Ivana Komunjer : Citation Profile


Are you Ivana Komunjer?

Georgetown University

13

H index

16

i10 index

1448

Citations

RESEARCH PRODUCTION:

21

Articles

26

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 76
   Journals where Ivana Komunjer has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 13 (0.89 %)

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   Permalink: http://citec.repec.org/pko295
   Updated: 2024-07-05    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)

Clements, Michael (29)

Lee, Tae Hwy (29)

Redding, Stephen (28)

GUPTA, RANGAN (27)

de Paula, Aureo (22)

Yotov, Yoto (22)

mayer, thierry (19)

Kim, Tae-Hwan (18)

Rasul, Imran (18)

Tsuchiya, Yoichi (16)

Cites to:

Newey, Whitney (21)

Diebold, Francis (20)

West, Kenneth (17)

Powell, James (17)

Chernozhukov, Victor (16)

Chen, Xiaohong (15)

McCracken, Michael (10)

Schorfheide, Frank (10)

Sargent, Thomas (9)

Ng, Serena (8)

Tripathi, Gautam (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
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Ivana Komunjer (2024 and 2023)


YearTitle of citing document
2023.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition. (2019). de Paula, Aureo ; Rasul, Imran ; Souza, Pedro. In: Papers. RePEc:arx:papers:1910.07452.

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2023Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2023Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578.

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920.

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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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2023Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds. (2023). Lee, Sokbae (Simon) ; Feng, Junlong. In: Papers. RePEc:arx:papers:2304.01921.

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2023Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340.

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2024Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Modeling economies of scope in joint production: Convex regression of input distance function. (2023). Kuosmanen, Timo ; Dai, Sheng. In: Papers. RePEc:arx:papers:2311.11637.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023.

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2023.

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2023Technology advantage, terms of trade, and pattern of trade. (2023). Wu, Shangfen ; Lee, Chengte. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:166-174.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023.

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2023Immigration and the Slope of the Labor Demand Curve: The Role of Firm Heterogeneity in a Model of Regional Labor Markets. (2023). Nguyen, Tuan ; Muller, Tobias ; Ariu, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10344.

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2023Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Information Frictions, Investment Promotion, and Multinational Production: Firm-Level Evidence. (2023). Martincus, Christian Volpe ; de Artinano, Ignacio Marra ; Carballo, Jeronimo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/355528.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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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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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2023Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840.

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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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2023Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204.

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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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2023Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares. (2023). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:576-597.

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2023Identification of unobserved distribution factors and preferences in the collective household model. (2023). Hubner, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:301-326.

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2023Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Comparing forecasting performance in cross-sections. (2023). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002256.

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2023Semiparametric modeling of multiple quantiles. (2023). Luati, Alessandra ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002044.

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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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2023Comparative advantage with many goods: New treatment and results. (2023). Toraubally, Waseem A. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1188-1201.

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2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

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2023On the performance of the United States nuclear power sector: A Bayesian approach. (2023). Bernstein, David ; Tsionas, Mike G ; Parmeter, Christopher F. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003821.

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2023Climate risks and state-level stock market realized volatility. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526.

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2023Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517.

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2023Gains from trade and their quantification: Does sectoral disaggregation matter?. (2023). Moramarco, Graziano ; Bolatto, Stefano. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:44-68.

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2023Forecasting expected shortfall: Should we use a multivariate model for stock market factors?. (2023). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:314-331.

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2023A simple method to ex-ante quantify the unobservable effects of trade liberalization and trade protection. (2023). Yotov, Yoto ; Tan, Shawn ; Larch, Mario. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:4:p:1200-1213.

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2023The emergence of social inequality: A Co-Evolutionary analysis. (2023). Oliveira, Fernando S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:192-206.

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2023Assessment of the importance of climate, land, and soil on the global supply for agricultural products and global food security: Evidence from Madagascar. (2023). Rabezanahary, Mirindra Finaritra ; Yongjian, PU ; Andrianarimanana, Mihasina Harinaivo. In: Food Policy. RePEc:eee:jfpoli:v:115:y:2023:i:c:s0306919223000015.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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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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2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636.

