Marta Bańbura

Economics and Econometrics · 2007–2010

A researcher in the Science corpus: 3 papers; trusts 24 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 65 citations into it; #4,335 of 23,481 by trust here, #5,618 by citations
• Finance — 24 citations into it; #3,418 of 10,518 by trust here, #5,728 by citations
• Management Science and Operations Research — 7 citations into it
• Time-Series & Forecasting — 6 citations into it
• Artificial Intelligence — 5 citations into it
• Statistics and Probability — 5 citations into it; #4,484 of 12,932 by trust here, #6,080 by citations

Whom Marta Bańbura trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. James H. Stock
2. Jushan Bai
3. Mark W. Watson
4. Serena Ng
5. Domenico Giannone
6. Jean Boivin
7. Catherine Doz
8. Ben S. Bernanke
9. L. Reichlin
10. Gary Chamberlain

Who trusts Marta Bańbura overall

1. Massimiliano Marcellino
2. Claudia Foroni
3. Jushan Bai
4. Juan Antolín-Díaz
5. M. Porqueddu
6. Christian Schumacher
7. Serena Ng
8. F. Venditti
9. Martha Banbura
10. Thomas Drechsel

Papers from Marta Bańbura's perspective

Ordered by how strongly the researchers Marta Bańbura trusts endorse each paper. Same corpus, a different order for every researcher.

1. Inferential Theory for Factor Models of Large Dimensions
2. Macroeconomic Forecasting Using Diffusion Indexes
3. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
4. Monetary Policy in a Data-Rich Environment
5. Forecasting Using Principal Components From a Large Number of Predictors
6. International Business Cycles: World, Region, and Country-Specific Factors
7. Determining the Number of Factors in Approximate Factor Models
8. Large Bayesian vector auto regressions
9. Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
10. Are more data always better for factor analysis

Their papers

• Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data (2010) — 394 citations
• A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP (2007) — 351 citations
• Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model (2010) — 119 citations