)

Chernozhukov, Victor (8)

Rossi, Barbara (7)

Giannone, Domenico (7)

Babii, Andrii (6)

Hansen, Christian (4)

Valkanov, Rossen (4)

Kock, Anders (4)

Reichlin, Lucrezia (3)

Diebold, Francis (3)

Mariano, Roberto (3)

Main data

Where Jonas Striaukas has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)2

Recent works citing Jonas Striaukas (2024 and 2023)

YearTitle of citing document
2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2023Nowcasting 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.

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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

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2024Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions. (2024). Sorensen, Jesper Riis-Vestergaard ; Pedersen, Rasmus Sondergaard ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2403.06657.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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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.

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2023Satellites 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.

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2023Machine 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.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2023Nowcasting 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.

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2023Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143.

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2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282.

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2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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

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2023Forecasting Loan Default in Europe with Machine Learning*. (2023). Tosetti, Elisa ; Manzan, Sebastiano ; Barbaglia, Luca. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:569-596..

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2023Nowcasting 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.

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2024Panel data nowcasting: The case of price–earnings ratios. (2024). Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii ; Striaukas, Jonas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307.

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Works by Jonas Striaukas:

YearTitleTypeCited
2021Machine Learning Time Series Regressions With an Application to Nowcasting In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper60
2021Machine Learning Time Series Regressions With an Application to Nowcasting.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2020Machine Learning Time Series Regressions with an Application to Nowcasting.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2021Regularized regression when covariates are linked on a network: the 3CoSE algorithm In: LIDAM Reprints LFIN.
[Citation analysis]		paper1
2021High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers.
[Full Text][Citation analysis]		paper7
2021Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers.
[Full Text][Citation analysis]		paper4
2017Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper16
2017Unconventional 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 nother version. Agregated cites: 16		paper
2017Unconventional 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 nother version. Agregated cites: 16		paper
2017Unconventional 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 nother version. Agregated cites: 16		paper
2018Network constrained covariate coefficient and connection sign estimation In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper0
2018Network constrained covariate coefficient and connection sign estimation.(2018) In: Bank of Lithuania Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Network-Constrained Covariate Coefficient and Connection Sign Estimation.(2020) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper

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