Rubén Albeiro Loaiza Maya : Citation Profile


Are you Rubén Albeiro Loaiza Maya?

Monash University (70% share)
University of Melbourne (10% share)
Banco de la Republica de Colombia (10% share)
Universidad Nacional de Colombia (10% share)

3

H index

2

i10 index

36

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 4
   Journals where Rubén Albeiro Loaiza Maya has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo311
   Updated: 2020-08-01    RAS profile: 2020-07-30    
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Relations with other researchers


Works with:

Smith, Michael (4)

Melo-Velandia, Luis (4)

Villamizar-Villegas, mauricio (2)

Gomez-Gonzalez, Jose (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:

Gomez-Gonzalez, Jose (11)

Melo-Velandia, Luis (10)

Villamizar-Villegas, mauricio (4)

Moreno Gutiérrez, José (3)

Cubillos-Rocha, Juan (3)

Torres, Jhon (2)

Yang, Lu (2)

Bonilla, Claudio (1)

Echavarría, Juan (1)

Téllez, Santiago (1)

Gamba, Santiago (1)

Cites to:

Smith, Michael (7)

Melo-Velandia, Luis (7)

Gertler, Mark (6)

Gali, Jordi (6)

Clarida, Richard (4)

Misas, Martha (4)

Harvey, Andrew (2)

Timmermann, Allan (2)

van Dijk, Dick (2)

Cochrane, John (2)

Orlov, Alexei (2)

Main data


Where Rubén Albeiro Loaiza Maya has published?


Working Papers Series with more than one paper published# docs
Borradores de Economia / Banco de la Republica de Colombia4
BORRADORES DE ECONOMIA / BANCO DE LA REPBLICA4
Papers / arXiv.org3

Recent works citing Rubén Albeiro Loaiza Maya (2020 and 2019)


YearTitle of citing document
2020Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling. (2020). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2006.11088.

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2018Variational Inference for high dimensional structured factor copulas. (2018). Nguyen, Hoang ; Ausin, Maria Concepcion ; san Miguel, Pedro Galeano . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27652.

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2019Detecting exchange rate contagion using copula functions. (2019). Gomez-Gonzalez, Jose ; Cubillos-Rocha, Juan ; Melo-Velandia, Luis F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:13-22.

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2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

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2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2019Conditional Dependence Modelling with Regular Vine Copulas. (2019). Omari, Cyprian ; Waititu, Anthony ; Mwita, Peter . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:8:y:2019:i:1:f:8_1_5.

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Works by Rubén Albeiro Loaiza Maya:


YearTitleTypeCited
2018Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers.
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paper1
2019Focused Bayesian Prediction In: Papers.
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paper1
2020Focused Bayesian Prediction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2020Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers.
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paper0
2012Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case In: Borradores de Economia.
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paper0
2012Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case.(2012) In: BORRADORES DE ECONOMIA.
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This paper has another version. Agregated cites: 0
paper
2012Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach In: Borradores de Economia.
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paper16
2015LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH.(2015) In: Contemporary Economic Policy.
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This paper has another version. Agregated cites: 16
article
2012Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach.(2012) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Exchange Rates Contagion in Latin America In: Borradores de Economia.
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paper13
2014Exchange Rates Contagion in Latin America.(2014) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2015Exchange rate contagion in Latin America.(2015) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2014Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates In: Borradores de Economia.
[Full Text][Citation analysis]
paper1
2014Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates.(2014) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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 another version. Agregated cites: 1
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 another version. Agregated cites: 1
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.
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article1
2011An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach In: Lecturas de Economía.
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article0
2020Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics.
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article0
2018Time series copulas for heteroskedastic data In: Journal of Applied Econometrics.
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article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team