Details about George Monokroussos

Access statistics for papers by George Monokroussos.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pmo480

Working Papers

2025

1. Hedonic Prices and Quality Adjusted Price Indices Powered by AI
   Papers, arXiv.org View citations (2)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2023) View citations (3)

2020

2. Nowcasting in Real Time Using Popularity Priors
   Working Papers, Towson University, Department of Economics View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2015)
   See also Journal Article Nowcasting in real time using popularity priors, International Journal of Forecasting, Elsevier (2020) View citations (1) (2020)

2016

3. Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (2)

2015

4. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
   Working Papers, Towson University, Department of Economics View citations (24)
   See also Journal Article Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (35) (2016)

2012

5. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
   Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
6. The Yield Spread Puzzle and the Information Content of SPF Forecasts
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) View citations (5)
   See also Journal Article The yield spread puzzle and the information content of SPF forecasts, Economics Letters, Elsevier (2013) View citations (14) (2013)

2011

7. Nowcasting US GDP: The role of ISM Business Surveys
   Discussion Papers, University at Albany, SUNY, Department of Economics View citations (28)
   See also Journal Article Nowcasting US GDP: The role of ISM business surveys, International Journal of Forecasting, Elsevier (2013) View citations (61) (2013)

2009

8. A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series
   Discussion Papers, University at Albany, SUNY, Department of Economics View citations (3)
   See also Journal Article A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series, Computational Economics, Springer (2013) (2013)

2006

9. A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function
   Computing in Economics and Finance 2006, Society for Computational Economics
10. Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy
    Discussion Papers, University at Albany, SUNY, Department of Economics
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (1)
    See also Journal Article Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (1) (2011)

1999

11. Growth forecasts using time series and growth models
    Policy Research Working Paper Series, The World Bank View citations (5)

Journal Articles

2023

1. Commentary on "A New Approach to Business Planning during Crises"
   Foresight: The International Journal of Applied Forecasting, 2023, (68), 57-59

2021

2. Forecasting Demand during COVID-The Case of Wayfair
   Foresight: The International Journal of Applied Forecasting, 2021, (62), 8-13

2020

3. Nowcasting in real time using popularity priors
   International Journal of Forecasting, 2020, 36, (3), 1173-1180 View citations (1)
   See also Working Paper Nowcasting in Real Time Using Popularity Priors, Working Papers (2020) View citations (3) (2020)

2018

4. Benchmarking liquidity proxies: The case of EU sovereign bonds
   International Review of Economics & Finance, 2018, 56, (C), 321-329 View citations (7)

2016

5. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
   Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (35)
   See also Working Paper Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors, Working Papers (2015) View citations (24) (2015)

2013

6. A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series
   Computational Economics, 2013, 42, (1), 71-105
   See also Working Paper A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series, Discussion Papers (2009) View citations (3) (2009)
7. Nowcasting US GDP: The role of ISM business surveys
   International Journal of Forecasting, 2013, 29, (4), 644-658 View citations (61)
   See also Working Paper Nowcasting US GDP: The role of ISM Business Surveys, Discussion Papers (2011) View citations (28) (2011)
8. The yield spread puzzle and the information content of SPF forecasts
   Economics Letters, 2013, 118, (1), 219-221 View citations (14)
   See also Working Paper The Yield Spread Puzzle and the Information Content of SPF Forecasts, CESifo Working Paper Series (2012) View citations (1) (2012)

2011

9. Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy
   Journal of Money, Credit and Banking, 2011, 43, (2‐3), 519-534 View citations (1)
   Also in Journal of Money, Credit and Banking, 2011, 43, 519-534 (2011) View citations (21)
   See also Working Paper Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy, Discussion Papers (2006) (2006)