Martyna Marczak

Personal Details

First Name:	Martyna
Middle Name:
Last Name:	Marczak
Suffix:
RePEc Short-ID:	pma1308
	[This author has chosen not to make the email address public]
	https://martynamarczak.com
	Trinity College Dublin; Department of Economics; Dublin 2, Ireland

Affiliation

Department of Economics
Trinity College Dublin

Dublin, Ireland
http://www.tcd.ie/Economics/
RePEc:edi:detcdie (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. Marczak, Martyna & Beissinger, Thomas, 2018. "Competitiveness at the Country-Sector Level: New Measures Based on Global Value Chains," IZA Discussion Papers 11499, Institute of Labor Economics (IZA).
   • Marczak, Martyna & Beissinger, Thomas, 2018. "Competitiveness at the country-sector level: New measures based on global value chains," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2018, University of Hohenheim, Faculty of Business, Economics and Social Sciences.

   Cited by:

   1. Beissinger, Thomas & Hellier, Joël & Marczak, Martyna, 2020. "Divergence in labour force growth: Should wages and prices grow faster in Germany?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 09-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
      • Beissinger, Thomas & Hellier, Joël & Marczak, Martyna, 2020. "Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?," IZA Discussion Papers 13538, Institute of Labor Economics (IZA).
      • Beissinger, Thomas & Hellier, Joël & Marczak, Martyna, 2020. "Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?," GLO Discussion Paper Series 620, Global Labor Organization (GLO).
   2. Grodzicki, Maciej J. & Skrzypek, Jurand, 2020. "Cost-competitiveness and structural change in value chains – vertically-integrated analysis of the European automotive sector," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 276-287.
   3. Ramon Xifré, 2021. "Non‐Price Competitiveness Factors—A simple measure and implications for the five largest euro area countries," The World Economy, Wiley Blackwell, vol. 44(11), pages 3091-3110, November.

2. Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
   • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 107-123.
   • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.

   Cited by:

   1. Kenda Klemen & Mladenić Dunja, 2018. "Autonomous Sensor Data Cleaning in Stream Mining Setting," Business Systems Research, Sciendo, vol. 9(2), pages 69-79, July.
   2. Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020. "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, vol. 13(C), pages 106-124.
      • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2017. "Variance swap payoffs, risk premia and extreme market conditions," CREATES Research Papers 2017-21, Department of Economics and Business Economics, Aarhus University.
   3. Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).

3. Pfeifer, Gregor & Wahl, Fabian & Marczak, Martyna, 2016. "Illuminating the world cup effect: Night lights evidence from South Africa," Hohenheim Discussion Papers in Business, Economics and Social Sciences 16-2016, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   • Gregor Pfeifer & Fabian Wahl & Martyna Marczak, 2018. "Illuminating the World Cup effect: Night lights evidence from South Africa," Journal of Regional Science, Wiley Blackwell, vol. 58(5), pages 887-920, November.
   • Wahl, Fabian & Pfeifer, Gregor & Marczak, Martyna, 2016. "Illuminating the World Cup Effect: Night Lights Evidence from South Africa," VfS Annual Conference 2016 (Augsburg): Demographic Change 145938, Verein für Socialpolitik / German Economic Association.

   Cited by:

