7
H index
5
i10 index
116
Citations
Rubén Albeiro Loaiza Maya : Citation Profile
Monash University | RESEARCH PRODUCTION: 9 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2011 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Rubén Albeiro Loaiza Maya. | Is cited by:
| Cites to:
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Main data
Where Rubén Albeiro Loaiza Maya has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 9 |
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 5 |
| Borradores de Economia / Banco de la Republica de Colombia | 4 |
| Borradores de Economia / Banco de la Republica | 4 |
Recent works citing Rubén Albeiro Loaiza Maya (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. (2024). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
| 2025 | Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321. Full description at Econpapers || Download paper |
| 2024 | Computationally Efficient Estimation of Large Probit Models. (2024). Qu, Zhaonan ; Ye, Yinyu ; Ding, Patrick ; Imbens, Guido. In: Papers. RePEc:arx:papers:2407.09371. Full description at Econpapers || Download paper |
| 2024 | Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30. Full description at Econpapers || Download paper |
| 2024 | Variational Bayesian inference for bipartite mixed-membership stochastic block model with applications to collaborative filtering. (2024). Ye, Zifeng ; Zhang, Panpan ; Chen, Kun ; Liu, Jie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001470. Full description at Econpapers || Download paper |
| 2024 | Hybrid unadjusted Langevin methods for high-dimensional latent variable models. (2024). Loaiza-Maya, Ruben ; Nibbering, Didier ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000873. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | CRPS-based online learning for nonlinear probabilistic forecast combination. (2024). Camal, Simon ; Pinson, Pierre ; Kariniotakis, Georges ; van der Meer, Dennis. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1449-1466. Full description at Econpapers || Download paper |
| 2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper |
| 2024 | Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Xu, Yixiong ; Zhang, Feipeng ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296. Full description at Econpapers || Download paper |
| 2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
Works by Rubén Albeiro Loaiza Maya:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Focused Bayesian Prediction In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2020 | Focused Bayesian Prediction.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2021 | Focused Bayesian prediction.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2021 | Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Scalable Bayesian estimation in the multinomial probit model In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Scalable Bayesian Estimation in the Multinomial Probit Model.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | Optimal probabilistic forecasts: When do they work? In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2022 | Optimal probabilistic forecasts: When do they work?.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | Optimal probabilistic forecasts: When do they work?.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2022 | Loss-Based Variational Bayes Prediction In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Loss-Based Variational Bayes Prediction.(2021) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy.(2022) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2022 | Fast variational Bayes methods for multinomial probit models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Efficient variational approximations for state space models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case.(2012) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 26 |
| 2015 | LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH.(2015) In: Contemporary Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2012 | Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach.(2012) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2014 | Exchange Rates Contagion in Latin America In: Borradores de Economia. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Exchange Rates Contagion in Latin America.(2014) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2015 | Exchange rate contagion in Latin America.(2015) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2014 | Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks Estimates.(2014) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates.(2016) In: Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2019 | Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates.(2019) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico In: Revista Lecturas de Economía. [Full Text][Citation analysis] | article | 1 |
| 2011 | An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
| 2020 | Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Time series copulas for heteroskedastic data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team