13
H index
15
i10 index
1392
Citations
Georgetown University | 13 H index 15 i10 index 1392 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 |
Review of Economic Studies | 3 |
Econometrica | 2 |
Year | Title of citing document | |
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2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Priors and the Slope of the Phillips Curve. (2022). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:165. Full description at Econpapers || Download paper | |
2022 | Migration, Specialization, and Trade: Evidence from the Brazilian March to the West. (2022). Sotelo, Sebastian ; Pellegrina, Heitor S. In: Working Papers. RePEc:apc:wpaper:186. Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2022 | Counterfactual Sensitivity and Robustness. (2019). Connault, Benjamin ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1904.00989. Full description at Econpapers || Download paper | |
2023 | Identifying 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. Full description at Econpapers || Download paper | |
2023 | Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper | |
2023 | Scoring 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. Full description at Econpapers || Download paper | |
2023 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2022 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper | |
2022 | Normalizations and misspecification in skill formation models. (2021). Freyberger, Joachim. In: Papers. RePEc:arx:papers:2104.00473. Full description at Econpapers || Download paper | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793. Full description at Econpapers || Download paper | |
2022 | Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224. Full description at Econpapers || Download paper | |
2022 | Measurability of functionals and of ideal point forecasts. (2022). Fissler, Tobias ; Holzmann, Hajo. In: Papers. RePEc:arx:papers:2203.08635. Full description at Econpapers || Download paper | |
2022 | Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen. In: Papers. RePEc:arx:papers:2203.10683. Full description at Econpapers || Download paper | |
2022 | Characterizing M-estimators. (2022). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2208.08108. Full description at Econpapers || Download paper | |
2022 | Single 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. Full description at Econpapers || Download paper | |
2022 | A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915. Full description at Econpapers || Download paper | |
2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper | |
2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper | |
2023 | Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds. (2023). Lee, Sokbae (Simon) ; Feng, Junlong. In: Papers. RePEc:arx:papers:2304.01921. Full description at Econpapers || Download paper | |
2023 | Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340. Full description at Econpapers || Download paper | |
2023 | Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | On the Wedge Between the PPI and CPI Inflation Indicators. (2022). Xie, Yinxi ; Wei, Shang-Jin. In: Staff Working Papers. RePEc:bca:bocawp:22-5. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | Quantifying 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. Full description at Econpapers || Download paper | |
2023 | Technology 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. Full description at Econpapers || Download paper | |
2023 | Climate 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. Full description at Econpapers || Download paper | |
2023 | Estimation 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. Full description at Econpapers || Download paper | |
2022 | Disaggregated 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. Full description at Econpapers || Download paper | |
2022 | Intellectual 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. Full description at Econpapers || Download paper | |
2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper | |
2022 | Time-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. Full description at Econpapers || Download paper | |
2022 | Linear 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. Full description at Econpapers || Download paper | |
2023 | Immigration 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. Full description at Econpapers || Download paper | |
2022 | The (Non-)Neutrality of Value-Added Taxation. (2022). Thunecke, Georg U ; Stahler, Frank ; Schneider, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9663. Full description at Econpapers || Download paper | |
2022 | Estimating 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. Full description at Econpapers || Download paper | |
2022 | Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers || Download paper | |
2022 | Which revealed comparative advantage index to choose? Theoretical and empirical considerations. (2022). Danna-Buitrago, Jenny Paola ; Stellian, Remi. In: Revista CEPAL. RePEc:ecr:col070:48807. Full description at Econpapers || Download paper | |
2022 | Trade, 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. Full description at Econpapers || Download paper | |
2022 | Modeling 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Diligent 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | Approximate 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. Full description at Econpapers || Download paper | |
2023 | Identification 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. Full description at Econpapers || Download paper | |
2023 | Identification 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Analyzing 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Probability 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Asymmetry 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. Full description at Econpapers || Download paper | |
2022 | Technological 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Competitiveness 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Revealed 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. Full description at Econpapers || Download paper | |
2023 | Gains 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. Full description at Econpapers || Download paper | |
2022 | Nonparametric 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. Full description at Econpapers || Download paper | |
2022 | Forecasting: 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 | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2023 | Assessment 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. Full description at Econpapers || Download paper | |
2023 | Precious 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. Full description at Econpapers || Download paper | |
2022 | Implied comparative advantage. (2022). Yildirim, Muhammed A ; Stock, Daniel P ; Hausmann, Ricardo. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:8:s0048733320302183. Full description at Econpapers || Download paper | |
2022 | Climate 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. Full description at Econpapers || Download paper | |
2022 | Information 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. Full description at Econpapers || Download paper | |
2022 | Tail 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. Full description at Econpapers || Download paper | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:93787. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie. In: Review. RePEc:fip:fedlrv:93914. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | Climate 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. Full description at Econpapers || Download paper | |
2022 | Search Frictions in International Goods Markets. (2022). Mejean, Isabelle ; Martin, Julien ; Lenoir, Clemence. In: Post-Print. RePEc:hal:journl:hal-03880110. Full description at Econpapers || Download paper | |
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2022 | Climate 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. Full description at Econpapers || Download paper | |
2022 | Search Frictions in International Goods Markets. (2022). Mejean, Isabelle ; Martin, Julien ; Lenoir, Clemence. In: Working Papers. RePEc:hal:wpaper:hal-03812813. Full description at Econpapers || Download paper | |
2022 | Dynamic Identification in VARs. (2022). Portier, Franck ; Guay, Alain ; Feve, Patrick ; Collard, Fabrice ; Beaudry, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03863451. Full description at Econpapers || Download paper | |
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2022 | The Efficiency of the Government’s Revenue Projections. (2022). Yamamoto, Yohei ; Iizuka, Nobuo ; Arai, Natsuki. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-122. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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 | 163 |
2003 | Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 163 | 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 another version. Agregated cites: 163 | 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 another 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 | 5 |
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 another version. Agregated cites: 5 | 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 another 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 | 50 |
2007 | Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2012 | Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | 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 another 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 another 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 another 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 | 19 |
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 | 9 |
2009 | Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica. [Full Text][Citation analysis] | article | 23 |
2004 | Testing Models with Multiple Equilibria by Quantile Methods.(2004) In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2011 | Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica. [Full Text][Citation analysis] | article | 126 |
2004 | Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 45 |
2007 | Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2004 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 187 |
2005 | BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | 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 another version. Agregated cites: 187 | article | |
2013 | Quantile Prediction In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 4 |
2005 | Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 72 |
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 | 35 |
2011 | Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2017 | Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
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 | 0 |
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 | 8 |
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 another version. Agregated cites: 8 | article | |
2010 | What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers. [Full Text][Citation analysis] | paper | 329 |
2012 | What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas.(2012) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 329 | article | |
2005 | Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies. [Full Text][Citation analysis] | article | 217 |
2012 | Learning from a Piece of Pie In: Review of Economic Studies. [Full Text][Citation analysis] | article | 15 |
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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