13
H index
18
i10 index
1537
Citations
Georgetown University | 13 H index 18 i10 index 1537 Citations RESEARCH PRODUCTION: 21 Articles 26 Papers 2 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Econometric Theory | 4 |
The Review of Economic Studies | 3 |
Econometrica | 2 |
Year | Title of citing document |
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2024 | International 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. Full description at Econpapers || Download paper |
2024 | Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper |
2024 | Testing Forecast Rationality for Measures of Central Tendency. (2024). Patton, Andrew ; Dimitriadis, Timo ; Schmidt, Patrick. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper |
2024 | The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper |
2024 | Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests. (2024). Schienle, Melanie ; Gorgen, Konstantin ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224. Full description at Econpapers || Download paper |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper |
2024 | Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds. (2024). Lee, Sokbae (Simon) ; Feng, Junlong. In: Papers. RePEc:arx:papers:2304.01921. Full description at Econpapers || Download paper |
2024 | Forecasting with Feedback. (2024). Lieli, Robert P ; Nieto-Barthaburu, Augusto. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
2024 | A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874. Full description at Econpapers || Download paper |
2024 | Tail risk forecasting with semi-parametric regression models by incorporating overnight information. (2024). Shau, Wei-Hsuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2402.07134. Full description at Econpapers || Download paper |
2024 | Vector 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. Full description at Econpapers || Download paper |
2025 | ARMA-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. Full description at Econpapers || Download paper |
2024 | Probabilistic 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. Full description at Econpapers || Download paper |
2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper |
2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper |
2025 | Using 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. Full description at Econpapers || Download paper |
2025 | Global identification of dynamic panel models with interactive effects. (2025). Mones, Pablo ; Bai, Jushan. In: Papers. RePEc:arx:papers:2504.14354. Full description at Econpapers || Download paper |
2025 | On 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. Full description at Econpapers || Download paper |
2024 | Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750. Full description at Econpapers || Download paper |
2024 | Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754. Full description at Econpapers || Download paper |
2024 | Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds. (2024). Lee, Sokbae (Simon) ; Feng, Junlong. In: CeMMAP working papers. RePEc:azt:cemmap:25/24. Full description at Econpapers || Download paper |
2025 | Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Quantifying 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2024 | Uncovering 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. Full description at Econpapers || Download paper |
2024 | Uncovering 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. Full description at Econpapers || Download paper |
2024 | Disentangling Frictions Across the World: Markups Versus Trade Costs. (2024). Stähler, Frank ; Heid, Benedikt ; Sthler, Frank. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11420. Full description at Econpapers || Download paper |
2025 | Single 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. Full description at Econpapers || Download paper |
2025 | Comparative 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. Full description at Econpapers || Download paper |
2025 | Impact Assessment of the Colombia-Korea FTA: An Empirical Approach. (2025). Caraballo, David Santiago. In: Documentos CEDE. RePEc:col:000089:021296. Full description at Econpapers || Download paper |
2025 | Dynare: 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. Full description at Econpapers || Download paper |
2024 | Simple 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. Full description at Econpapers || Download paper |
2025 | The 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. Full description at Econpapers || Download paper |
2025 | A 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. Full description at Econpapers || Download paper |
2024 | Gains 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. Full description at Econpapers || Download paper |
2024 | Estimating 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. Full description at Econpapers || Download paper |
2024 | Structural 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. Full description at Econpapers || Download paper |
2024 | Functional 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. Full description at Econpapers || Download paper |
2024 | Taking 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. Full description at Econpapers || Download paper |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper |
2024 | Nonparametric Gini-Frisch bounds. (2024). Chalak, Karim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002762. Full description at Econpapers || Download paper |
2024 | Nonparametric 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. Full description at Econpapers || Download paper |
2024 | Better 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. Full description at Econpapers || Download paper |
2024 | Estimation 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. Full description at Econpapers || Download paper |
2025 | Quasi 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. Full description at Econpapers || Download paper |
2025 | Testing 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. Full description at Econpapers || Download paper |
2024 | Quality 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. Full description at Econpapers || Download paper |
2024 | Accounting for trade patterns. (2024). Redding, Stephen ; Weinstein, David E. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000345. Full description at Econpapers || Download paper |
2024 | Specialization, 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. Full description at Econpapers || Download paper |
2025 | The 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. Full description at Econpapers || Download paper |
2024 | Daily 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. Full description at Econpapers || Download paper |
2024 | Comparing 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. Full description at Econpapers || Download paper |
2024 | Heterogeneous 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. Full description at Econpapers || Download paper |
2024 | Strategic complementarity in games. (2024). Vives, Xavier ; Vravosinos, Orestis. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000673. Full description at Econpapers || Download paper |
2024 | Recent 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. Full description at Econpapers || Download paper |
