Ivana Komunjer : Citation Profile


Are you Ivana Komunjer?

Georgetown University

11

H index

13

i10 index

763

Citations

RESEARCH PRODUCTION:

19

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2001 - 2017). See details.
   Cites by year: 47
   Journals where Ivana Komunjer has often published
   Relations with other researchers
   Recent citing documents: 179.    Total self citations: 9 (1.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko295
   Updated: 2019-11-10    RAS profile: 2018-10-29    
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Relations with other researchers


Works with:

Ng, Serena (3)

Gospodinov, Nikolay (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ivana Komunjer.

Is cited by:

Pierdzioch, Christian (32)

Lee, Tae Hwy (22)

Clements, Michael (20)

de Paula, Aureo (12)

Rasul, Imran (10)

McAleer, Michael (10)

mayer, thierry (10)

Capistrán, Carlos (10)

Gaglianone, Wagner (9)

Manganelli, Simone (9)

Fritsche, Ulrich (9)

Cites to:

Newey, Whitney (20)

Diebold, Francis (18)

West, Kenneth (16)

Chernozhukov, Victor (15)

Christoffersen, Peter (15)

Chen, Xiaohong (12)

McCracken, Michael (9)

Zellner, Arnold (7)

Tripathi, Gautam (7)

Ng, Serena (7)

White, Halbert (7)

Main data


Where Ivana Komunjer has published?


Journals with more than one article published# docs
Econometric Theory4
Journal of Econometrics4
Review of Economic Studies3
Econometrica2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego13
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Ivana Komunjer (2018 and 2017)


YearTitle of citing document
2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2019Aggregation and the Gravity Equation. (2019). Weinstein, David E ; Redding, Stephen J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:109:y:2019:p:450-55.

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2018Patterns of technological accumulation in European Union countries. (2018). Wisla, Rafal. In: Managerial Economics. RePEc:agh:journl:v:19:y:2018:i:2:p:251-269.

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2017Are USDA Livestock Price Forecasts Actually Biased? Empirical Tests under Asymmetric Loss. (2017). Kuethe, Todd ; Hubbs, Todd. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258235.

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2018Increased economic integration in the Asia-Pacific Region: What might be the potential impact on agricultural trade?. (2018). Sheldon, Ian M ; Heerman, Kari E. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274279.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2017Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Chen, Rui ; Ziegel, Johanna F ; Patton, Andrew J. In: Papers. RePEc:arx:papers:1707.05108.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

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2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1804.08315.

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2019Quantile-Regression Inference With Adaptive Control of Size. (2019). Goh, Chuan ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:1807.06977.

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2018Nonparametric Analysis of Finite Mixtures. (2018). Laage, Louise ; Kitamura, Yuichi. In: Papers. RePEc:arx:papers:1811.02727.

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2019A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2019Counterfactual Sensitivity and Robustness. (2019). Connault, Benjamin ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1904.00989.

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2019Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: Papers. RePEc:arx:papers:1908.10680.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Zakoian, Jean-Michel ; Francq, Christian. In: Papers. RePEc:arx:papers:1909.04661.

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2019Specification Testing in Nonparametric Instrumental Quantile Regression. (2019). Breunig, Christoph. In: Papers. RePEc:arx:papers:1909.10129.

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2019Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition. (2019). de Paula, Aureo ; Rasul, Imran ; Souza, Pedro. In: Papers. RePEc:arx:papers:1910.07452.

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2017Vertical Specialization and Gains from Trade. (2017). Alexander, Patrick. In: Staff Working Papers. RePEc:bca:bocawp:17-17.

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2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

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2018Labor Heterogeneity and the Pattern of Trade. (2018). Carlos, Cebreros Zurita . In: Working Papers. RePEc:bdm:wpaper:2018-01.

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2019The Identification Problem for Linear Rational Expectations Models. (2019). Zwiernik, Piotr ; Al-Sadoon, Majid M. In: Working Papers. RePEc:bge:wpaper:1114.

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2019THE CONVERGENCE IN PRODUCT‐LEVEL RELATIVE PRODUCTIVITY ACROSS PROVINCES. (2019). Minondo, Asier ; Martín, Víctor ; Martin, Victor. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:2:p:180-194.

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2018On the Comparison of Interval Forecasts. (2018). Askanazi, Ross ; Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:953-965.

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2018Comparative advantage and strategic specialization. (2018). Kang, Min Wook. In: Review of International Economics. RePEc:bla:reviec:v:26:y:2018:i:1:p:1-19.

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2017Do High-Skill Immigrants trigger High-Quality Trade?. (2017). Giovannetti, Giorgia ; Lanati, Mauro. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:7:p:1345-1380.

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2019The Identification Zoo - Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2018QUANTIFYING THE COMPARATIVE ADVANTAGE OF DOMESTIC GOODS ON THE INTERNAL MARKET. (2018). Gutium, Tatiana . In: Contemporary Economy Journal. RePEc:brc:brccej:v:3:y:2018:i:1:p:38-45.

