Ivana Komunjer : Citation Profile


Are you Ivana Komunjer?

Georgetown University

13

H index

15

i10 index

1275

Citations

RESEARCH PRODUCTION:

21

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 67
   Journals where Ivana Komunjer has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 13 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko295
   Updated: 2022-11-19    RAS profile: 2020-11-27    
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Relations with other researchers


Works with:

Owyang, Michael (2)

Caunedo, Julieta (2)

DiCecio, Riccardo (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 (51)

Redding, Stephen (28)

Clements, Michael (26)

Lee, Tae Hwy (25)

Kim, Tae-Hwan (18)

de Paula, Aureo (17)

mayer, thierry (17)

GUPTA, RANGAN (17)

Yotov, Yoto (16)

Larch, Mario (14)

Ralf, Kirsten (14)

Cites to:

Newey, Whitney (21)

Diebold, Francis (20)

Powell, James (17)

West, Kenneth (17)

Chernozhukov, Victor (16)

Chen, Xiaohong (15)

Christoffersen, Peter (15)

McCracken, Michael (10)

Schorfheide, Frank (10)

Sargent, Thomas (9)

Ng, Serena (8)

Main data


Where Ivana Komunjer has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory4
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
Working Papers / Federal Reserve Bank of St. Louis2
NBER Working Papers / National Bureau of Economic Research, Inc2
Econometric Society 2004 North American Summer Meetings / Econometric Society2

Recent works citing Ivana Komunjer (2022 and 2021)


YearTitle of citing document
2022.

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2022Priors and the Slope of the Phillips Curve. (2022). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:165.

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2022A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2022Counterfactual Sensitivity and Robustness. (2019). Connault, Benjamin ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1904.00989.

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2021Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2022Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578.

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2021Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868.

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2021The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2021Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507.

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2021Nonclassical Measurement Error in the Outcome Variable. (2020). Martin, Stephan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2009.12665.

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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2022Normalizations and misspecification in skill formation models. (2021). Freyberger, Joachim. In: Papers. RePEc:arx:papers:2104.00473.

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2021Modelling uncertainty in financial tail risk: a forecasting combination and weighted quantile approach. (2021). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2104.04918.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793.

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2022Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2022Measurability of functionals and of ideal point forecasts. (2022). Fissler, Tobias ; Holzmann, Hajo. In: Papers. RePEc:arx:papers:2203.08635.

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2022Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen. In: Papers. RePEc:arx:papers:2203.10683.

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2022Characterizing M-estimators. (2022). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2208.08108.

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2022Single and Attractive: Uniqueness and Stability of Economic Equilibria under Monotonicity Assumptions. (2022). Kukharskyy, Bohdan ; Krebs, Oliver ; Gluck, Jochen ; Bifulco, Patrizio. In: Papers. RePEc:arx:papers:2209.02635.

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2022.

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2022.

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2022On the Wedge Between the PPI and CPI Inflation Indicators. (2022). Xie, Yinxi ; Wei, Shang-Jin. In: Staff Working Papers. RePEc:bca:bocawp:22-5.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2021INDIAS REVEALED COMPARATIVE ADVANTAGES IN MERCHANDISE TRADE WITH COUNTRY GROUPS AT DIFFERENT LEVELS OF DEVELOPMENT. (2021). Nath, Hiranya K ; Goswami, Binoy. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:2:p:377-397.

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2022On the role of domestic trade flows for estimating the gravity model of trade. (2022). Yotov, Yoto V. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:3:p:526-540.

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2022Quantifying the impact of economic sanctions on international trade in the energy and mining sectors. (2022). Syropoulos, Constantinos ; Yotov, Yoto V ; Shikher, Serge ; Larch, Mario. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1038-1063.

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2021Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed. (2021). Hurn, Stan ; Tian, Jing ; Xu, Lina. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:525-547.

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2022Disaggregated gravity: Benchmark estimates and stylized facts from a new database. (2022). Yotov, Yoto ; Larch, Mario ; Borchert, Ingo ; Shikher, Serge. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:113-136.

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2021Vertical specialisation and gains from trade. (2021). Alexander, Patrick. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:1110-1140.

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2022Intellectual property rights and trade: The exceptional case of GMOs. (2022). Kong, Xiangwen ; Smith, Pamela. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:3:p:763-811.

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2021Unlocking new methods to estimate country-specific trade costs and trade elasticities. (2021). Yotov, Yoto ; Freeman, Rebecca ; Theodorakopoulos, Angelos ; Larch, Mario. In: Bank of England working papers. RePEc:boe:boeewp:0951.

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2022Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171.

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2021Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility. (2021). Yi, Mao Millie ; Aman, Ullah ; Tae-Hwy, Lee . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:1-19:n:2.

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2022Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels. (2022). Muris, Chris ; Botosaru, Irene ; Sokullu, Senay. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:22/756.

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2021Bargaining in the Family. (2021). Chavas, Jean-Paul ; Perali, Federico ; Menon, Martina ; Matteazzi, Eleonora. In: CHILD Working Papers Series. RePEc:cca:wchild:88.

