Jonas Striaukas

UC Louvain and F.R.S.-FNRS

Research Fellow (Aspirant)

34 Voie du Roman Pays

B-1348 Louvain-la-Neuve

Louvain la Neuve, 1348

Belgium

http://sites.google.com/site/striaukasj/

Louvain Finance

PhD student

34 Voie du Roman Pays

B-1348 Louvain-la-Neuve, b-1348

Belgium

  • UC Louvain and F.R.S.-FNRS

  • Louvain Finance

    • Email
    • Tel: +3210479429
    • Fax: +3210479429
SCHOLARLY PAPERS

5

DOWNLOADS

1,168

SSRN CITATIONS
Rank 49,966

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Top 49,966

in Total Papers Citations

10

CROSSREF CITATIONS

3

Scholarly Papers (5)

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1.

Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application

Number of pages: 51 Posted: 24 Sep 2020 Last Revised: 23 Nov 2021
Andrii Babii, Ryan T. Ball, Eric Ghysels, Jonas Striaukas and Jonas Striaukas
University of North Carolina at Chapel Hill, The Stephen M. Ross School of Business at the University of Michigan, University of North Carolina Kenan-Flagler Business School and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 490 (75,921)
Citation 4

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high-dimensional panels, large N and T panels, mixed-frequency data, sparse-group LASSO, fat tails

2.

Machine Learning Time Series Regressions With an Application to Nowcasting

Journal of Business and Economic Statistics (forthcoming)
Number of pages: 54 Posted: 05 Jan 2020 Last Revised: 12 Jul 2021
Andrii Babii, Eric Ghysels, Jonas Striaukas and Jonas Striaukas
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 262 (152,362)
Citation 4

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high-dimensional time series, heavy-tails, tau-mixing, sparse-group LASSO, mixed frequency data, textual news data

3.

Unconventional Monetary Policy: Interest Rates and Low Inflation: A Review of Literature and Methods

Downloads 235 (169,505)
Citation 2

Unconventional Monetary Policy: Interest Rates and Low Inflation: A Review of Literature and Methods

CAMA Working Paper No. 29/2017
Number of pages: 47 Posted: 13 Apr 2017
Mariarosaria Comunale, Jonas Striaukas and Jonas Striaukas
Bank of Lithuania - Economics Department and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 121 (299,323)

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Unconventional Monetary Policy, Zero Lower Bound, Shadow Rates, Natural Interest Rate, Inflation

Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods

CEIS Working Paper No. 406
Number of pages: 48 Posted: 13 May 2017
Mariarosaria Comunale, Jonas Striaukas and Jonas Striaukas
Bank of Lithuania - Economics Department and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 114 (312,434)
Citation 3

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Unconventional monetary policy; zero lower bound; shadow rates; natural interest rate; inflation

4.

High-Dimensional Granger Causality Tests with an Application to VIX and News

Number of pages: 52 Posted: 24 Jun 2020 Last Revised: 29 Mar 2021
Andrii Babii, Eric Ghysels, Jonas Striaukas and Jonas Striaukas
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 116 (306,942)
Citation 2

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HAC Estimator, Sparse-Group LASSO, High-Dimensional Time Series, Inference for Groups, Fuk-Nagaev Inequality, τ-Dependent Sequences

5.

Network-Constrained Covariate Coefficient and Connection Sign Estimation

Downloads 65 (436,755)

Network-Constrained Covariate Coefficient and Connection Sign Estimation

University of St.Gallen, School of Finance Research Paper No. . 2020/01
Number of pages: 25 Posted: 04 Feb 2020 Last Revised: 05 Feb 2020
Matthias Weber, Jonas Striaukas, Jonas Striaukas, Martin Schumacher and Harald Binder
University of St. Gallen - School of Finance, Louvain FinanceUC Louvain and F.R.S.-FNRS, University of Freiburg - Medical Center and Johannes Gutenberg University Mainz - University Medical Center
Downloads 35 (578,273)
Citation 1

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network regression, network penalty, connection sign estimation, regularized

Network-Constrained Covariate Coefficient and Connection Sign Estimation

CORE Discussion Paper 2018/18 -OR- Bank of Lithuania Discussion Paper No 8/2018
Number of pages: 24 Posted: 31 Jul 2018 Last Revised: 06 Aug 2019
Matthias Weber, Jonas Striaukas, Jonas Striaukas, Martin Schumacher and Harald Binder
University of St. Gallen - School of Finance, Louvain FinanceUC Louvain and F.R.S.-FNRS, University of Freiburg - Medical Center and Johannes Gutenberg University Mainz - University Medical Center
Downloads 30 (608,403)

Abstract:

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network regression, network penalty, connection sign estimation, regularized regression