Rubén Albeiro Loaiza Maya : Citation Profile


Are you Rubén Albeiro Loaiza Maya?

Monash University

5

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

9

Articles

22

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 9
   Journals where Rubén Albeiro Loaiza Maya has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 8 (7.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo311
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Nibbering, Didier (3)

Ramírez Hassan, Andrés (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)

Gomez-Gonzalez, Jose (14)

Gomez-Gonzalez, Jose (14)

Maheu, John (8)

Huber, Florian (8)

Villamizar-Villegas, mauricio (7)

Koop, Gary (5)

Cubillos-Rocha, Juan (4)

Clements, Michael (3)

Torres, Jhon (3)

Hendry, David (3)

Cites to:

Smith, Michael (10)

Koop, Gary (8)

Melo-Velandia, Luis (8)

Rossi, Peter (7)

Galí, Jordi (6)

van Dijk, Dick (6)

Gertler, Mark (6)

Diks, Cees (6)

Misas, Martha (6)

Korobilis, Dimitris (6)

Panchenko, Valentyn (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.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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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.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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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.

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2023Efficient 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.

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

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023Decisions, decisions, decisions in an uncertain environment. (2023). Cressie, Noel. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:1:n:e2767.

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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.

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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
2020Focused Bayesian Prediction In: Papers.
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paper9
2020Focused Bayesian Prediction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2021Focused Bayesian prediction.(2021) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 9
article
2021Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers.
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paper10
2021Scalable Bayesian estimation in the multinomial probit model In: Papers.
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paper0
2020Scalable Bayesian Estimation in the Multinomial Probit Model.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2020Optimal probabilistic forecasts: When do they work? In: Papers.
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paper4
2022Optimal probabilistic forecasts: When do they work?.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 4
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: 4
paper
2022Loss-Based Variational Bayes Prediction In: Papers.
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paper3
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: 3
paper
2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy In: Papers.
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paper5
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: 5
paper
2022Fast variational Bayes methods for multinomial probit models In: Papers.
[Full Text][Citation analysis]
paper1
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 nother version. Agregated cites: 0
paper
2012Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach In: Borradores de Economia.
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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.
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paper20
2014Exchange Rates Contagion in Latin America.(2014) In: Borradores de Economia.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
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: 20
article
2014Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates In: Borradores de Economia.
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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.
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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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article5
2018Time series copulas for heteroskedastic data In: Journal of Applied Econometrics.
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article13

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