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2021Dynamic spatial general equilibrium. (2021). Redding, Stephen ; Liu, Ernest ; Kleinman, Benny. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1785.

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2021The Variation of Gravity within Countries (or 15 Reasons Why Gravity Should Be Estimated with Domestic Trade Flows). (2021). Yotov, Yoto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9057.

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2021Import Processing and Trade Costs. (2021). Martincus, Christian Volpe ; Schaur, Georg ; Graziano, Alejandro ; Carballo, Jeronimo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9170.

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2021A Simple Method to Quantify the Ex-Ante Effects of Deep Trade Liberalization and Hard Trade Protection. (2021). Yotov, Yoto ; Larch, Mario ; Tan, Shawn W. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9224.

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2021How Do Immigrants Promote Exports? Networks, Knowledge, Diversity. (2021). Santoni, Gianluca ; Rapoport, Hillel ; Orefice, Gianluca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9288.

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2021Uncertainty and Change: Survey Evidence of Firmss Subjective Beliefs. (2021). Schneider, Martin ; Lautenbacher, Stefan ; Carstensen, Kai ; Bachmann, Ruediger. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9394.

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2021Economic Sanctions and Agricultural Trade. (2021). Yotov, Yoto ; Luckstead, Jeff ; Larch, Mario. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9410.

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2021Unlocking New Methods to Estimate Country-Specific Trade Costs and Trade Elasticities. (2021). Yotov, Yoto ; Theodorakopoulos, Angelos ; Larch, Mario ; Freeman, Rebecca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9432.

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2022The (Non-)Neutrality of Value-Added Taxation. (2022). Thunecke, Georg U ; Stahler, Frank ; Schneider, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9663.

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2022Estimating a Behavioral New Keynesian Model with the Zero Lower Bound. (2022). Ueda, Kozo ; Iiboshi, Hirokuni ; Hirose, Yasuo ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf535.

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2021How Do Immigrants Promote Exports?. (2021). Rapoport, Hillel ; Santoni, Gianluca ; Orefice, Gianluca. In: Working Papers. RePEc:cii:cepidt:2021-06.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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2022Trade, productivity, and the spatial organization of agriculture: Evidence from Brazil. (2022). Pellegrina, Heitor S. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s030438782100167x.

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2021Impulse response analysis in conditional quantile models with an application to monetary policy. (2021). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000373.

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2022Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250.

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2021On the serial correlation in multi-horizon predictive quantile regression. (2021). Xu, Ke-Li. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000136.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2022A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37.

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2022Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. (2022). Oglend, Atle ; Moura, Guilherme Valle ; Liesenfeld, Roman ; Kleppe, Tore Selland. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:105-127.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2021Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022Technological expertise as a driver of environmental technology diffusion through trade: Evidence from the wind turbine manufacturing industry. (2022). Garsous, Grégoire ; Worack, Stephan. In: Energy Policy. RePEc:eee:enepol:v:162:y:2022:i:c:s0301421522000246.

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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2022Competitiveness and upgrading in global value chains: A multiple-country analysis of the wooden furniture industry. (2022). Wang, Daoping ; Epede, Mesumbe Bianca. In: Forest Policy and Economics. RePEc:eee:forpol:v:140:y:2022:i:c:s1389934122000491.

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2021Processing trade and costs of incomplete liberalization: The case of China. (2021). Morrow, Peter M ; Li, Bingjing ; Brandt, Loren. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000301.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2022A structural quantitative analysis of services trade de-liberalization. (2022). Blank, Sven ; Wamser, Georg ; Merlo, Valeria ; Egger, Peter H. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s002219962200037x.

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2022How do endowments determine trade? quantifying the output mix, factor price, and skill-biased technology channels. (2022). Trefler, Daniel ; Morrow, Peter M. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000526.

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2022Revealed Comparative Advantage and Contribution-to-the-Trade-Balance indexes. (2022). Danna-Buitrago, Jenny P ; Stellian, Remi. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:129-155.

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2021Bayesian median autoregression for robust time series forecasting. (2021). Li, Meng ; Zeng, Zijian. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1000-1010.

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2021Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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2021Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions. (2021). Yen, Tso-Jung. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:733-758.

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2022Nonparametric expected shortfall forecasting incorporating weighted quantiles. (2022). Wang, Chao ; Storti, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:224-239.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio. (2022). Taylor, James W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001133.

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2022Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts. (2022). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:706-724.

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2021Revealed preferences of individual players in sequential games. (2021). Nishimura, Hiroki . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000859.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2021Identification in a fully nonparametric transformation model with heteroscedasticity. (2021). Kloodt, Nick. In: Statistics & Probability Letters. RePEc:eee:stapro:v:170:y:2021:i:c:s0167715220303217.

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2021Relative Productivity, Country Size and Export Diversification. (2021). Cieślik, Andrzej ; Parteka, Aleksandra ; Cielik, Andrzej. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:28-44.

