Ivana Komunjer : Citation Profile

Are you Ivana Komunjer?

Georgetown University

13

H index

15

i10 index

1392

Citations

RESEARCH PRODUCTION:

21

Articles

26

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 73
   Journals where Ivana Komunjer has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 13 (0.93 %)

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   Permalink: http://citec.repec.org/pko295
   Updated: 2023-11-04    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 (52)

Clements, Michael (29)

Lee, Tae Hwy (29)

Redding, Stephen (28)

GUPTA, RANGAN (24)

de Paula, Aureo (20)

Yotov, Yoto (20)

mayer, thierry (19)

Kim, Tae-Hwan (18)

Rasul, Imran (16)

Manera, Matteo (15)

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)

Lewbel, Arthur (7)

Main data

Where Ivana Komunjer has published?

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

Recent works citing Ivana Komunjer (2023 and 2022)

YearTitle of citing document
2022.

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2023.

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2022Priors and the Slope of the Phillips Curve. (2022). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:165.

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2022Migration, Specialization, and Trade: Evidence from the Brazilian March to the West. (2022). Sotelo, Sebastian ; Pellegrina, Heitor S. In: Working Papers. RePEc:apc:wpaper:186.

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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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2022Counterfactual Sensitivity and Robustness. (2019). Connault, Benjamin ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1904.00989.

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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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2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2022Normalizations and misspecification in skill formation models. (2021). Freyberger, Joachim. In: Papers. RePEc:arx:papers:2104.00473.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793.

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2022Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2022Measurability of functionals and of ideal point forecasts. (2022). Fissler, Tobias ; Holzmann, Hajo. In: Papers. RePEc:arx:papers:2203.08635.

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2022Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen. In: Papers. RePEc:arx:papers:2203.10683.

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2022Characterizing M-estimators. (2022). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2208.08108.

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2022Single and Attractive: Uniqueness and Stability of Economic Equilibria under Monotonicity Assumptions. (2022). Kukharskyy, Bohdan ; Krebs, Oliver ; Gluck, Jochen ; Bifulco, Patrizio. In: Papers. RePEc:arx:papers:2209.02635.

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2022A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915.

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2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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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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2023Forecasting 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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2022.

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2022.

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2023.

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2022On the Wedge Between the PPI and CPI Inflation Indicators. (2022). Xie, Yinxi ; Wei, Shang-Jin. In: Staff Working Papers. RePEc:bca:bocawp:22-5.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022On the role of domestic trade flows for estimating the gravity model of trade. (2022). Yotov, Yoto V. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:3:p:526-540.

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2022Quantifying the impact of economic sanctions on international trade in the energy and mining sectors. (2022). Syropoulos, Constantinos ; Yotov, Yoto V ; Shikher, Serge ; Larch, Mario. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1038-1063.

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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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2022Disaggregated gravity: Benchmark estimates and stylized facts from a new database. (2022). Yotov, Yoto ; Larch, Mario ; Borchert, Ingo ; Shikher, Serge. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:113-136.

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2022Intellectual property rights and trade: The exceptional case of GMOs. (2022). Kong, Xiangwen ; Smith, Pamela. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:3:p:763-811.

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2022Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171.

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2022Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels. (2022). Muris, Chris ; Botosaru, Irene ; Sokullu, Senay. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:22/756.

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2022Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims. (2022). Zadrozny, Peter A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10078.

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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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2022The (Non-)Neutrality of Value-Added Taxation. (2022). Thunecke, Georg U ; Stahler, Frank ; Schneider, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9663.

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2022Estimating a Behavioral New Keynesian Model with the Zero Lower Bound. (2022). Ueda, Kozo ; Iiboshi, Hirokuni ; Hirose, Yasuo ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf535.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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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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2022Which revealed comparative advantage index to choose? Theoretical and empirical considerations. (2022). Danna-Buitrago, Jenny Paola ; Stellian, Remi. In: Revista CEPAL. RePEc:ecr:col070:48807.

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2022Trade, productivity, and the spatial organization of agriculture: Evidence from Brazil. (2022). Pellegrina, Heitor S. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s030438782100167x.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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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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2022Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250.

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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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2022Approximate maximum likelihood for complex structural models. (2022). Renault, Eric ; Frazier, David T ; Czellar, Veronika. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:432-456.

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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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2022A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37.

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2022Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. (2022). Oglend, Atle ; Moura, Guilherme Valle ; Liesenfeld, Roman ; Kleppe, Tore Selland. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:105-127.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022The power of investors’ optimism and pessimism in oil market forecasting. (2022). Mishra, Tapas ; Parhi, Mamata ; Maaitah, Ahmad ; Mustanen, Dmitri. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004091.

