Details about Jonas Striaukas

Access statistics for papers by Jonas Striaukas.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pst799

Working Papers

2021

1. High-Dimensional Granger Causality Tests with an Application to VIX and News
   Papers, arXiv.org View citations (8)
2. Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
   Papers, arXiv.org View citations (4)
3. Machine Learning Time Series Regressions With an Application to Nowcasting
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (28)
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) View citations (28)
   Papers, arXiv.org (2020) View citations (15)
4. Regularized regression when covariates are linked on a network: the 3CoSE algorithm
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)

2020

5. Network-Constrained Covariate Coefficient and Connection Sign Estimation
   Working Papers on Finance, University of St. Gallen, School of Finance
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018)
   Bank of Lithuania Discussion Paper Series, Bank of Lithuania (2018)

2018

6. Quantile-based Inflation Risk Models
   Working Paper Research, National Bank of Belgium View citations (3)

2017

7. Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods
   Bank of Lithuania Occasional Paper Series, Bank of Lithuania View citations (16)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2017) View citations (15)
   CEIS Research Paper, Tor Vergata University, CEIS (2017) View citations (15)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (15)