   1. Naito, Hisahiro & Yamamoto, Shinnosuke, 2022. "Is better access to mobile networks associated with increased mobile money adoption? Evidence from the micro-data of six developing countries," Telecommunications Policy, Elsevier, vol. 46(6).
   2. Nicolene Hamman & Andrew Phiri, 2022. "Using Nighttime Luminosity as a Proxy for Economic Growth in Africa: Is It a Bright Idea?," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 20(2 (Summer), pages 139-165.
   3. Joshua C. Hall & Josh Matti & Yang Zhou, 2017. "The Economic Impact of City-County Consolidations: A Synthetic Control Approach," Working Papers 17-08, Department of Economics, West Virginia University.
      • Joshua C. Hall & Josh Matti & Yang Zhou, 2020. "The economic impact of city–county consolidations: a synthetic control approach," Public Choice, Springer, vol. 184(1), pages 43-77, July.
   4. Russ, Jason, 2020. "Water runoff and economic activity: The impact of water supply shocks on growth," Journal of Environmental Economics and Management, Elsevier, vol. 101(C).
   5. Daniel D. Bonneau & Joshua C. Hall, 2020. "Economic Activity, International Intervention, and Transitional Governance: A Comparative Case Study of Somalia," Working Papers 20-01, Department of Economics, West Virginia University.
   6. Jeremy Wood & Samuel Meng, 2021. "The economic impacts of the 2018 Winter Olympics," Tourism Economics, , vol. 27(7), pages 1303-1322, November.
   7. Lindlacher Valentin & Gustav Pirich, 2024. "The Impact of China’s “Stadium Diplomacy” on Local Economic Development in Sub-Saharan Africa," CESifo Working Paper Series 10893, CESifo.
   8. Hisahiro Naito & Shinnosuke Yamamoto, 2022. "Is Better Access to Mobile Networks Associated with Increased Mobile Money Adoption? Evidence from the Micro-data of Six Developing Countries," Tsukuba Economics Working Papers 2022-001, Faculty of Humanities and Social Sciences, University of Tsukuba.
   9. Martin Thomas Falk & Markku Vieru, 2021. "Short-term hotel room price effects of sporting events," Tourism Economics, , vol. 27(3), pages 569-588, May.
   10. Matthias Firgo, 2019. "The Causal Economic Effects of Olympic Games on Host Regions," WIFO Working Papers 591, WIFO.
       • Firgo, Matthias, 2021. "The causal economic effects of Olympic Games on host regions," Regional Science and Urban Economics, Elsevier, vol. 88(C).
   11. Matti, Josh & Zhou, Yang, 2022. "Money is money: The economic impact of BerkShares," Ecological Economics, Elsevier, vol. 192(C).
   12. Daniel D. Bonneau & Joshua C. Hall & Yang Zhou, 2022. "Institutional implant and economic stagnation: a counterfactual study of Somalia," Public Choice, Springer, vol. 190(3), pages 483-503, March.
   13. Lehmann-Hasemeyer, Sibylle & Wahl, Fabian, 2017. "Savings Banks and the Industrial Revolution in Prussia Supporting Regional Development with Public Financial Institutions," CEPR Discussion Papers 12500, C.E.P.R. Discussion Papers.
       • Lehmann-Hasemeyer, Sibylle H. & Wahl, Fabian, 2017. "Savings banks and the industrial revolution in Prussia: Supporting regional development with public financial institutions," Hohenheim Discussion Papers in Business, Economics and Social Sciences 18-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   14. Majdi Debbich, 2019. "Assessing Oil and Non-Oil GDP Growth from Space: An Application to Yemen 2012-17," IMF Working Papers 2019/221, International Monetary Fund.

4. Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   • Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
   • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.

   Cited by:

   1. Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, vol. 26(C), pages 32-39.
   2. Angeliki Skoura, 2019. "Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio," Economies, MDPI, vol. 7(2), pages 1-27, April.
   3. Ngoc Bao Vuong & Yoshihisa Suzuki, 2020. "Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(2), pages 157-175, June.

5. Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
   • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
   • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
   • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.

   Cited by:

   1. Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
   2. Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021. "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 458-480, April.
      • Dr. Gregor Bäurle & Elizabeth Steiner & Dr. Gabriel Züllig, 2018. "Forecasting the production side of GDP," Working Papers 2018-16, Swiss National Bank.
   3. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
      • Rossi, Barbara, 2020. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," CEPR Discussion Papers 14472, C.E.P.R. Discussion Papers.
      • Barbara Rossi, 2019. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers 1162, Barcelona School of Economics.
   4. Tommaso Proietti & Alessandro Giovannelli, 2021. "Nowcasting monthly GDP with big data: A model averaging approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 683-706, April.
      • Tommaso Proietti & Alessandro Giovannelli, 2020. "Nowcasting Monthly GDP with Big Data: a Model Averaging Approach," CEIS Research Paper 482, Tor Vergata University, CEIS, revised 12 May 2020.
   5. Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021. "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1376-1398.
      • Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti, 2020. "Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach," CEIS Research Paper 489, Tor Vergata University, CEIS, revised 30 May 2020.
   6. Taylor, James W., 2020. "A strategic predictive distribution for tests of probabilistic calibration," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1380-1388.

6. Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
   • Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
   • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
   • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.

   Cited by:

   1. Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
      • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 107-123.
      • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   2. Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," International Finance Discussion Papers 1189, Board of Governors of the Federal Reserve System (U.S.).
      • Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
      • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
   3. Jun, Bogang, 2013. "The Trade-off between Fertility and Education: Evidence from the Korean Development Path," MPRA Paper 43971, University Library of Munich, Germany.
      • Jun, Bogang & Lee, Joongho, 2014. "The tradeoff between fertility and education: Evidence from the Korean development path," FZID Discussion Papers 92-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   4. Tommaso Proietti & Diego J. Pedregal, 2021. "Seasonality in High Frequency Time Series," CEIS Research Paper 508, Tor Vergata University, CEIS, revised 11 Mar 2021.
      • Proietti, Tommaso & Pedregal, Diego J., 2023. "Seasonality in High Frequency Time Series," Econometrics and Statistics, Elsevier, vol. 27(C), pages 62-82.
   5. Ericsson, Neil R., 2017. "Interpreting estimates of forecast bias," International Journal of Forecasting, Elsevier, vol. 33(2), pages 563-568.
   6. Byers, J.W. & Popova, I. & Simkins, B.J., 2021. "Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers," Journal of Commodity Markets, Elsevier, vol. 24(C).
   7. Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
      • Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
      • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
      • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
      • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
   8. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
      • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
   9. Marcin Błażejowski & Jacek Kwiatkowski & Paweł Kufel, 2020. "BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl," Econometrics, MDPI, vol. 8(2), pages 1-29, May.
   10. Ruqayya Aljifri, 2020. "The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia," Economics Discussion Papers em-dp2020-27, Department of Economics, University of Reading.
   11. Neil R. Ericsson & Mohammed H. I. Dore & Hassan Butt, 2022. "Detecting and Quantifying Structural Breaks in Climate," Econometrics, MDPI, vol. 10(4), pages 1-27, November.
   12. G. Rigatos, 2021. "Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 777-798, October.
   13. Apergis, Nicholas & Pan, Wei-Fong & Reade, James & Wang, Shixuan, 2023. "Modelling Australian electricity prices using indicator saturation," Energy Economics, Elsevier, vol. 120(C).
   14. Ericsson Neil R., 2016. "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 377-398, September.

7. Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   • Martyna Marczak & Víctor Gómez, 2017. "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.

   Cited by:

   1. Rajendra N. Paramanik & Avishek Bhandari & Bandi Kamaiah, 2022. "Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 825-837, July.

8. Marczak, Martyna & Gómez, Víctor, 2012. "SPECTRAN, a set of Matlab programs for Spectral analysis," FZID Discussion Papers 60-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).

   Cited by:

   1. Martyna Marczak & Víctor Gómez, 2017. "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
      • Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   2. Paul Beaudry & Dana Galizia & Franck Portier, 2016. "Putting the Cycle Back into Business Cycle Analysis," NBER Working Papers 22825, National Bureau of Economic Research, Inc.
      • Beaudry, Paul & Galizia, Dana & Portier, Franck, 2016. "Putting the Cycle Back into Business Cycle Analysis," TSE Working Papers 16-734, Toulouse School of Economics (TSE).
      • Paul Beaudry & Dana Galizia & Franck Portier, 2020. "Putting the Cycle Back into Business Cycle Analysis," American Economic Review, American Economic Association, vol. 110(1), pages 1-47, January.
      • Franck Portier & Dana Galizia & Paul Beaudry, 2017. "Putting the Cycle Back into Business Cycle Analysis," 2017 Meeting Papers 310, Society for Economic Dynamics.
      • Portier, Franck & Galizia, Dana & Beaudry, Paul, 2016. "Putting the Cycle Back into Business Cycle Analysis," CEPR Discussion Papers 11647, C.E.P.R. Discussion Papers.

9. Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   • Marczak, Martyna & Gómez, Víctor, 2015. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, vol. 47(C), pages 40-52.

   Cited by:

   1. Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
      • Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
      • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
   2. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
   3. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
      • Verona, Fabio, 2016. "Time-frequency characterization of the U.S. financial cycle," Bank of Finland Research Discussion Papers 14/2016, Bank of Finland.
      • Fabio Verona, 2016. "Time-frequency characterization of the U.S. financial cycle," CEF.UP Working Papers 1605, Universidade do Porto, Faculdade de Economia do Porto.
   4. Funashima, Yoshito, 2015. "The Fed-Induced Political Business Cycle," MPRA Paper 63654, University Library of Munich, Germany.
   5. Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
   6. Panos Fousekis & Vasilis Grigoriadis, 2016. "Price co-movement in the principal skim milk powder producing regions: a wavelet analysis," Economics Bulletin, AccessEcon, vol. 36(1), pages 477-492.
   7. Funashima, Yoshito, 2017. "Time-varying leads and lags across frequencies using a continuous wavelet transform approach," Economic Modelling, Elsevier, vol. 60(C), pages 24-28.
   8. Yoshito Funashima, 2017. "Wagner’s law versus displacement effect," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 619-634, February.
   9. Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022. "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, vol. 79(C).
   10. Funashima, Yoshito, 2015. "Automatic stabilizers in the Japanese tax system," Journal of Asian Economics, Elsevier, vol. 39(C), pages 86-93.
   11. Funashima, Yoshito, 2016. "The Fed-induced political business cycle: Empirical evidence from a time–frequency view," Economic Modelling, Elsevier, vol. 54(C), pages 402-411.
   12. Funashima, Yoshito, 2015. "Wagner's law versus displacement effect," MPRA Paper 68390, University Library of Munich, Germany.

10. Marczak, Martyna & Beissinger, Thomas, 2010. "Real Wages and the Business Cycle in Germany," IZA Discussion Papers 5199, Institute of Labor Economics (IZA).
    • Martyna Marczak & Thomas Beissinger, 2013. "Real wages and the business cycle in Germany," Empirical Economics, Springer, vol. 44(2), pages 469-490, April.
    • Marczak, Martyna & Beissinger, Thomas, 2010. "Real wages and the business cycle in Germany," FZID Discussion Papers 20-2010, University of Hohenheim, Center for Research on Innovation and Services (FZID).

    Cited by:

    1. Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
       • Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
       • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
    2. Martyna Marczak & Víctor Gómez, 2017. "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
       • Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    3. Marczak, Martyna & Gómez, Víctor, 2015. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, vol. 47(C), pages 40-52.
       • Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    4. Eva Lajtkepová, 2020. "Distribution of Wages in the Regions of the Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 14(2), pages 123-136.
    5. Schönfelder, Bruno & Wild, Frank, 2013. "Volkswirtschaftliche Wirkungen der Alterungsrückstellungen in der Privaten Kranken- und Pflegeversicherung," WIP-Analysen August 2013, WIP – Wissenschaftliches Institut der PKV.
    6. Marczak, Martyna & Gómez, Víctor, 2012. "SPECTRAN, a set of Matlab programs for Spectral analysis," FZID Discussion Papers 60-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    7. Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
    8. Hiroaki Miyamoto, 2014. "Cyclical behavior of real wages in Japan," Working Papers SDES-2014-16, Kochi University of Technology, School of Economics and Management, revised Nov 2014.
       • Miyamoto, Hiroaki, 2015. "Cyclical behavior of real wages in Japan," Economics Letters, Elsevier, vol. 130(C), pages 56-59.
    9. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Energy consumption synchronization between Europe, United States and Japan: A spectral analysis assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 77(C), pages 1261-1271.