2024 | Bulkiness 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. Full description at Econpapers || Download paper |
2024 | European 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. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2024 | From 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. Full description at Econpapers || Download paper |
2024 | Population 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. Full description at Econpapers || Download paper |
2024 | From 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. Full description at Econpapers || Download paper |
2024 | CAViaR 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. Full description at Econpapers || Download paper |
2025 | Penalized 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. Full description at Econpapers || Download paper |
2024 | Evaluating 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. Full description at Econpapers || Download paper |
2025 | Stability 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. Full description at Econpapers || Download paper |
2025 | Is 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. Full description at Econpapers || Download paper |
2024 | Some 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. Full description at Econpapers || Download paper |
2025 | Modeling 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. Full description at Econpapers || Download paper |
2025 | Dynamic trade elasticities and comparative advantages: Evidence from a PTA. (2025). Stellian, Rmi ; Hoyos, Mateo. In: OSF Preprints. RePEc:osf:osfxxx:tr6e3_v1. Full description at Econpapers || Download paper |
2025 | Dynamic trade elasticities and comparative advantages: Evidence from a PTA. (2025). Hoyos, Mateo ; Stellian, Rmi. In: SocArXiv. RePEc:osf:socarx:6fya2_v1. Full description at Econpapers || Download paper |
2024 | Forecasting 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.. Full description at Econpapers || Download paper |
2024 | Foreign 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. Full description at Econpapers || Download paper |
2024 | High-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. Full description at Econpapers || Download paper |
2025 | Variable 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Predicting 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. Full description at Econpapers || Download paper |
2025 | Bayesian 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. Full description at Econpapers || Download paper |
2024 | Time 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | Export-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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Testing 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. Full description at Econpapers || Download paper |
2024 | Economic 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. Full description at Econpapers || Download paper |
2024 | Partial 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. Full description at Econpapers || Download paper |
2025 | Specification 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | Business 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. Full description at Econpapers || Download paper |
2024 | Conservatism 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. Full description at Econpapers || Download paper |
2024 | Tail 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. Full description at Econpapers || Download paper |
2025 | Inclusive 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. Full description at Econpapers || Download paper |
2025 | Reconsidering 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. Full description at Econpapers || Download paper |
2024 | Trade effects of carbon pricing policies. (2024). Rubínová, Stela ; Kurz, Antonia ; Rubnov, Stela. In: WTO Staff Working Papers. RePEc:zbw:wtowps:308083. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 188 |
2003 | Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2002 | Evaluation 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 | |
2009 | Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2001 | Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2008 | Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Global 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 | |
2009 | Semiparametric 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] | paper | 6 |
2010 | Semi-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 | |
2008 | Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | A Test for Monotone Comparative Statics.(2013) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2006 | Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2007 | Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2007 | Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2012 | Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2006 | What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2006 | What 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 | |
2007 | What 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 | |
2008 | Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2003 | Estimating Loss Function Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2012 | GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
2014 | MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2016 | EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
2009 | Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica. [Full Text][Citation analysis] | article | 25 |
2004 | Testing 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 | |
2011 | Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica. [Full Text][Citation analysis] | article | 142 |
2004 | Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 46 |
2007 | Asymmetric 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 | |
2004 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 194 |
2005 | BIASES 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 | |
2008 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | article | |
2013 | Quantile Prediction In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 5 |
2005 | Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 82 |
2010 | Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2015 | Nonparametric identification and estimation of transformation models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2011 | Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2017 | Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2020 | Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2014 | Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 2 |
2017 | Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Asymmetry, 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 | |
2010 | What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers. [Full Text][Citation analysis] | paper | 376 |
2012 | What 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 | |
2005 | Estimation and Testing of Forecast Rationality under Flexible Loss In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 228 |
2012 | Learning from a Piece of Pie In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 18 |
2002 | The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
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