3
H index
1
i10 index
38
Citations
Astrid Loretta Ayala : Citation Profile
Universidad Francisco Marroquín | RESEARCH PRODUCTION: 17 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2012 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Astrid Loretta Ayala. | Is cited by:
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Main data
Where Astrid Loretta Ayala has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 5 |
| Studies in Nonlinear Dynamics & Econometrics | 3 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía | 3 |
Recent works citing Astrid Loretta Ayala (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002998. Full description at Econpapers || Download paper |
| 2024 | Transmission of monetary policy impulses on the capital structure of manufacturing firms: Evidence from an emerging economy. (2024). Panda, Ajaya Kumar ; Kamalakant, Akhilesh Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006968. Full description at Econpapers || Download paper |
| 2024 | Noising the GARCH volatility: A random coefficient GARCH model. (2024). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120456. Full description at Econpapers || Download paper |
| 2025 | Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries. (2025). Gil-Alana, Luis ; Gonzlez-Blanch, Mara Jess ; Lafuente, Carmen ; Solarin, Sakiru Adebola. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02034-4. Full description at Econpapers || Download paper |
| 2024 | Convergence of public expenditures and revenues in EU28 during 2002–2019: Evidence from club‐clustering analysis before and after the European debt crisis. (2024). Zervoyianni, Athina ; Apergis, Nicholas ; Anastasiou, Athanasios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1856-1876. Full description at Econpapers || Download paper |
Works by Astrid Loretta Ayala:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Anticipating extreme losses using score-driven shape filters In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 14 |
| 2012 | Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2017 | Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Structural breaks in public finances in Central and Eastern European countries In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
| 2015 | Default Risk of Sovereign Debt in Central America In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2022 | Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 3 |
| 2012 | How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2021 | Score-driven panel data models of the capital structure of US firms In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Equity market neutral hedge funds and the stock market: an application of score-driven copula models In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2024 | Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Score-driven copula models for portfolios of two risky assets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team