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2022Climate change, comparative advantage and the water capability to produce agricultural goods. (2022). Schlick, Julie ; Regnacq, Charles ; Candau, Fabien. In: World Development. RePEc:eee:wdevel:v:158:y:2022:i:c:s0305750x2200153x.

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2022Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect. (2021). Otsu, Taisuke ; Qiu, Chen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110494.

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2021Dynamic spatial general equilibrium. (2021). Redding, Stephen ; Liu, Ernest ; Kleinman, Benny. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113917.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:93787.

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2022On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie. In: Review. RePEc:fip:fedlrv:93914.

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2021Priors and the Slope of the Phillips Curve. (2021). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:fip:fedmwp:90294.

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2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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2021Cross-Country Potentials and Advantages in Trade in Fish and Seafood Products in the RCEP Member States. (2021). Erokhin, Vasilii ; Tianming, Gao ; Ivolga, Anna. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3668-:d:524188.

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2022Climate Change, Comparative Advantage and the Water Capability to Produce Agricultural Goods. (2022). Schlick, Julie ; Regnacq, Charles ; Candau, Fabien. In: Working Papers. RePEc:hal:wpaper:hal-03671521.

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2022The Efficiency of the Government’s Revenue Projections. (2022). Yamamoto, Yohei ; Iizuka, Nobuo ; Arai, Natsuki. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-122.

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2021Authorities’ Fiscal Forecasts in Latin America: Are They Optimistic?. (2021). Hadzi-Vaskov, Metodij ; Werner, Alejandro M ; Ricci, Luca A ; Zamarripa, Rene. In: IMF Working Papers. RePEc:imf:imfwpa:2021/154.

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2021Do Cohesion Funds foster regional trade integration? A structural gravity analysis for the EU regions. (2021). Mandras, Giovanni ; Persyn, Damiaan ; Diaz-Lanchas, Jorge ; Shevtsova, Yevgeniya. In: JRC Working Papers on Territorial Modelling and Analysis. RePEc:ipt:termod:202107.

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2021Heterogeneity and Market Adaptation to Climate Change in Dynamic-Spatial Equilibrium. (2021). Tan, Weiliang ; Lyn, Gary ; Rudik, Ivan ; Ortiz-Bobea, Ariel. In: ISU General Staff Papers. RePEc:isu:genstf:202106020700001127.

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2022Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution. (2022). Nadarajah, Saralees ; Teimouri, Mahdi. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10162-1.

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2022A New Class of Revealed Comparative Advantage Indexes. (2022). Stellian, Remi ; Danna-Buitrago, Jenny P. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:3:d:10.1007_s11079-021-09636-4.

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2021Accrual mispricing, value-at-risk, and expected stock returns. (2021). Simlai, Prodosh. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00985-2.

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2022Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels. (2022). Sokullu, Senay ; Muris, Chris ; Botosaru, Irene. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2022-01.

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2021Migration, Specialization, and Trade: Evidence from the Brazilian March to the West. (2021). Sotelo, Sebastian ; Pellegrina, Heitor S. In: Working Papers. RePEc:mie:wpaper:681.

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2021Exchange Rate Volatility and Global Food Supply Chains. (2021). Steinbach, Sandro. In: NBER Chapters. RePEc:nbr:nberch:14613.

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2022Identifying Prediction Mistakes in Observational Data. (2022). Rambachan, Ashesh. In: NBER Chapters. RePEc:nbr:nberch:14777.

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2021Telemigration and Development: On the Offshorability of Teleworkable Jobs. (2021). Dingel, Jonathan ; Baldwin, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:29387.

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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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article147
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: 147
paper
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: 147
paper
2009Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series.
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paper1
2001Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series.
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paper3
2008Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series.
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paper0
2007Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
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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paper4
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: 4
article
2008Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series.
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paper0
2007A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series.
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paper0
2006Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series.
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paper8
2007Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series.
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paper46
2007Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 46
paper
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: 46
article
2006What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series.
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paper25
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
paper
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
paper
2008Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series.
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paper0
2009Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters.
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This paper has another version. Agregated cites: 0
article
2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
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paper11
2010SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory.
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article5
2012GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory.
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article18
2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
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article9
2016EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory.
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article7
2009Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica.
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article22
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: 22
paper
2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
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article114
2004Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings.
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paper44
2007Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 44
article
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
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paper174
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 174
paper
2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 174
article
2013Quantile Prediction In: Handbook of Economic Forecasting.
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chapter4
2005Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics.
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article67
2010Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics.
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article10
2015Nonparametric identification and estimation of transformation models In: Journal of Econometrics.
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article31
2011Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers.
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This paper has another version. Agregated cites: 31
paper
2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
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article7
2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models In: Journal of Econometrics.
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article0
2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
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paper2
2017Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts In: Working Papers.
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paper7
2020Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts.(2020) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 7
article
2010What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers.
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paper299
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: 299
article
2005Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies.
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article196
2012Learning from a Piece of Pie In: Review of Economic Studies.
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article14
2002The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002.
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paper0

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