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2023.

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2023The Economies’ Ability to Produce Diversified and Complex Goods to Meet the Global Competition: Role of Gross Value Chain, Institutional Quality, and Human Capital. (2023). Imran, Muhammad ; Nadeem, Muhammad ; Ul, Shamsheer ; Shahbaz, Pomi ; Nan, Ding. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6513-:d:1121252.

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2023Herding in Probabilistic Forecasts. (2023). Satopaa, Ville ; Keppo, Jussi ; Jia, Yanwei. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2713-2732.

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2023Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302.

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2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9.

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2023The European carbon border adjustment mechanism: a small step in the right direction. (2023). Stollinger, Roman ; Larch, Mario ; Korpar, Niko. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:1:d:10.1007_s10368-022-00550-9.

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2023Search Frictions in International Goods Markets. (2023). Mejean, Isabelle ; Martin, Julien ; Lenoir, Clemence. In: Journal of the European Economic Association. RePEc:oup:jeurec:v:21:y:2023:i:1:p:326-366..

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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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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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307.

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2023Counterfactual Sensitivity and Robustness. (2023). Connault, Benjamin ; Christensen, Timothy. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:1:p:263-298.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023HIGHWAYS AND GLOBALIZATION. (2023). Kitchens, Carl ; Jaworski, Taylor ; Nigai, Sergey. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1615-1648.

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2023Raiders of the lost high?frequency forecasts: New data and evidence on the efficiency of the Feds forecasting. (2023). Levinson, Trace J ; Chang, Andrew C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:88-104.

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2023Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622.

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2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667.

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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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2023A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007.

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2023Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach. (2023). Wang, Chao ; Storti, Giuseppe. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1648-1663.

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2023On FIRE, news, and expectations. (2023). Enders, Zeno ; Muller, Gernot J ; Born, Benjamin. In: Working Papers. RePEc:zbw:pp1859:42.

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2023Firm expectations and news: Micro v macro. (2023). Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Menkhoff, Manuel ; Born, Benjamin. In: Working Papers. RePEc:zbw:pp1859:43.

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2023Heterogeneous expectations among professional forecasters. (2023). Lahiri, Kajal ; Conrad, Christian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:283583.

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Works by Ivana Komunjer:


YearTitleTypeCited
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
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article177
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: 177
paper
2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 177
paper
2009Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series.
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paper1
2001Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series.
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paper3
2008Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series.
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paper0
2007Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 0
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2009Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach In: University of California at San Diego, Economics Working Paper Series.
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paper5
2010Semi-parametric estimation of non-separable models: a minimum distance from independence approach.(2010) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 5
article
2008Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series.
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paper0
2007A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series.
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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.
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paper8
2007Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series.
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paper50
2007Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 50
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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: 50
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2006What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series.
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paper26
2006What Good Do Countries Trade? New Ricardian Predictions.(2006) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 26
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2007What Goods Do Countries Trade? New Ricardian Predictions.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26
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2008Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series.
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2009Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters.
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This paper has nother version. Agregated cites: 0
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2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
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paper12
2010SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory.
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2012GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory.
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2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
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2016EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory.
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2009Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica.
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2004Testing Models with Multiple Equilibria by Quantile Methods.(2004) In: Econometric Society 2004 North American Summer Meetings.
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2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
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2004Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings.
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2007Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics.
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2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
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2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
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2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
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2013Quantile Prediction In: Handbook of Economic Forecasting.
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2005Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics.
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2010Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics.
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2015Nonparametric identification and estimation of transformation models In: Journal of Econometrics.
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2011Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers.
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2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
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2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models In: Journal of Econometrics.
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2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
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2017Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts In: Working Papers.
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2020Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts.(2020) In: Journal of Money, Credit and Banking.
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2010What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers.
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2012What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas.(2012) In: The Review of Economic Studies.
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2005Estimation and Testing of Forecast Rationality under Flexible Loss In: The Review of Economic Studies.
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2012Learning from a Piece of Pie In: The Review of Economic Studies.
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2002The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002.
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