6
H index
5
i10 index
114
Citations
Monash University | 6 H index 5 i10 index 114 Citations RESEARCH PRODUCTION: 9 Articles 22 Papers RESEARCH ACTIVITY: 11 years (2011 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plo311 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rubén Albeiro Loaiza Maya. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 8 |
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 5 |
Borradores de Economia / Banco de la Republica | 4 |
Borradores de Economia / Banco de la Republica de Colombia | 4 |
Year | Title of citing document |
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2023 | Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices. (2022). Tavlas, George S ; Hall, Stephen G ; Gefang, Deborah. In: Papers. RePEc:arx:papers:2205.15420. Full description at Econpapers || Download paper |
2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper |
2023 | Hybrid unadjusted Langevin methods for high-dimensional latent variable models. (2023). Zhu, Dan ; Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2306.14445. Full description at Econpapers || Download paper |
2024 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2024 | Variational Bayesian inference for bipartite mixed-membership stochastic block model with applications to collaborative filtering. (2024). Chen, Kun ; Ye, Zifeng ; Liu, Jie ; Zhang, Panpan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001470. Full description at Econpapers || Download paper |
2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper |
2023 | Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425. Full description at Econpapers || Download paper |
2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper |
2023 | Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB. (2023). Yu, Jishuang ; Wang, Wenqing ; He, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003472. Full description at Econpapers || Download paper |
2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363. Full description at Econpapers || Download paper |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper |
2023 | Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2024 | Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Yuan, DI ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2023 | ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12. Full description at Econpapers || Download paper |
2023 | Maximum-Likelihood Estimation Using the Zig-Zag Algorithm*. (2023). Ristig, Alexander ; Okhrin, Ostap ; Hautsch, Nikolaus. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1346-1375.. Full description at Econpapers || Download paper |
2023 | Decisions, decisions, decisions in an uncertain environment. (2023). Cressie, Noel. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:1:n:e2767. Full description at Econpapers || Download paper |
2023 | BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074. Full description at Econpapers || Download paper |
2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Focused Bayesian Prediction In: Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Focused Bayesian Prediction.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Focused Bayesian prediction.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2021 | Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers. [Full Text][Citation analysis] | paper | 11 |
2021 | Scalable Bayesian estimation in the multinomial probit model In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Scalable Bayesian Estimation in the Multinomial Probit Model.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Optimal probabilistic forecasts: When do they work? In: Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | Optimal probabilistic forecasts: When do they work?.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2020 | Optimal probabilistic forecasts: When do they work?.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2022 | Loss-Based Variational Bayes Prediction In: Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | Loss-Based Variational Bayes Prediction.(2021) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy In: Papers. [Full Text][Citation analysis] | paper | 8 |
2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy.(2022) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Fast variational Bayes methods for multinomial probit models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
2012 | Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case.(2012) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 26 |
2015 | LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH.(2015) In: Contemporary Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2012 | Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach.(2012) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2014 | Exchange Rates Contagion in Latin America In: Borradores de Economia. [Full Text][Citation analysis] | paper | 22 |
2014 | Exchange Rates Contagion in Latin America.(2014) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2015 | Exchange rate contagion in Latin America.(2015) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2014 | Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
2014 | Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banksâ Estimates.(2014) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates.(2016) In: Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates.(2019) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico In: Revista Lecturas de Economía. [Full Text][Citation analysis] | article | 1 |
2011 | An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2020 | Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
2018 | Time series copulas for heteroskedastic data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 14 |
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