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2019Technology Gaps, Trade and Income. (2019). Sampson, Thomas. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1627.

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2017Gravity, Distance, and International Trade. (2017). Yotov, Yoto ; Baier, Scott ; Kerr, Amanda. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6357.

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2018Let their Knowledge Flow: The Effect of Returning Refugees on Export Performance in the Former Yugoslavia. (2018). Rapoport, Hillel ; Hauptmann, Andreas ; Ozguzel, Cem ; Bahar, Dany. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7371.

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2018Export Take-Offs and Acceleration: Unpacking Cross-Sector Linkages in the Evolution of Comparative Advantage. (2018). Wagner, Rodrigo ; Stein, Ernesto ; Rosenow, Samuel ; Bahar, Dany. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7436.

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2019Technology Gaps, Trade and Income. (2019). Sampson, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7714.

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2017Ricardo – gestern und heute. (2017). Jung, Benjamin ; Harms, Philipp ; Felbermayr, Gabriel ; Kohler, Wilhelm. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:09:p:03-18.

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2017The Birth and Growth of New Export Clusters: Which Mechanisms Drive Diversification?. (2017). Wagner, Rodrigo ; Bahar, Dany ; Rosenow, Samuel ; Stein, Ernesto. In: CID Working Papers. RePEc:cid:wpfacu:86a.

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2017The International Elasticity Puzzle Is Worse Than You Think. (2017). Orefice, Gianluca ; Martin, Philippe ; Fontagné, Lionel. In: Working Papers. RePEc:cii:cepidt:2017-03.

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2018GVCs and the Endogenous Geography of RTAs. (2018). Santoni, Gianluca ; Fontagné, Lionel ; Fontagne, Lionel. In: Working Papers. RePEc:cii:cepidt:2018-05.

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2017Normality Tests for Latent Variables. (2017). Sentana, Enrique ; Amengual, Dante ; Almuzara, Tincho. In: Working Papers. RePEc:cmf:wpaper:wp2017_1708.

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2017Normality Tests for Latent Variables. (2017). Sentana, Enrique ; Amengual, Dante ; Almuzara, Tincho. In: Working Papers. RePEc:cmf:wpaper:wp2018_1708.

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2018Recovering social networks from panel data: Identification, simulations and an application. (2018). Rasul, Imran ; de Paula, Aureo ; Souza, Pedro ; Cl, Pedro. In: Documentos de Trabajo LACEA. RePEc:col:000518:016173.

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2018Recovering Social Networks from Panel Data: Identification, Simulations and an Application. (2018). Rasul, Imran ; de Paula, Aureo ; Souza, Pedro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12792.

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2018Inflation Dynamics and Price Flexibility in the UK. (2018). Simonsen, Lasse ; Santoro, Emiliano ; Petrella, Ivan ; de la Porte, Lasse . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13027.

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2019Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746.

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2019Technology Gaps, Trade and Income. (2019). Sampson, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13799.

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2019The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom. (2019). Tenreyro, Silvana ; Harrison, Richard ; Drechsel, Thomas ; Dipace, Federico ; di Pace, Federico ; Broadbent, Ben. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13993.

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2019The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2019). Mutschler, Willi ; Ivashchenko, Sergey. In: CQE Working Papers. RePEc:cqe:wpaper:8319.

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2018Trading-off the Income Gains and the Inequality Costs of Trade Policy. (2018). Rijkers, Bob ; Artuc, Erhan ; Porto, Guido. In: CEDLAS, Working Papers. RePEc:dls:wpaper:0236.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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2019An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291.

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2017The granular and fundamental components of export specialization. (2017). Requena Silvente, Francisco ; Minondo, Asier ; de Lucio, Juan ; Minguez, Raul. In: Working Papers. RePEc:eec:wpaper:1704.

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2017New evidence of environmental efficiency on the export performance. (2017). Managi, Shunsuke ; Sakamoto, Tomoyuki . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:615-626.

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2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

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2017A Monte Carlo procedure for checking identification in DSGE models. (2017). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Wickens, Michael ; Phuong, VO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:202-210.

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2018A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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2018How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

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2018A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. (2018). Bao, Te ; Li, Hao ; Diks, Cees. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:611-621.

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2018Testing the optimality of inflation forecasts under flexible loss with random forests. (2018). Pierdzioch, Christian ; Behrens, Christoph ; Risse, Marian. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:270-277.

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2019Measuring comparative advantages in the Euro Area. (2019). Konstantakopoulou, Ioanna ; Tsionas, Mike G. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:260-269.

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2017Bias, rationality and asymmetric loss functions. (2017). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:113-116.

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2017Cointegration in singular ARMA models. (2017). Wagner, Martin ; Deistler, Manfred. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:39-42.

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2017A suggestion for constructing a large time-varying conditional covariance matrix. (2017). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:110-113.

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2017The full set of solutions of linear rational expectations models. (2017). Funovits, Bernd . In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:47-51.

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2018Testing for cointegration in I(1) state space systems via a finite order approximation. (2018). Franchi, Massimo. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:73-76.

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2018DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171.

