Details about George Monokroussos

Access statistics for papers by George Monokroussos.

Last updated 2020-10-23. Update your information in the RePEc Author Service.

Short-id: pmo480

Working Papers

2020

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

2016

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

2015

3. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
   Working Papers, Towson University, Department of Economics View citations (17)
   See also Journal Article in Journal of Applied Econometrics (2016)

2012

4. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
   Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
5. 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 (4)
   See also Journal Article in Economics Letters (2013)

2011

6. Nowcasting US GDP: The role of ISM Business Surveys
   Discussion Papers, University at Albany, SUNY, Department of Economics View citations (25)
   See also Journal Article in International Journal of Forecasting (2013)

2009

7. 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 in Computational Economics (2013)

2006

8. A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function
   Computing in Economics and Finance 2006, Society for Computational Economics
9. 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 in Journal of Money, Credit and Banking (2011)

1999

10. Growth forecasts using time series and growth models
    Policy Research Working Paper Series, The World Bank View citations (4)

Journal Articles

2020

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

2018

2. Benchmarking liquidity proxies: The case of EU sovereign bonds
   International Review of Economics & Finance, 2018, 56, (C), 321-329 View citations (2)

2016

3. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
   Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (15)
   See also Working Paper (2015)

2013

4. 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 (2009)
5. Nowcasting US GDP: The role of ISM business surveys
   International Journal of Forecasting, 2013, 29, (4), 644-658 View citations (38)
   See also Working Paper (2011)
6. The yield spread puzzle and the information content of SPF forecasts
   Economics Letters, 2013, 118, (1), 219-221 View citations (9)
   See also Working Paper (2012)

2011

7. Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy
   Journal of Money, Credit and Banking, 2011, 43, (2‐3), 519-534
   Also in Journal of Money, Credit and Banking, 2011, 43, 519-534 (2011) View citations (20)
   See also Working Paper (2006)