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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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2022Technological expertise as a driver of environmental technology diffusion through trade: Evidence from the wind turbine manufacturing industry. (2022). Garsous, Grégoire ; Worack, Stephan. In: Energy Policy. RePEc:eee:enepol:v:162:y:2022:i:c:s0301421522000246.

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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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2022Competitiveness and upgrading in global value chains: A multiple-country analysis of the wooden furniture industry. (2022). Wang, Daoping ; Epede, Mesumbe Bianca. In: Forest Policy and Economics. RePEc:eee:forpol:v:140:y:2022:i:c:s1389934122000491.

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2022A structural quantitative analysis of services trade de-liberalization. (2022). Blank, Sven ; Wamser, Georg ; Merlo, Valeria ; Egger, Peter H. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s002219962200037x.

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2022How do endowments determine trade? quantifying the output mix, factor price, and skill-biased technology channels. (2022). Trefler, Daniel ; Morrow, Peter M. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000526.

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2022Revealed Comparative Advantage and Contribution-to-the-Trade-Balance indexes. (2022). Danna-Buitrago, Jenny P ; Stellian, Remi. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:129-155.

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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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2022Nonparametric expected shortfall forecasting incorporating weighted quantiles. (2022). Wang, Chao ; Storti, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:224-239.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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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2022Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio. (2022). Taylor, James W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001133.

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2022Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts. (2022). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:706-724.

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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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2022Implied comparative advantage. (2022). Yildirim, Muhammed A ; Stock, Daniel P ; Hausmann, Ricardo. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:8:s0048733320302183.

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2022Climate change, comparative advantage and the water capability to produce agricultural goods. (2022). Schlick, Julie ; Regnacq, Charles ; Candau, Fabien. In: World Development. RePEc:eee:wdevel:v:158:y:2022:i:c:s0305750x2200153x.

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2022Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect. (2021). Otsu, Taisuke ; Qiu, Chen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110494.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:93787.

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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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2022On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie. In: Review. RePEc:fip:fedlrv:93914.

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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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2022Climate Change, Comparative Advantage and the Water Capability to Produce Agricultural Goods. (2022). Schlick, Julie ; Regnacq, Charles ; Candau, Fabien. In: Post-Print. RePEc:hal:journl:hal-03671521.

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2022Search Frictions in International Goods Markets. (2022). Mejean, Isabelle ; Martin, Julien ; Lenoir, Clemence. In: Post-Print. RePEc:hal:journl:hal-03880110.

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2022.

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2022.

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2022Climate Change, Comparative Advantage and the Water Capability to Produce Agricultural Goods. (2022). Schlick, Julie ; Regnacq, Charles ; Candau, Fabien. In: Working Papers. RePEc:hal:wpaper:hal-03671521.

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2022Search Frictions in International Goods Markets. (2022). Mejean, Isabelle ; Martin, Julien ; Lenoir, Clemence. In: Working Papers. RePEc:hal:wpaper:hal-03812813.

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2022Dynamic Identification in VARs. (2022). Portier, Franck ; Guay, Alain ; Feve, Patrick ; Collard, Fabrice ; Beaudry, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03863451.

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2022.

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2022The Efficiency of the Government’s Revenue Projections. (2022). Yamamoto, Yohei ; Iizuka, Nobuo ; Arai, Natsuki. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-122.

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More than 100 citations found, this list is not complete...

Works by Ivana Komunjer:

YearTitleTypeCited
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article163
2003Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics.
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2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
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2009Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series.
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2001Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series.
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2008Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series.
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2007Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series.
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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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2010Semi-parametric estimation of non-separable models: a minimum distance from independence approach.(2010) In: Econometrics Journal.
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2008Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series.
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2007A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series.
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2013A Test for Monotone Comparative Statics.(2013) In: Advances in Econometrics.
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2006Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series.
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2007Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series.
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2007Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers.
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2012Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics.
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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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2006What Good Do Countries Trade? New Ricardian Predictions.(2006) In: University of California at San Diego, Economics Working Paper Series.
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2007What Goods Do Countries Trade? New Ricardian Predictions.(2007) In: NBER Working Papers.
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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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2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
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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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2010Efficient estimation in dynamic conditional quantile 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: Review of Economic Studies.
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2005Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies.
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2012Learning from a Piece of Pie In: Review of Economic Studies.
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