Rubén Albeiro Loaiza Maya : Citation Profile

Are you Rubén Albeiro Loaiza Maya?

Monash University

6

H index

5

i10 index

115

Citations

RESEARCH PRODUCTION:

9

Articles

22

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 10
   Journals where Rubén Albeiro Loaiza Maya has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 8 (6.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo311
   Updated: 2024-11-08    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ramírez Hassan, Andrés (3)

Nibbering, Didier (3)

Smith, Michael (2)

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:

Melo-Velandia, Luis (15)

Huber, Florian (15)

Maheu, John (14)

Gomez-Gonzalez, Jose (14)

Gomez-Gonzalez, Jose (14)

Koop, Gary (12)

Villamizar-Villegas, mauricio (7)

Cubillos-Rocha, Juan (4)

Shang, Han Lin (3)

Grossi, Luigi (3)

Hendry, David (3)

Cites to:

Smith, Michael (10)

Melo-Velandia, Luis (8)

Koop, Gary (8)

Rossi, Peter (7)

Gertler, Mark (6)

Panchenko, Valentyn (6)

Misas, Martha (6)

van Dijk, Dick (6)

Galí, Jordi (6)

Diks, Cees (6)

Korobilis, Dimitris (6)

Main data

Where Rubén Albeiro Loaiza Maya has published?

Journals with more than one article published# docs
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics5
Borradores de Economia / Banco de la Republica4
Borradores de Economia / Banco de la Republica de Colombia4

Recent works citing Rubén Albeiro Loaiza Maya (2024 and 2023)

YearTitle of citing document
2023Fast 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

2023Efficient 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

2023Bayesian 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

2023Optimal 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

2023Hybrid 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

2024Efficient 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

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2024Variational 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

2023Implicit 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

2023Following 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

2023Conditional 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

2023Modeling 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

2023Exchange 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

2023Forecasting 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

2023Empirically-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

2023Model 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

2024Bayesian 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

2024Detecting 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

2023Bayesian 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

2023ABC-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

2023Maximum-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

2023Decisions, 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

2023BAYESIAN 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

2024Nonlinearities 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

Works by Rubén Albeiro Loaiza Maya:

YearTitleTypeCited
2018Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers.
[Full Text][Citation analysis]		paper1
2020Focused Bayesian Prediction In: Papers.
[Full Text][Citation analysis]		paper12
2020Focused Bayesian Prediction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Focused Bayesian prediction.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2021Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers.
[Full Text][Citation analysis]		paper12
2021Scalable Bayesian estimation in the multinomial probit model In: Papers.
[Full Text][Citation analysis]		paper1
2020Scalable 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
2020Optimal probabilistic forecasts: When do they work? In: Papers.
[Full Text][Citation analysis]		paper5
2022Optimal 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
2020Optimal 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
2022Loss-Based Variational Bayes Prediction In: Papers.
[Full Text][Citation analysis]		paper4
2021Loss-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
2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy In: Papers.
[Full Text][Citation analysis]		paper8
2022Variational 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
2022Fast variational Bayes methods for multinomial probit models In: Papers.
[Full Text][Citation analysis]		paper2
2012Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case In: Borradores de Economia.
[Full Text][Citation analysis]		paper0
2012Bayesian 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
2012Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach In: Borradores de Economia.
[Full Text][Citation analysis]		paper26
2015LATIN 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
2012Latin 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
2014Exchange Rates Contagion in Latin America In: Borradores de Economia.
[Full Text][Citation analysis]		paper22
2014Exchange Rates Contagion in Latin America.(2014) In: Borradores de Economia.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2015Exchange 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
2014Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates In: Borradores de Economia.
[Full Text][Citation analysis]		paper2
2014Bayesian 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
2016Bayesian 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
2019Bayesian 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
2011Una 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]		article1
2011An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach In: Lecturas de Economía.
[Full Text][Citation analysis]		article0
2020Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2018Time series copulas for heteroskedastic data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team