Details about Milos Ciganovic

Access statistics for papers by Milos Ciganovic.

Last updated 2026-06-24. Update your information in the RePEc Author Service.

Short-id: pci195

Working Papers

2026

1. Double Machine Learning for Time Series
   Papers, arXiv.org View citations (1)
2. Which Slack Matters for Fiscal Multipliers? Evidence from Italian Aggregate Data
   CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO)

2025

3. Disentangling the Distributional Effects of Financial Shocks in the Euro Area
   Papers, arXiv.org
   See also Journal Article Disentangling the distributional effects of financial shocks in the euro area, European Economic Review, Elsevier (2026) (2026)

2022

4. Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach
   Papers, arXiv.org
   See also Journal Article Forecasting cryptocurrencies log-returns: a LASSO-VAR and sentiment approach, Applied Economics, Taylor & Francis Journals (2024) View citations (3) (2024)

Journal Articles

2026

1. Disentangling the distributional effects of financial shocks in the euro area
   European Economic Review, 2026, 188, (C)
   See also Working Paper Disentangling the Distributional Effects of Financial Shocks in the Euro Area, Papers (2025) (2025)
2. The voice of monetary policy: Evidence from the European Central Bank
   Economics Letters, 2026, 264, (C) View citations (1)

2025

3. Money Illusion in Large Language Models: An Exploratory Replication Study
   Journal of Behavioral Economics for Policy, 2025, 9, (1), 75-80

2024

4. Forecasting cryptocurrencies log-returns: a LASSO-VAR and sentiment approach
   Applied Economics, 2024, 56, (58), 8112-8138 View citations (3)
   See also Working Paper Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach, Papers (2022) (2022)

2023

5. Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data
   Journal of Forecasting, 2023, 42, (3), 464-480 View citations (6)