Ivana Komunjer : Citation Profile

Georgetown University

13

H index

18

i10 index

1537

Citations

RESEARCH PRODUCTION:

21

Articles

26

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 80
   Journals where Ivana Komunjer has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 13 (0.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko295
   Updated: 2025-06-07    RAS profile: 2023-09-12    
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Relations with other researchers

Works with:

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 (62)

Lee, Tae Hwy (31)

Redding, Stephen (30)

Clements, Michael (29)

Yotov, Yoto (28)

GUPTA, RANGAN (27)

de Paula, Aureo (22)

mayer, thierry (19)

Larch, Mario (19)

Tsuchiya, Yoichi (18)

Kim, Tae-Hwan (18)

Cites to:

Newey, Whitney (21)

Diebold, Francis (20)

Powell, James (17)

West, Kenneth (17)

Chernozhukov, Victor (16)

Chen, Xiaohong (15)

Schorfheide, Frank (10)

McCracken, Michael (10)

Sargent, Thomas (9)

Ng, Serena (8)

Bassett, Gilbert (7)

Main data

Where Ivana Komunjer has published?

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

Recent works citing Ivana Komunjer (2025 and 2024)

YearTitle of citing document
2024International Friends and Enemies. (2024). Redding, Stephen ; Liu, Ernest ; Kleinman, Benny. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:4:p:350-85.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Testing Forecast Rationality for Measures of Central Tendency. (2024). Patton, Andrew ; Dimitriadis, Timo ; Schmidt, Patrick. In: Papers. RePEc:arx:papers:1910.12545.

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2024The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2024Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests. (2024). Schienle, Melanie ; Gorgen, Konstantin ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds. (2024). Lee, Sokbae (Simon) ; Feng, Junlong. In: Papers. RePEc:arx:papers:2304.01921.

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2024Forecasting with Feedback. (2024). Lieli, Robert P ; Nieto-Barthaburu, Augusto. In: Papers. RePEc:arx:papers:2308.15062.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024Tail risk forecasting with semi-parametric regression models by incorporating overnight information. (2024). Shau, Wei-Hsuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2402.07134.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2025ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments. (2025). Kong, Linglong ; Sun, KE ; Zhu, Hongtu ; Shi, Chengchun. In: Papers. RePEc:arx:papers:2408.05342.

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2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Using quantile time series and historical simulation to forecast financial risk multiple steps ahead. (2025). Storti, Giuseppe ; Naimoli, Antonio ; Gerlach, Richard. In: Papers. RePEc:arx:papers:2502.20978.

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2025Global identification of dynamic panel models with interactive effects. (2025). Mones, Pablo ; Bai, Jushan. In: Papers. RePEc:arx:papers:2504.14354.

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2025On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2025). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:2504.21669.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754.

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2024Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds. (2024). Lee, Sokbae (Simon) ; Feng, Junlong. In: CeMMAP working papers. RePEc:azt:cemmap:25/24.

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2025Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511.

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2024The evolution of structural gravity: The workhorse model of trade. (2024). Yotov, Yoto. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:4:p:578-603.

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2024Quantifying the partial and general equilibrium effects of sanctions on Russia. (2024). Teti, Feodora ; Larch, Mario ; Heiland, Inga ; Steininger, Marina ; Flach, Lisandra. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:1:p:281-323.

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2024The Linder hypothesis for foreign direct investment revisited. (2024). Steinbach, Sandro ; Kim, Dongin. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1901-1928.

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2024Global shocks and the dynamics of EU countries specialisation. (2024). Resmini, Laura ; Comi, Simona ; Grasseni, Mara. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3394-3420.

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2024Uncovering the Sources of Geographic Market Segmentation: Evidence from the EU and the US. (2024). Verboven, Frank ; Hoste, Joris. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2402.

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2024Uncovering the Sources of Geographic Market Segmentation: Evidence from the EU and the US. (2024). Verboven, Frank ; Hoste, Joris. In: Janeway Institute Working Papers. RePEc:cam:camjip:2408.

