Astrid Loretta Ayala : Citation Profile


Are you Astrid Loretta Ayala?

Universidad Francisco Marroquín

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

10

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 3
   Journals where Astrid Loretta Ayala has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 1 (4.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pay56
   Updated: 2020-10-24    RAS profile: 2020-02-14    
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Relations with other researchers


Works with:

Blazsek, Szabolcs (8)

Escribano, Alvaro (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Astrid Loretta Ayala.

Is cited by:

Blazsek, Szabolcs (8)

Escribano, Alvaro (7)

Phiri, Andrew (4)

Kollias, Christos (2)

Khobai, hlalefang (2)

Moyo, Clement (2)

Kiew Ling, Pui (1)

Furuoka, Fumitaka (1)

Abiyev, Vasif (1)

Belke, Ansgar (1)

JACOB, RAY (1)

Cites to:

Blazsek, Szabolcs (22)

Bollerslev, Tim (19)

Harvey, Andrew (14)

Koopman, Siem Jan (11)

Shephard, Neil (8)

Kočenda, Evžen (8)

Creal, Drew (7)

Lucas, Andre (7)

Kutan, Ali (7)

Tichit, Ariane (6)

Fidrmuc, Jan (6)

Main data


Where Astrid Loretta Ayala has published?


Journals with more than one article published# docs
Applied Economics4

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3

Recent works citing Astrid Loretta Ayala (2020 and 2019)


YearTitle of citing document
2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

Full description at Econpapers || Download paper

2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework. (2019). Ling, Pui Kiew ; Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Furuoka, Fumitaka. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63.

Full description at Econpapers || Download paper

2020Are future enlargement candidate countries converging with the EU?. (2020). Kollias, Christos ; Messis, Petros. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09442-9.

Full description at Econpapers || Download paper

2019Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar. (2019). Blazsek, Szabolcs ; Ayala, Astrid. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:10:y:2019:i:1:d:10.1007_s13209-018-0186-0.

Full description at Econpapers || Download paper

Works by Astrid Loretta Ayala:


YearTitleTypeCited
2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
[Full Text][Citation analysis]
article8
2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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paper3
2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
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paper0
2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper1
2013Structural breaks in public finances in Central and Eastern European countries In: Economic Systems.
[Full Text][Citation analysis]
article0
2019Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]
article1
2012How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2012Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics.
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article0
2013Real convergence: empirical evidence for Latin America In: Applied Economics.
[Full Text][Citation analysis]
article4
2016Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics.
[Full Text][Citation analysis]
article0
2018Equity market neutral hedge funds and the stock market: an application of score-driven copula models In: Applied Economics.
[Full Text][Citation analysis]
article1
2019Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate In: Applied Economics.
[Full Text][Citation analysis]
article1
2018Score-driven copula models for portfolios of two risky assets In: The European Journal of Finance.
[Full Text][Citation analysis]
article1

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