Details about Igor Masten

Access statistics for papers by Igor Masten.

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Short-id: pma268

Working Papers

2015

1. An Overview of the Factor-augmented Error-Correction Model
   Discussion Papers, Department of Economics, University of Birmingham
   See also Chapter An Overview of the Factor-augmented Error-Correction Model, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (6) (2016)

2014

2. Structural FECM: Cointegration in large-scale structural FAVAR models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Structural FECM: Cointegration in large‐scale structural FAVAR models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (9) (2017)

2010

3. 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 View citations (7)
   Also in RSCAS Working Papers, European University Institute (2009) View citations (2)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (8)
4. Forecasting with Factor-augmented Error Correction Models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
   Also in RSCAS Working Papers, European University Institute (2009) View citations (16)
   See also Journal Article Forecasting with factor-augmented error correction models, International Journal of Forecasting, Elsevier (2014) View citations (46) (2014)

2008

5. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (77)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (83)
   Economics Working Papers, European University Institute (2008) View citations (72)
6. Non-linear growth effects of financial development: Does financial integration matter?
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (139)
   See also Journal Article Non-linear growth effects of financial development: Does financial integration matter?, Journal of International Money and Finance, Elsevier (2008) View citations (139) (2008)
7. 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

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

2004

9. Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes
   Economics Working Papers, European University Institute View citations (30)
10. 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 View citations (2)
11. Forecasting Macroeconomic Variables for the Acceding Countries
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (10)

2003

12. Exchange Rate Pass-Through in Candidate Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
13. Leading Indicators for Euro Area Inflation and GDP Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (47)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2003) 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) View citations (71) (2005)

2002

14. How Important Is the Shock-Absorbing Role of the Real Exchange Rate?
    Economics Working Papers, European University Institute View citations (6)

Journal Articles

2017

1. Structural FECM: Cointegration in large‐scale structural FAVAR models
   Journal of Applied Econometrics, 2017, 32, (6), 1069-1086 View citations (9)
   See also Working Paper Structural FECM: Cointegration in large-scale structural FAVAR models, CEPR Discussion Papers (2014) View citations (1) (2014)

2016

2. Shadow short rate and monetary policy in the Euro area
   Empirica, 2016, 43, (2), 279-298 View citations (30)
3. Stress testing the EU fiscal framework
   Journal of Financial Stability, 2016, 26, (C), 276-293 View citations (2)

2014

4. Forecasting with factor-augmented error correction models
   International Journal of Forecasting, 2014, 30, (3), 589-612 View citations (46)
   See also Working Paper Forecasting with Factor-augmented Error Correction Models, CEPR Discussion Papers (2010) View citations (7) (2010)

2009

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

2008

6. Non-linear growth effects of financial development: Does financial integration matter?
   Journal of International Money and Finance, 2008, 27, (2), 295-313 View citations (139)
   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 (139) (2008)
7. Optimal monetary policy with Balassa-Samuelson-type productivity shocks
   Journal of Comparative Economics, 2008, 36, (1), 120-141 View citations (4)

2006

8. Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications
   Journal of Banking & Finance, 2006, 30, (5), 1375-1391 View citations (38)

2005

9. Leading Indicators for Euro‐area Inflation and GDP Growth*
   Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 785-813 View citations (71)
   See also Working Paper Leading Indicators for Euro Area Inflation and GDP Growth, CEPR Discussion Papers (2003) View citations (47) (2003)

2004

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

2002

11. 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 View citations (7)

Chapters

2016

1. An Overview of the Factor-augmented Error-Correction Model
   A chapter in Dynamic Factor Models, 2016, vol. 35, pp 3-41 View citations (6)
   See also Working Paper An Overview of the Factor-augmented Error-Correction Model, Department of Economics, University of Birmingham (2015) (2015)