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2024Disentangling Frictions Across the World: Markups Versus Trade Costs. (2024). Stähler, Frank ; Heid, Benedikt ; Sthler, Frank. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11420.

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2025Single and Attractive: Uniqueness and Stability of Economic Equilibria Under Monotonicity Assumptions. (2025). Krebs, Oliver ; Kukharskyy, Bohdan ; Glck, Jochen ; Bifulco, Patrizio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11623.

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2025Comparative Advantage in AI-Intensive Industries: Evidence from US Imports. (2025). Gancia, Gino ; Bonfiglioli, Alessandra ; Filomena, Mattia ; Crin, Rosario. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11642.

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2025Impact Assessment of the Colombia-Korea FTA: An Empirical Approach. (2025). Caraballo, David Santiago. In: Documentos CEDE. RePEc:col:000089:021296.

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2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

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2024Simple mandates, monetary rules, and trend-inflation. (2024). Levine, Paul ; Pham, Son T ; Dek, Szabolcs. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:28:y:2024:i:4:p:757-790_1.

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2025The European Single Market and Intra-EU Trade: An Assessment with Heterogeneity-Robust Difference-in-Differences Methods. (2025). Yotov, Yoto ; Rios-Avila, Fernando ; Nagengast, Arne. In: Working Papers. RePEc:drx:wpaper:2025003.

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2025A Reassessment of the Impact of the Organization for Economic Co-operation and Development on International Trade. (2025). Yotov, Yoto ; Bandarkar, Sophie ; Stefanova, Stefani. In: Working Papers. RePEc:drx:wpaper:202509.

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2024Gains from market integration: Welfare effects of new rural roads in Ethiopia. (2024). Kebede, Hundanol. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s0304387824000014.

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2024Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781.

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2024Structural gravity and the gains from trade under imperfect competition: Quantifying the effects of the European Single Market. (2024). Stähler, Frank ; Heid, Benedikt ; Stahler, Frank. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004169.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Taking Grubel and Lloyd to dance in the city: Domestic intra-industry trade in China. (2024). Egger, Peter ; Li, Jie ; Ouyang, Jie. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004099.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Nonparametric Gini-Frisch bounds. (2024). Chalak, Karim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002762.

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2024Nonparametric estimation of stochastic frontier models with weak separability. (2024). Centorrino, Samuele ; Parmeter, Christopher F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003573.

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2024Better the devil you know: Improved forecasts from imperfect models. (2024). Oh, Dong Hwan ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001131.

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2024Estimation of continuous-time linear DSGE models from discrete-time measurements. (2024). Parra-Alvarez, Juan ; Christensen, Bent Jesper ; Neri, Luca. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624002161.

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2025Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall. (2025). Catania, Leopoldo ; Luati, Alessandra. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:23-34.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2024Quality differentiation, comparative advantage, and international specialization across products. (2024). Schetter, Ulrich. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001983.

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2024Accounting for trade patterns. (2024). Redding, Stephen ; Weinstein, David E. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000345.

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2024Specialization, market access and real income. (2024). Levchenko, Andrei ; Lan, Ting ; Bartelme, Dominick. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000473.

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2025The Empire project: Trade policy in interwar Canada. (2025). Yotov, Yoto ; Lampe, Markus ; Reiter, Lorenz ; Orourke, Kevin Hjortshj. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s002219962400151x.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2024Comparing forecasting performance with panel data. (2024). Zhu, Yinchu ; Qu, Ritong ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:918-941.

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2024Heterogeneous overreaction in expectation formation: Evidence and theory. (2024). Li, XU ; Xin, Qian ; Chen, Heng ; Pei, Guangyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000450.

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2024Strategic complementarity in games. (2024). Vives, Xavier ; Vravosinos, Orestis. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000673.

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2024Recent advances on testability in economic equilibrium models. (2024). Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:114:y:2024:i:c:s030440682400079x.

