Igor Masten
Personal Details
First Name: | Igor |
Middle Name: | |
Last Name: | Masten |
Suffix: | |
RePEc Short-ID: | pma268 |
[This author has chosen not to make the email address public] | |
Affiliation
Ekonomska fakuteta
Univerza v Ljubljani
Ljubljana, Sloveniahttp://www.ef.uni-lj.si/
RePEc:edi:feuljsi (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015.
"An Overview of the Factor-augmented Error-Correction Model,"
Discussion Papers
15-03, Department of Economics, University of Birmingham.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016. "An Overview of the Factor-augmented Error-Correction Model," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 3-41, Emerald Group Publishing Limited.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014.
"Structural FECM: Cointegration in large-scale structural FAVAR models,"
CEPR Discussion Papers
9858, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2017. "Structural FECM: Cointegration in large‐scale structural FAVAR models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1069-1086, September.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010.
"Financial integration and financial development in transition economies: what happens during financial crises?,"
Documents de travail du Centre d'Economie de la Sorbonne
10021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Arjana BREZIGAR-MASTEN & Fabrizio CORICELLI & Igor MASTEN, 2009. "Financial integration and financial development in transition economies: What happens during financial crises?," RSCAS Working Papers 2009/49, European University Institute.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010. "Financial integration and financial development in transition economies: what happens during financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00469499, HAL.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010. "Financial integration and financial development in transition economies: what happens during financial crises?," Post-Print halshs-00469499, HAL.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009.
"Forecasting with Factor-augmented Error Correction Models,"
RSCAS Working Papers
2009/32, European University Institute.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014. "Forecasting with factor-augmented error correction models," International Journal of Forecasting, Elsevier, vol. 30(3), pages 589-612.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010. "Forecasting with Factor-augmented Error Correction Models," CEPR Discussion Papers 7677, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Economics Working Papers ECO2008/15, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Banerjee, Anindya & Marcellino, Massimiliano, 2008. "Factor-augmented Error Correction Models," CEPR Discussion Papers 6707, C.E.P.R. Discussion Papers.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2008.
"Non-linear growth effects of financial development: Does financial integration matter?,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00634188, HAL.
- Masten, Arjana Brezigar & Coricelli, Fabrizio & Masten, Igor, 2008. "Non-linear growth effects of financial development: Does financial integration matter?," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 295-313, March.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2008. "Non-linear growth effects of financial development: Does financial integration matter?," Post-Print hal-00634188, HAL.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2008. "Non-linear growth effects of financial development: Does financial integration matter?," PSE-Ecole d'économie de Paris (Postprint) hal-00634188, HAL.
- Fabrizio Coricelli & Bostjan Jazbec & Igor Masten, 2008.
"Sources and Obstacles for Growth in Transition Countries: The Role of Credit,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00643347, HAL.
- Fabrizio Coricelli & Bostjan Jazbec & Igor Masten, 2008. "Sources and Obstacles for Growth in Transition Countries: The Role of Credit," Post-Print hal-00643347, HAL.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008.
"Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change,"
CEPR Discussion Papers
6706, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Fabrizio Coricelli & Bo??tjan Jazbec & Igor Masten, 2004. "Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through," William Davidson Institute Working Papers Series 2004-674, William Davidson Institute at the University of Michigan.
- Fabrizio CORICELLI & Bostjan JAZBEC & Igor MASTEN, 2004. "Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes," Economics Working Papers ECO2004/16, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003.
"Leading Indicators for Euro-area Inflation and GDP Growth,"
Working Papers
235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Coricelli, Fabrizio & Jazbec, Boštjan & Masten, Igor, 2003. "Exchange Rate Pass-Through in Candidate Countries," CEPR Discussion Papers 3894, C.E.P.R. Discussion Papers.
- Igor MASTEN, 2002.
"How Important Is the Shock-Absorbing Role of the Real Exchange Rate?,"
Economics Working Papers
ECO2002/06, European University Institute.
repec:lic:licosd:11702 is not listed on IDEAS
Articles
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2017.
"Structural FECM: Cointegration in large‐scale structural FAVAR models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1069-1086, September.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014. "Structural FECM: Cointegration in large-scale structural FAVAR models," CEPR Discussion Papers 9858, C.E.P.R. Discussion Papers.
