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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


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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 An Overview of the Factor-augmented Error-Correction Model, Advances in Econometrics, Emerald Group Publishing Limited (2016) Downloads View citations (5) (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 Structural FECM: Cointegration in large‐scale structural FAVAR models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) Downloads View citations (9) (2017)

2010

  1. Financial integration and financial development in transition economies: what happens during financial crises?
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (7)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (8)
    RSCAS Working Papers, European University Institute (2009) Downloads View citations (2)
  2. Forecasting with Factor-augmented Error Correction Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in RSCAS Working Papers, European University Institute (2009) Downloads View citations (16)

    See also Journal Article Forecasting with factor-augmented error correction models, International Journal of Forecasting, Elsevier (2014) Downloads View citations (43) (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 (81)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2008) Downloads View citations (75)
    Economics Working Papers, European University Institute (2008) Downloads View citations (68)
  2. Non-linear growth effects of financial development: Does financial integration matter?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (135)
    See also Journal Article Non-linear growth effects of financial development: Does financial integration matter?, Journal of International Money and Finance, Elsevier (2008) Downloads View citations (135) (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 (2)

2005

  1. Forecasting macroeconomic variables for the new member states of the European Union
    Working Paper Series, European Central Bank Downloads View citations (13)

2004

  1. Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes
    Economics Working Papers, European University Institute Downloads View citations (30)
  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 (17)
  2. Leading Indicators for Euro Area Inflation and GDP Growth
    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 (2003) Downloads View citations (29)

    See also Journal Article Leading Indicators for Euro‐area Inflation and GDP Growth*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) Downloads View citations (71) (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 View citations (4)
    See also Journal Article Time Dependent Efficiency of Free Trade Agreements - The Case of Slovenia and the CEFTA Agreement, The Economic and Social Review, Economic and Social Studies (2002) Downloads View citations (6) (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 (9)
    See also Working Paper Structural FECM: Cointegration in large-scale structural FAVAR models, CEPR Discussion Papers (2014) Downloads (2014)

2016

  1. Shadow short rate and monetary policy in the Euro area
    Empirica, 2016, 43, (2), 279-298 Downloads View citations (26)
  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 (43)
    See also Working Paper Forecasting with Factor-augmented Error Correction Models, CEPR Discussion Papers (2010) Downloads View citations (7) (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 (135)
    See also Working Paper Non-linear growth effects of financial development: Does financial integration matter?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (135) (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 (38)

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 (71)
    See also Working Paper Leading Indicators for Euro Area Inflation and GDP Growth, CEPR Discussion Papers (2003) Downloads View citations (47) (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 (6)
    See also Working Paper Time-Dependent Efficiency of Free Trade Agreements: The Case of Slovenia and the CEFTA Agreement, LICOS Discussion Papers (2002) Downloads View citations (4) (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 (5)
    See also Working Paper An Overview of the Factor-augmented Error-Correction Model, Department of Economics, University of Birmingham (2015) Downloads (2015)
 
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