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2024Bulkiness of goods and the gravity of international trade: Differential impact of trade barriers. (2024). Yang, Xuebing. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000772.

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2024European highway networks, transportation costs, and regional income. (2024). Ignatov, Augustin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:104:y:2024:i:c:s0166046223001047.

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2024Impact of monetary policy shocks in the Peruvian economy over time. (2024). Rodríguez, Gabriel ; Rojo, Flavio Prez ; Rodrguez, Gabriel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:270-288.

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2024From Products to Capabilities: Constructing a Genotypic Product Space. (2024). Schetter, Ulrich ; Neffke, Frank ; Hausmann, Ricardo ; Protzer, Eric ; Diodato, Dario. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:2419.

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2024Population Density and Countries Export Performance: A Supply-Side Structural Gravity with Unilateral Variables. (2024). Lodi, Luca. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_11.rdf.

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2024From Products to Capabilities: Constructing A Genotypic Product Space. (2024). Schetter, Ulrich ; Neffke, Frank ; Hausmann, Ricardo ; Diodato, Dario. In: Growth Lab Working Papers. RePEc:glh:wpfacu:230.

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2024CAViaR Model Selection Via Adaptive Lasso. (2024). Cai, Zongwu ; Fang, Ying ; Tian, Dingshi. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202403.

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2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Cai, Zongwu ; Bao, Haowen ; Wang, Shouyang ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

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2024Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y.

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2025Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations. (2025). Huang, BO ; Niu, Wei ; Chen, Kongyan ; Li, Xiaoliang. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10608-2.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2024Some notes on the asymmetry of the regression error. (2024). Papadopoulos, Alecos. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:61:y:2024:i:1:d:10.1007_s11123-023-00705-z.

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2025Modeling economies of scope in joint production: Convex regression of input distance function. (2025). Kuosmanen, Timo ; Dai, Sheng. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:63:y:2025:i:1:d:10.1007_s11123-024-00739-x.

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2025Dynamic trade elasticities and comparative advantages: Evidence from a PTA. (2025). Stellian, Rmi ; Hoyos, Mateo. In: OSF Preprints. RePEc:osf:osfxxx:tr6e3_v1.

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2025Dynamic trade elasticities and comparative advantages: Evidence from a PTA. (2025). Hoyos, Mateo ; Stellian, Rmi. In: SocArXiv. RePEc:osf:socarx:6fya2_v1.

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2024Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*. (2024). Raftapostolos, Aristeidis ; Kapetanios, George ; Chronopoulos, Ilias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669..

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. (2024). Kuang, Wei. In: PLOS ONE. RePEc:plo:pone00:0303962.

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2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

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2024How well do couples know their partners’ preferences? Experimental evidence from joint recreation. (2024). Mariel, Petr ; Boto-Garca, David. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:3:d:10.1007_s40888-024-00346-x.

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2024The second-order bias and mean squared error of quantile regression estimators. (2024). Wang, HE ; Ullah, Aman ; Lee, Tae-Hwy. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-023-00197-6.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2025Bayesian composite $$L^p$$ L p -quantile regression. (2025). Arnroth, Lukas. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:1:d:10.1007_s00184-024-00950-8.

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2024Time stationarity, shape and ordinal ranking bias of RCA indexes: a new set of measures. (2024). Ojeda-Joya, Jair ; Stellian, Rmi ; Danna-Buitrago, Jenny P. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:2:d:10.1007_s10290-023-00512-6.

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2024On the heterogeneous trade and welfare effects of GATT/WTO membership. (2024). Yotov, Yoto ; Yalcin, Erdal ; Larch, Mario ; Felbermayr, Gabriel. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00520-6.

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2024How do social capabilities shape a country’s comparative advantages? Unpacking industries’ relatedness. (2024). Pearrieta, Luis Castro ; Chvez-Jurez, Florian ; Guerrero, Omar A ; Castaeda, Gonzalo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-024-00524-w.

