George Monokroussos

Joint Research Centre, Italy

Via E. Fermi 1

I-21020 Ispra (VA)

Italy

  • Joint Research Centre, Italy

SCHOLARLY PAPERS

8

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592

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2

CROSSREF CITATIONS

41

Scholarly Papers (8)

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1.

Growth Forecasts Using Time Series and Growth Models

World Bank Policy Research Working Paper No. 2224
Number of pages: 33 Posted: 20 Apr 2016
Aart Kraay and George Monokroussos
World Bank - Development Research Group (DECRG) and Joint Research Centre, Italy
Downloads 214 (147,972)

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2.

Nowcasting US GDP: The Role of ISM Business Surveys

International Journal of Forecasting, Forthcoming
Number of pages: 33 Posted: 30 May 2012
Kajal Lahiri and George Monokroussos
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Joint Research Centre, Italy
Downloads 118 (244,971)

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Forecasting, ISM, PMI, NMI, factor models, Kalman filter, Real time data

3.

Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues

Number of pages: 46 Posted: 06 Feb 2015
Sven Langedijk, George Monokroussos and Evangelia Papanagiotou
European Union - European Commission, Joint Research Centre, Italy and European Commission - Joint Research Centre
Downloads 116 (248,090)
Citation 2

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Liquidity, Market Microstructure, High-Frequency Data, Sovereign Bonds, MIDAS, Coherence.

4.

The Yield Spread Puzzle and the Information Content of SPF Forecasts

Downloads 52 (395,684)
Citation 5

The Yield Spread Puzzle and the Information Content of SPF Forecasts

Economics Letters, Forthcoming
Number of pages: 6 Posted: 05 Nov 2012
Kajal Lahiri, George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 29 (503,144)

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Probability forecasts, Yield spread, Real-time data

The Yield Spread Puzzle and the Information Content of SPF Forecasts

CESifo Working Paper Series No. 3949
Number of pages: 8 Posted: 04 Oct 2012
Kajal Lahiri, George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 23 (540,037)

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probability forecasts, yield spread, real-time data

5.

Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors

Journal of Applied Econometrics, 2015
Number of pages: 32 Posted: 17 Jul 2015
Kajal Lahiri, George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 43 (428,275)
Citation 1

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Forecasting, Consumption, Consumer Sentiment, Factor Models, Kalman Filter, Real-Time Data, Fluctuation test

6.

Dynamic Limited Dependent Variable Modeling and US Monetary Policy

Journal of Money, Credit, and Banking, Vol. 43, Nos. 2-3, 2011
Number of pages: 29 Posted: 30 May 2012 Last Revised: 14 Jul 2012
George Monokroussos
Joint Research Centre, Italy
Downloads 25 (511,522)

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Monetary policy rules, Taylor rule, Real-time data, Greenbook forecasts, Federal funds rate, Discrete choice models, Data augmentation, Markov Chain Monte Carlo, Gibbs sampling, Time-varying parameter models, Regime-switching models

7.

A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series

Computational Economics, Forthcoming
Number of pages: 40 Posted: 14 Jul 2012 Last Revised: 06 Aug 2012
George Monokroussos
Joint Research Centre, Italy
Downloads 24 (517,409)

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Discrete Choice models, Censored models, Data Augmentation, Markov Chain Monte Carlo, Gibbs Sampling, Taylor rules, Alan Greenspan

8.

Nowcasting in Real Time Using Popularity Priors

Number of pages: 18
George Monokroussos and Yongchen Zhao
Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 0

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Gibbs Sampling, Factor Models, Kalman Filter, Real-Time Data, Google Trends, Monetary Policy, Great Recession