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Gyorgy Gyomai

Personal Details

First Name:Gyorgy
Middle Name:
Last Name:Gyomai
Suffix:
RePEc Short-ID:pgy7
[This author has chosen not to make the email address public]

Affiliation

Organisation de Coopération et de Développement Économiques (OCDE)

Paris, France
http://www.oecd.org/

: 33-(0)-1-45 24 82 00
33-(0)-1-45 24 85 00
2 rue Andre Pascal, 75775 Paris Cedex 16
RePEc:edi:oecddfr (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Gyorgy Gyomai & Marc Wildi, 2012. "OECD Composite Leading Indicators for G7 Countries: A Comparison of the Hodrick-Prescott Filter and the Multivariate Direct Filter Approach," OECD Statistics Working Papers 2012/5, OECD Publishing.
  2. Ronny Nilsson & Gyorgy Gyomai, 2011. "Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters," OECD Statistics Working Papers 2011/4, OECD Publishing.
  3. Áron Gereben & György Gyomai & Norbert Kiss M., 2006. "Customer order flow, information and liquidity on the Hungarian foreign exchange market," MNB Working Papers 2006/8, Magyar Nemzeti Bank (Central Bank of Hungary).
  4. Áron Gereben & György Gyomai & Norbert Kiss M., 2005. "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers 2005/42, Magyar Nemzeti Bank (Central Bank of Hungary).

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. Ronny Nilsson & Gyorgy Gyomai, 2011. "Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters," OECD Statistics Working Papers 2011/4, OECD Publishing.

    Cited by:

    1. Saša Obradović & Vladimir Mihajlović, 2013. "Synchronization of Business Cycles in the Selected European Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 759-773, December.

  2. Áron Gereben & György Gyomai & Norbert Kiss M., 2006. "Customer order flow, information and liquidity on the Hungarian foreign exchange market," MNB Working Papers 2006/8, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Balazs Egert, 2006. "Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies," IEHAS Discussion Papers 0615, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    2. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
    3. Nikola Gradojevic, 2013. "Foreign exchange customers and dealers: Who’s driving whom?," Working Papers 2013-FIN-03, IESEG School of Management.
    4. Carol Osler & Xuhang Wang, 2012. "The Microstructure of Currency Markets," Working Papers 49, Brandeis University, Department of Economics and International Businesss School.
    5. Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013. "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 303-316.
    6. Cavusoglu Nevin, 2011. "Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications," Global Economy Journal, De Gruyter, vol. 10(4), pages 1-42, January.
    7. Jakree Koosakul, 2016. "Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers," PIER Discussion Papers 30., Puey Ungphakorn Institute for Economic Research, revised Jun 2016.

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 4 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-CBA: Central Banking (3) 2006-05-06 2006-09-23 2011-10-09
  2. NEP-FIN: Finance (2) 2006-05-06 2006-09-23
  3. NEP-FMK: Financial Markets (2) 2006-05-06 2006-09-23
  4. NEP-IFN: International Finance (2) 2006-05-06 2006-09-23
  5. NEP-BEC: Business Economics (1) 2011-10-09
  6. NEP-ECM: Econometrics (1) 2011-10-09
  7. NEP-EEC: European Economics (1) 2014-10-22
  8. NEP-ETS: Econometric Time Series (1) 2011-10-09
  9. NEP-FOR: Forecasting (1) 2006-09-23
  10. NEP-MON: Monetary Economics (1) 2006-05-06
  11. NEP-MST: Market Microstructure (1) 2006-09-23
  12. NEP-TRA: Transition Economics (1) 2006-09-23

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