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2024On Regime Separation in Markov-Switching Quantile Regressions. (2024). Sola, Martin ; Montes-Rojas, Gabriel ; Psaradakis, Zacharias. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_05.

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2024Export-Led Industrial Policy for Developing Countries : Is There a Way to Pick Winners?. (2024). Reed, Tristan. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10902.

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2024The Granular Trade and Production Activities (GRANTPA) Database. (2024). Yotov, Yoto ; Larch, Mario ; Flórez Mendoza, Javier ; Bradley, Sebastien. In: wiiw Working Papers. RePEc:wii:wpaper:248.

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2024Testing the optimality of USDAs WASDE forecasts under unknown loss. (2024). Katchova, Ani L ; Ding, Kexin. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:846-865.

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2024Economic sanctions and agricultural trade. (2024). Yotov, Yoto ; Larch, Mario ; Luckstead, Jeff. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:4:p:1477-1517.

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2024Partial identification and inference in duration models with endogenous censoring. (2024). Sakaguchi, Shosei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:308-326.

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2025Specification Choices in Quantile Regression for Empirical Macroeconomics. (2025). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:57-73.

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2024Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments. (2024). Le, Trung H. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:402-414.

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2024Business applications and state‐level stock market realized volatility: A forecasting experiment. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:456-472.

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2024Conservatism and information rigidity of the European Bank for Reconstruction and Developments growth forecast: Quarter‐century assessment. (2024). Tsuchiya, Yoichi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1399-1421.

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2024Tail risk forecasting with semiparametric regression models by incorporating overnight information. (2024). Shau, Weihsuan ; Koike, Takaaki. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1492-1512.

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2025Inclusive Trade Through Online Presence. (2025). Teh, Robert ; Orkoh, Emanuel. In: Journal of International Development. RePEc:wly:jintdv:v:37:y:2025:i:1:p:314-333.

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2025Reconsidering the Feds Inflation Forecasting Advantage. (2025). Guisinger, Amy ; McCracken, Michael W ; Owyang, Michael T. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:1:p:5-30.

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2024Trade effects of carbon pricing policies. (2024). Rubínová, Stela ; Kurz, Antonia ; Rubnov, Stela. In: WTO Staff Working Papers. RePEc:zbw:wtowps:308083.

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Works by Ivana Komunjer:

YearTitleTypeCited
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article188
2003Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics.
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This paper has nother version. Agregated cites: 188		paper
2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2009Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2001Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper3
2008Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2007Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]		paper6
2010Semi-parametric estimation of non-separable models: a minimum distance from independence approach.(2010) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2008Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2007A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2013A Test for Monotone Comparative Statics.(2013) In: Advances in Econometrics.
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This paper has nother version. Agregated cites: 0		chapter
2006Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper8
2007Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper52
2007Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2012Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 52		article
2006What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper26
2006What Good Do Countries Trade? New Ricardian Predictions.(2006) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2007What Goods Do Countries Trade? New Ricardian Predictions.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2008Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters.
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This paper has nother version. Agregated cites: 0		article
2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2010SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory.
[Full Text][Citation analysis]		article6
2012GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article22
2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2016EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article10
2009Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica.
[Full Text][Citation analysis]		article25
2004Testing Models with Multiple Equilibria by Quantile Methods.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
[Full Text][Citation analysis]		article142
2004Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper46
2007Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper194
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194		paper
2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
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This paper has nother version. Agregated cites: 194		article
2013Quantile Prediction In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter5
2005Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article82
2010Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2015Nonparametric identification and estimation of transformation models In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
2011Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper2
2017Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper10
2020Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts.(2020) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2010What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers.
[Full Text][Citation analysis]		paper376
2012What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas.(2012) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 376		article
2005Estimation and Testing of Forecast Rationality under Flexible Loss In: The Review of Economic Studies.
[Full Text][Citation analysis]		article228
2012Learning from a Piece of Pie In: The Review of Economic Studies.
[Full Text][Citation analysis]		article18
2002The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0

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