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2018The second-order bias of quantile estimators. (2018). Lee, Tae-Hwy ; Wang, HE ; Ullah, Aman ; Amanullah, . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:143-147.

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2019Time barrier to export for OECD countries. (2019). Li, Wenchao . In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:106-112.

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2017Efficient estimation in models with independence restrictions. (2017). Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:1-22.

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2017Minimum distance from independence estimation of nonseparable instrumental variables models. (2017). Torgovitsky, Alexander . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:35-48.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2017Direct instrumental nonparametric estimation of inverse regression functions. (2017). Krief, Jerome M. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:95-107.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2018A semiparametric quantile panel data model with an application to estimating the growth effect of FDI. (2018). CAI, ZONGWU ; Fang, Ying ; Chen, Linna . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:531-553.

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2018Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions. (2018). Quaedvlieg, Rogier ; Patton, Andrew J ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:71-91.

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2018Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56.

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2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

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2017Fiscal forecasting performance in an emerging economy: An empirical assessment of Brazil. (2017). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:408-419.

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2017A tale of fat tails. (2017). Dave, Chetan ; Malik, Samreen. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317.

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2019Identification versus misspecification in New Keynesian monetary policy models. (2019). Lindé, Jesper ; Laséen, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.

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2017Who creates jobs? Econometric modeling and evidence for Austrian firm level data. (2017). Pfaffermayr, Michael ; Oberhofer, Harald ; Huber, Peter. In: European Economic Review. RePEc:eee:eecrev:v:91:y:2017:i:c:p:57-71.

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2018Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Revealed comparative advantage: What is it good for?. (2017). French, Scott. In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:83-103.

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2017From micro to macro: Demand, supply, and heterogeneity in the trade elasticity. (2017). Thoenig, Mathias ; mayer, thierry ; Bas, Maria. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:1-19.

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2018Export expansion, skill acquisition and industry specialization: evidence from china. (2018). Li, Bingjing. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:346-361.

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2018The international elasticity puzzle is worse than you think. (2018). Orefice, Gianluca ; Fontagné, Lionel ; Martin, Philippe ; Fontagne, Lionel. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:115-129.

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2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching. (2017). Fuertes, Ana-Maria ; Kalotychou, Elena ; Fei, Fei . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:662-678.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769.

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2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

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2018Understanding survey-based inflation expectations. (2018). Berge, Travis J. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:788-801.

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2019Quantile forecast optimal combination to enhance safety stock estimation. (2019). Trapero, Juan R ; Kourentzes, Nikolaos ; Cardos, Manuel. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:239-250.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019Detecting underestimates of risk in VaR models. (2019). Thiele, Stephen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:12-20.

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2018Can firms see into the future? Survey evidence from Germany. (2018). Pettinicchi, Yuri ; Massenot, Baptiste. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:145:y:2018:i:c:p:66-79.

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2017Explaining the durable goods co-movement puzzle: A Bayesian approach. (2017). Tsai, Yi-Chan ; Dey, Jaya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:75-99.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2018Time-varying job creation and macroeconomic shocks. (2018). Guglielminetti, Elisa ; Pouraghdam, Meradj. In: Labour Economics. RePEc:eee:labeco:v:50:y:2018:i:c:p:156-179.

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2017How optimal is US monetary policy?. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:96-111.

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More than 100 citations found, this list is not complete...

Works by Ivana Komunjer:


YearTitleTypeCited
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
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2003Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics.
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This paper has another version. Agregated cites: 104
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2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 104
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2008Correct Specification and Identification of Nonparametric Transformation Models In: Working Papers.
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2008Correct Specification and Identification of Nonparametric Transformation Models.(2008) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
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2009Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series.
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2001Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series.
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2008Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series.
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2007Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series.
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2009Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach In: University of California at San Diego, Economics Working Paper Series.
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2010Semi-parametric estimation of non-separable models: a minimum distance from independence approach.(2010) In: Econometrics Journal.
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This paper has another version. Agregated cites: 3
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2007A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series.
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2006Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series.
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2007Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series.
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2007Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 24
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2012Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 24
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2006What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series.
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2006What Good Do Countries Trade? New Ricardian Predictions.(2006) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 25
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2007What Goods Do Countries Trade? New Ricardian Predictions.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25
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2008Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series.
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2009Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters.
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2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
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2010SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory.
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2012GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory.
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2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
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2016EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory.
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2009Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica.
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2004Testing Models with Multiple Equilibria by Quantile Methods.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 21
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2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
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2004Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings.
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2007Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics.
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2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
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2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
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2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
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2013Quantile Prediction In: Handbook of Economic Forecasting.
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2005Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics.
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2010Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics.
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2015Nonparametric identification and estimation of transformation models In: Journal of Econometrics.
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2011Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers.
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2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
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2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
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2013Federal reserve forecasts: asymmetry and state-dependence In: Working Papers.
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2010What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers.
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2012What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas.(2012) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 126
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2005Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies.
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2012Learning from a Piece of Pie In: Review of Economic Studies.
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2002The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002.
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