Milos Ciganovic

Personal Details

First Name:	Milos
Middle Name:
Last Name:	Ciganovic
Suffix:
RePEc Short-ID:	pci195
	[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Economia e Diritto
Facoltà di Economia
"Sapienza" Università di Roma

Roma, Italy
https://web.uniroma1.it/dip_ecodir/
RePEc:edi:dprosit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Federico D'Amario & Milos Ciganovic, 2022. "Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach," Papers 2210.00883, arXiv.org.
   • Milos Ciganovic & Federico D’Amario, 2024. "Forecasting cryptocurrencies log-returns: a LASSO-VAR and sentiment approach," Applied Economics, Taylor & Francis Journals, vol. 56(58), pages 8112-8138, December.

   Cited by:

   1. Valeriia Baklanova, 2025. "The relationships between RedditSI and BTC exchange characteristics: Do Reddit users still control the market?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 285-306, March.
   2. A. Bekker & A. Kheyri & M. Arashi, 2026. "Augmented Graphical Ridge Estimation with Application in the Cryptocurrency Market," Computational Economics, Springer;Society for Computational Economics, vol. 67(2), pages 781-825, February.

Articles

1. Milos Ciganovic & Federico D’Amario, 2024. "Forecasting cryptocurrencies log-returns: a LASSO-VAR and sentiment approach," Applied Economics, Taylor & Francis Journals, vol. 56(58), pages 8112-8138, December.
   • Federico D'Amario & Milos Ciganovic, 2022. "Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach," Papers 2210.00883, arXiv.org.
   See citations under working paper version above.
2. Tesi Aliaj & Milos Ciganovic & Massimiliano Tancioni, 2023. "Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 464-480, April.

   Cited by:

   1. Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025. "A new model to forecast energy inflation in the euro area," Working Paper Series 3062, European Central Bank.
   2. Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024. "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series 2930, European Central Bank.
      • Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
   3. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
   4. Konstantin Boss & Luigi Longo & Luca Onorante, 2025. "Nowcasting the euro area with social media data," Papers 2506.10546, arXiv.org.
   5. Barış Soybilgen & M. Ege Yazgan & Hüseyin Kaya, 2023. "Nowcasting Turkish Food Inflation Using Daily Online Prices," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 171-190, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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.

1. NEP-BIG: Big Data (2) 2022-11-07 2026-03-16. Author is listed
2. NEP-CMP: Computational Economics (1) 2026-03-16. Author is listed
3. NEP-ECM: Econometrics (1) 2026-03-16. Author is listed
4. NEP-ETS: Econometric Time Series (1) 2026-03-16. Author is listed
5. NEP-FDG: Financial Development and Growth (1) 2025-10-20. Author is listed
6. NEP-FOR: Forecasting (1) 2022-11-07. Author is listed
7. NEP-PAY: Payment Systems and Financial Technology (1) 2022-11-07. Author is listed

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