- Milan Damjanović & Igor Masten, 2016. "Shadow short rate and monetary policy in the Euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 279-298, May.
- Masten, Igor & Grdović Gnip, Ana, 2016. "Stress testing the EU fiscal framework," Journal of Financial Stability, Elsevier, vol. 26(C), pages 276-293.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014.
"Forecasting with factor-augmented error correction models,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 589-612.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010. "Forecasting with Factor-augmented Error Correction Models," CEPR Discussion Papers 7677, C.E.P.R. Discussion Papers.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Economics Working Papers ECO2008/15, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Banerjee, Anindya & Marcellino, Massimiliano, 2008. "Factor-augmented Error Correction Models," CEPR Discussion Papers 6707, C.E.P.R. Discussion Papers.
- Arjana Brezigar Masten & Igor Masten, 2009. "Control of Inflation on the Road to the European Monetary Union," Eastern European Economics, Taylor & Francis Journals, vol. 47(6), pages 5-21, November.
- Masten, Igor, 2008. "Optimal monetary policy with Balassa-Samuelson-type productivity shocks," Journal of Comparative Economics, Elsevier, vol. 36(1), pages 120-141, March.
- Masten, Arjana Brezigar & Coricelli, Fabrizio & Masten, Igor, 2008.
"Non-linear growth effects of financial development: Does financial integration matter?,"
Journal of International Money and Finance, Elsevier, vol. 27(2), pages 295-313, March.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2008. "Non-linear growth effects of financial development: Does financial integration matter?," Post-Print hal-00634188, HAL.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2008. "Non-linear growth effects of financial development: Does financial integration matter?," PSE-Ecole d'économie de Paris (Postprint) hal-00634188, HAL.
- Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2008. "Non-linear growth effects of financial development: Does financial integration matter?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634188, HAL.
- Coricelli, Fabrizio & Jazbec, Bostjan & Masten, Igor, 2006. "Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1375-1391, May.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005.
"Leading Indicators for Euro‐area Inflation and GDP Growth,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Fabrizio Coricelli & Bostjan Jazbec & Igor Masten, 2004.
"Linfluence du régime de change sur linflation dans les pays adhérents,"
Économie et Prévision, Programme National Persée, vol. 163(2), pages 51-61.
- Fabrizio Coricelli & Boštjan Jazbec & Igor Masten, 2004. "L'influence du régime de change sur l'inflation dans les pays adhérents," Economie & Prévision, La Documentation Française, vol. 163(2), pages 51-61.
- Jože P. Damijan & Igor Masten, 2002. "Time Dependent Efficiency of Free Trade Agreements - The Case of Slovenia and the CEFTA Agreement," The Economic and Social Review, Economic and Social Studies, vol. 33(1), pages 147-160.
Chapters
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016.
"An Overview of the Factor-augmented Error-Correction Model,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 3-41,
Emerald Group Publishing Limited.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015. "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers 15-03, Department of Economics, University of Birmingham.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (7) 2003-03-03 2003-04-21 2003-07-17 2008-02-16 2008-04-12 2014-06-02 2015-02-28. Author is listed
- NEP-ECM: Econometrics (6) 2004-05-16 2008-02-16 2008-04-12 2009-07-11 2014-06-02 2015-02-28. Author is listed
- NEP-EEC: European Economics (3) 2003-04-21 2004-05-26 2004-06-02
- NEP-ETS: Econometric Time Series (3) 2008-02-16 2009-07-11 2015-02-28
- NEP-FOR: Forecasting (3) 2008-02-16 2008-04-12 2009-07-11
- NEP-IFN: International Finance (3) 2004-06-02 2004-06-02 2010-04-11
- NEP-MON: Monetary Economics (2) 2003-04-21 2003-07-13
- NEP-ORE: Operations Research (2) 2008-02-16 2008-04-12
- NEP-TRA: Transition Economics (2) 2004-06-02 2010-04-11
- NEP-AFR: Africa (1) 2003-03-03
- NEP-CBA: Central Banking (1) 2003-03-03
- NEP-ENE: Energy Economics (1) 2010-02-20
- NEP-FDG: Financial Development and Growth (1) 2010-04-11
- NEP-FIN: Finance (1) 2003-03-03
- NEP-OPM: Open Economy Macroeconomics (1) 2010-04-11
- NEP-REG: Regulation (1) 2010-02-20
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