Igor Masten

University of Ljubljana - Faculty of Economics

Kardeljeva ploscad 17

Ljubljana, 1000

Slovenia

SCHOLARLY PAPERS

13

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2,351

SSRN CITATIONS
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SSRN RANKINGS

Top 6,236

in Total Papers Citations

53

CROSSREF CITATIONS

156

Scholarly Papers (13)

1.

Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?

IGIER Working Paper No. 236
Number of pages: 46 Posted: 13 Jun 2003
Bocconi University - Department of Economics, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 598 (54,280)
Citation 14

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Leading indicator, factor model, model selection, GDP growth, inflation

2.

Comparison of Parametric, Semi-Parametric and Non-Parametric Methods in Bankruptcy Prediction

Number of pages: 24 Posted: 02 Mar 2007
Arjana Brezigar Masten and Igor Masten
Institute for Macroeconomic Analysis and Development and University of Ljubljana - Faculty of Economics
Downloads 425 (82,548)

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bankruptcy prediction, semi-parametric methods, CART

3.

Non-Linear Growth Effects of Financial Development: Does Financial Integration Matter?

Number of pages: 23 Posted: 02 Mar 2007 Last Revised: 15 Jan 2008
University of Ljubljana - Faculty of Economics, University of Siena - Department of Political and International Sciences and Institute for Macroeconomic Analysis and Development
Downloads 279 (131,759)
Citation 14

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Euro adoption, financial integration, financial development, threshold effects, economic growth

Leading Indicators for Euro-Area Inflation and GDP Growth

IGIER Working Paper No. 235
Number of pages: 42 Posted: 26 May 2003
Bocconi University - Department of Economics, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 242 (151,564)
Citation 5

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Leading indicator, factor model, model selection, GDP growth, inflation

Leading Indicators for Euro Area Inflation and GDP Growth

Number of pages: 44 Posted: 24 Jun 2003
Bocconi University - Department of Economics, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 21 (627,711)
Citation 1
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Leading indicator, factor model, model selection, GDP growth, inflation

Leading Indicators for Euro-Area Inflation and GDP Growth

Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 785-813, December 2005
Number of pages: 29 Posted: 03 Feb 2006
European University Institute - Department of Economics, Bocconi University - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 15 (673,275)
Citation 7
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5.

Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-Through

Number of pages: 23 Posted: 16 Apr 2004
University of Siena - Department of Political and International Sciences, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 217 (168,733)
Citation 4

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EMU accession, pass-through effect, I(2) cointegration analysis, policy accomodation

6.

Analytical Approximation for a Multi-Period Portfolio Problem With Vector Autoregressive Returns

Number of pages: 13 Posted: 08 Mar 2007
University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics and University of Ljubljana
Downloads 205 (177,993)

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Taylor conditioned approximation, vector autoregressive returns, multi-period portfolio return

7.

Forecasting Macroeconomic Variables for the New Member States of the European Union

Number of pages: 48 Posted: 01 Jun 2005
European University Institute - Department of Economics, Bocconi University - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 136 (252,828)

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Factor models, forecasts, time series models, new Member States

8.

Forecasting Macroeconomic Variables for the Acceding Countries

IGIER Working Paper No. 260
Number of pages: 46 Posted: 15 May 2004
European University Institute - Department of Economics, Bocconi University - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 98 (319,206)
Citation 5

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Factor models, Forecasts, Time Series Models, Acceding Countries

9.

Inflation Targeting in Presence of Balassa-Samuelson-Type Productivity Shocks

Number of pages: 30 Posted: 02 Mar 2007
Igor Masten
University of Ljubljana - Faculty of Economics
Downloads 87 (344,172)

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Balassa-Samuelson effect, inflation targeting, ERM II, EMU

10.

Exchange Rate Pass-Through in Candidate Countries

Number of pages: 37 Posted: 02 Jun 2003
University of Siena - Department of Political and International Sciences, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 17 (635,097)
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I(2) co-integration analysis, EMU accession, pass-through effect

11.

Forecasting with Factor-Augmented Error Correction Models

CEPR Discussion Paper No. DP7677
Number of pages: 46 Posted: 10 Feb 2010
European University Institute - Department of Economics, Bocconi University - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 6 (716,687)
Citation 2
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Cointegration, Dynamic Factor Models, Error Correction Models, Factor-augmented Error Correction Models, FAVAR, Forecasting

12.

Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change

CEPR Discussion Paper No. DP6706
Number of pages: 60 Posted: 10 Jun 2008
European University Institute - Department of Economics, Bocconi University - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 4 (732,301)
Citation 4
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Factor models, forecasts, parameter uncertainty, short samples, structural change, time series models

13.

Structural FECM: Cointegration in Large-Scale Structural FAVAR Models

CEPR Discussion Paper No. DP9858
Number of pages: 34 Posted: 02 Jun 2014
University of Birmingham - Department of Economics, Bocconi University - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 1 (762,819)
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Cointegration, Dynamic Factor Models, Factor-augmented Error Correction Models, FAVAR, Structural Analysis