Articles

1. Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 107-123.
   • Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
   • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   See citations under working paper version above.
2. Gregor Pfeifer & Fabian Wahl & Martyna Marczak, 2018. "Illuminating the World Cup effect: Night lights evidence from South Africa," Journal of Regional Science, Wiley Blackwell, vol. 58(5), pages 887-920, November.
   • Wahl, Fabian & Pfeifer, Gregor & Marczak, Martyna, 2016. "Illuminating the World Cup Effect: Night Lights Evidence from South Africa," VfS Annual Conference 2016 (Augsburg): Demographic Change 145938, Verein für Socialpolitik / German Economic Association.
   • Pfeifer, Gregor & Wahl, Fabian & Marczak, Martyna, 2016. "Illuminating the world cup effect: Night lights evidence from South Africa," Hohenheim Discussion Papers in Business, Economics and Social Sciences 16-2016, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   See citations under working paper version above.
3. Martyna Marczak & Víctor Gómez, 2017. "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
   • Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   See citations under working paper version above.
4. Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
   • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
   • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
   See citations under working paper version above.
5. Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
   • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
   • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
   • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
   See citations under working paper version above.
6. Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
   • Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
   • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
   See citations under working paper version above.
7. Marczak, Martyna & Gómez, Víctor, 2015. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, vol. 47(C), pages 40-52.
   • Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   See citations under working paper version above.
8. Martyna Marczak & Thomas Beissinger, 2013. "Real wages and the business cycle in Germany," Empirical Economics, Springer, vol. 44(2), pages 469-490, April.
   • Marczak, Martyna & Beissinger, Thomas, 2010. "Real wages and the business cycle in Germany," FZID Discussion Papers 20-2010, University of Hohenheim, Center for Research on Innovation and Services (FZID).
   • Marczak, Martyna & Beissinger, Thomas, 2010. "Real Wages and the Business Cycle in Germany," IZA Discussion Papers 5199, Institute of Labor Economics (IZA).
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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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 21 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-MAC: Macroeconomics (10) 2010-10-09 2010-11-13 2012-07-08 2013-03-09 2015-03-13 2015-04-19 2015-04-19 2020-08-24 2020-09-14 2020-11-23. Author is listed
2. NEP-LAB: Labour Economics (8) 2010-10-09 2010-11-13 2012-07-08 2020-08-24 2020-09-14 2022-10-31 2022-11-07 2022-11-28. Author is listed
3. NEP-ETS: Econometric Time Series (6) 2013-03-09 2014-08-25 2014-12-19 2015-11-21 2016-02-17 2016-04-09. Author is listed
4. NEP-FOR: Forecasting (5) 2013-03-09 2015-03-13 2015-04-19 2015-11-21 2016-04-09. Author is listed
5. NEP-ECM: Econometrics (4) 2013-03-09 2014-08-25 2015-03-13 2015-11-21
6. NEP-EEC: European Economics (4) 2010-11-13 2015-03-13 2015-04-19 2018-05-28
7. NEP-ORE: Operations Research (4) 2014-08-25 2014-12-19 2015-11-21 2016-04-09
8. NEP-BEC: Business Economics (3) 2010-10-09 2012-07-08 2013-03-09
9. NEP-HRM: Human Capital and Human Resource Management (3) 2022-10-31 2022-11-07 2022-11-28
10. NEP-INT: International Trade (2) 2018-05-28 2018-06-11
11. NEP-DEV: Development (1) 2016-11-13
12. NEP-DGE: Dynamic General Equilibrium (1) 2022-10-31
13. NEP-HME: Heterodox Microeconomics (1) 2018-06-11
14. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2018-05-28
15. NEP-SPO: Sports and Economics (1) 2016-11-13
16. NEP-TID: Technology and Industrial Dynamics (1) 2022-10-31
17. NEP-TRE: Transport Economics (1) 2016-11-13
18. NEP-URE: Urban and Real Estate Economics (1) 2016-11-13

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