EconPapers    
Economics at your fingertips  
 

Details about Igor Masten

Workplace:Ekonomska fakuteta (Faculty of Economics), Univerza v Ljubljani (University of Ljubljana), (more information at EDIRC)

Access statistics for papers by Igor Masten.

Last updated 2018-10-29. Update your information in the RePEc Author Service.

Short-id: pma268


Jump to Journal Articles Chapters

Working Papers

2015

  1. An Overview of the Factor-augmented Error-Correction Model
    Discussion Papers, Department of Economics, University of Birmingham Downloads
    See also Chapter (2016)

2014

  1. Structural FECM: Cointegration in large-scale structural FAVAR models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Applied Econometrics (2017)

2010

  1. Financial integration and financial development in transition economies: what happens during financial crises?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (4)
    Also in RSCAS Working Papers, European University Institute (2009) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) Downloads View citations (3)
  2. Forecasting with Factor-augmented Error Correction
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (2)
  3. Forecasting with Factor-augmented Error Correction Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Discussion Papers, Department of Economics, University of Birmingham (2009) Downloads View citations (9)
    RSCAS Working Papers, European University Institute (2009) Downloads View citations (13)

    See also Journal Article in International Journal of Forecasting (2014)

2008

  1. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (47)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2008) Downloads View citations (31)
    Economics Working Papers, European University Institute (2008) Downloads View citations (32)
  2. Non-linear growth effects of financial development: Does financial integration matter?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (63)
    See also Journal Article in Journal of International Money and Finance (2008)
  3. Sources and Obstacles for Growth in Transition Countries: The Role of Credit
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)

2005

  1. Forecasting macroeconomic variables for the new member states of the European Union
    Working Paper Series, European Central Bank Downloads View citations (11)

2004

  1. Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes
    Economics Working Papers, European University Institute Downloads View citations (28)
  2. Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (2)
  3. Forecasting Macroeconomic Variables for the Acceding Countries
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (10)

2003

  1. Exchange Rate Pass-Through in Candidate Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
  2. Leading Indicators for Euro Area Inflation and GDP Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (42)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2003) Downloads View citations (14)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)

2002

  1. How Important Is the Shock-Absorbing Role of the Real Exchange Rate?
    Economics Working Papers, European University Institute Downloads View citations (6)
  2. Time-Dependent Efficiency of Free Trade Agreements: The Case of Slovenia and the CEFTA Agreement
    LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven Downloads
    See also Journal Article in The Economic and Social Review (2002)

Journal Articles

2017

  1. Structural FECM: Cointegration in large‐scale structural FAVAR models
    Journal of Applied Econometrics, 2017, 32, (6), 1069-1086 Downloads View citations (6)
    See also Working Paper (2014)

2016

  1. Shadow short rate and monetary policy in the Euro area
    Empirica, 2016, 43, (2), 279-298 Downloads View citations (15)
  2. Stress testing the EU fiscal framework
    Journal of Financial Stability, 2016, 26, (C), 276-293 Downloads View citations (2)

2014

  1. Forecasting with factor-augmented error correction models
    International Journal of Forecasting, 2014, 30, (3), 589-612 Downloads View citations (31)
    See also Working Paper (2010)

2009

  1. Control of Inflation on the Road to the European Monetary Union
    Eastern European Economics, 2009, 47, (6), 5-21 Downloads

2008

  1. Non-linear growth effects of financial development: Does financial integration matter?
    Journal of International Money and Finance, 2008, 27, (2), 295-313 Downloads View citations (101)
    See also Working Paper (2008)
  2. Optimal monetary policy with Balassa-Samuelson-type productivity shocks
    Journal of Comparative Economics, 2008, 36, (1), 120-141 Downloads View citations (4)

2006

  1. Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications
    Journal of Banking & Finance, 2006, 30, (5), 1375-1391 Downloads View citations (36)

2005

  1. Leading Indicators for Euro‐area Inflation and GDP Growth*
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 785-813 Downloads View citations (59)
    See also Working Paper (2003)

2004

  1. L'influence du régime de change sur l'inflation dans les pays adhérents
    Economie & Prévision, 2004, 163, (2), 51-61 Downloads
    Also in Économie et Prévision, 2004, 163, (2), 51-61 (2004) Downloads

2002

  1. Time Dependent Efficiency of Free Trade Agreements - The Case of Slovenia and the CEFTA Agreement
    The Economic and Social Review, 2002, 33, (1), 147-160 Downloads View citations (2)
    See also Working Paper (2002)

Chapters

2016

  1. An Overview of the Factor-augmented Error-Correction Model
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 3-41 Downloads View citations (2)
    See also Working Paper (2015)
 
Page updated 2020-09-24