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

SCHOLARLY PAPERS

5

DOWNLOADS

537

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (5)

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 and Jonas Striaukas
Bank of Lithuania - Economics Department and UC Louvain and F.R.S.-FNRS
Downloads 98 (309,574)

Abstract:

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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 and Jonas Striaukas
Bank of Lithuania - Economics Department and UC Louvain and F.R.S.-FNRS
Downloads 91 (324,845)
Citation 3

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

2.

Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios

Number of pages: 42 Posted: 24 Sep 2020 Last Revised: 05 Oct 2020
Andrii Babii, Ryan T. Ball, Eric Ghysels 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 UC Louvain and F.R.S.-FNRS
Downloads 136 (242,984)
Citation 4

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corporate earnings, nowcasting, high-dimensional panels, mixed frequency data, text data, sparse-group LASSO, heavy-tailed t-mixing processes, Fuk-Nagaev inequality

3.

Machine Learning Time Series Regressions With an Application to Nowcasting

Number of pages: 51 Posted: 05 Jan 2020 Last Revised: 13 Dec 2020
Andrii Babii, Eric Ghysels and Jonas Striaukas
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 131 (250,268)
Citation 1

Abstract:

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

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
University of St. Gallen - School of Finance, UC Louvain and F.R.S.-FNRS, University of Freiburg - Medical Center and Johannes Gutenberg University Mainz - University Medical Center
Downloads 29 (552,741)

Abstract:

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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
University of St. Gallen - School of Finance, UC Louvain and F.R.S.-FNRS, University of Freiburg - Medical Center and Johannes Gutenberg University Mainz - University Medical Center
Downloads 25 (578,670)

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

5.

Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation

Number of pages: 38 Posted: 24 Jun 2020 Last Revised: 05 Oct 2020
Andrii Babii, Eric Ghysels and Jonas Striaukas
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 27 (549,650)
Citation 1

Abstract:

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