8
H index
7
i10 index
280
Citations
Peter A. Zadrozny : Citation Profile
| RESEARCH PRODUCTION: 17 Articles 14 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1988 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter A. Zadrozny. | Is cited by:
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Main data
Where Peter A. Zadrozny has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 5 |
| Journal of Time Series Analysis | 3 |
| Econometrica | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CESifo Working Paper Series / CESifo | 7 |
| Working Papers / Center for Economic Studies, U.S. Census Bureau | 3 |
| CFS Working Paper Series / Center for Financial Studies (CFS) | 2 |
Recent works citing Peter A. Zadrozny (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702. Full description at Econpapers || Download paper |
| 2025 | Bayesian estimation of DSGE models: An update. (2025). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1097. Full description at Econpapers || Download paper |
| 2024 | Estimation of continuous-time linear DSGE models from discrete-time measurements. (2024). Parra-Alvarez, Juan ; Christensen, Bent Jesper ; Neri, Luca. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624002161. Full description at Econpapers || Download paper |
| 2024 | VARMA Models with Single- or Mixed-Frequency Data: New Conditions for Extended Yule–Walker Identification. (2024). Gil-Faria, Maria Candelaria ; Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:244-:d:1317544. Full description at Econpapers || Download paper |
| 2025 | Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z. Full description at Econpapers || Download paper |
| 2024 | An unrestricted MIDAS ordered logit model with applications to credit ratings. (2024). Zhao, Tingting ; Xu, Qifa ; Hu, Dan ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2722-2739. Full description at Econpapers || Download paper |
Works by Peter A. Zadrozny:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Estimation of vector error correction models with mixed-frequency data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 20 |
| 2019 | Econometric Modelling with Mixed Frequency and Temporally Aggregated Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 1988 | Long-Run Expectations And Capacity In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1988 | Analytic Derivatives for Estimation of Linear Dynamic Models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1990 | Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2022 | Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims.(2022) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2005 | Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data.(2005) In: Contributions to Economics. [Citation analysis] This paper has nother version. Agregated cites: 64 | chapter | |
| 2005 | Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Cointegration Analysis with Mixed-Frequency Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data. In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | Extended Yule-Walker identification of Varma models with single- or mixed frequency data.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1988 | Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies In: Econometric Theory. [Full Text][Citation analysis] | article | 54 |
| 1988 | Analytic Derivatives for Estimation of Discrete-Time,. In: Econometrica. [Full Text][Citation analysis] | article | 7 |
| 1993 | Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models. In: Econometrica. [Full Text][Citation analysis] | article | 36 |
| 2009 | Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 1988 | A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1998 | An eigenvalue method of undetermined coefficients for solving linear rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
| 2001 | Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2002 | An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2001 | An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2006 | Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 1999 | AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 1990 | Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model In: Economic Review. [Citation analysis] | article | 13 |
| 2003 | Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
| 1997 | An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 1 |
| 2013 | Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team