Jonas Striaukas : Citation Profile

Université Catholique de Louvain

5

H index

3

i10 index

113

Citations

RESEARCH PRODUCTION:

14

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 28
   Journals where Jonas Striaukas has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 2 (1.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst799
   Updated: 2025-04-19    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)

Boyarchenko, Nina (4)

Giannone, Domenico (4)

Benecká, Soňa (3)

Mongelli, Francesco (3)

Fadejeva, Ludmila (3)

Medeiros, Marcelo (3)

Phillips, Peter (3)

Adrian, Tobias (3)

Feldkircher, Martin (3)

Cites to:

Carrasco, Marine (8)

Chernozhukov, Victor (8)

Giannone, Domenico (7)

Rossi, Barbara (7)

Babii, Andrii (6)

Valkanov, Rossen (5)

Hansen, Christian (4)

Kock, Anders (4)

Imbens, Guido (3)

Leiva-Leon, Danilo (3)

Marcellino, Massimiliano (3)

Main data

Production by document typepaper2017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20172018201920202021202220232024202502040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201720182019202020210204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
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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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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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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2025Robust Inference for High-Dimensional Panel Data Models. (2024). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Papers. RePEc:arx:papers:2405.07420.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025High-dimensional censored MIDAS logistic regression for corporate survival forecasting. (2025). van Keilegom, Ingrid ; Striaukas, Jonas ; Beyhum, Jad ; Miao, Wei. In: Papers. RePEc:arx:papers:2502.09740.

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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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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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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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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

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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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2025Nowcasting Perus GDP with Machine Learning Methods. (2025). Flores Audante, Jairo ; Ruelas-Huanca, Walter ; Gonzaga, Bruno ; Tang, Juan. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2025.

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2025Brazilian Selic Rate Forecasting with Deep Neural Networks. (2025). Moreira, Rodrigo ; Rodrigues, Larissa Ferreira ; Silva, Flvio Oliveira. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10597-2.

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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.

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2024Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080.

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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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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024The boosted Hodrick‐Prescott filter is more general than you might think. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281.

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Works by Jonas Striaukas:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Machine Learning Time Series Regressions With an Application to Nowcasting In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper71
2021Machine Learning Time Series Regressions With an Application to Nowcasting.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 71		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: 71		paper
2021Regularized regression when covariates are linked on a network: the 3CoSE algorithm In: LIDAM Reprints LFIN.
[Citation analysis]		paper2
2021High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers.
[Full Text][Citation analysis]		paper8
2021Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers.
[Full Text][Citation analysis]		paper6
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
2018Quantile-based Inflation Risk Models In: Working Paper Research.
[Full Text][Citation analysis]		paper10

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