Roberto S. Mariano : Citation Profile

Are you Roberto S. Mariano?

Bangko Sentral Ng Pilipinas (50% share)
Singapore Management University (25% share)
University of Pennsylvania (25% share)

14

H index

17

i10 index

6838

Citations

RESEARCH PRODUCTION:

30

Articles

34

Papers

1

Books

22

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   53 years (1970 - 2023). See details.
   Cites by year: 129
   Journals where Roberto S. Mariano has often published
   Relations with other researchers
   Recent citing documents: 577.    Total self citations: 10 (0.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma174
   Updated: 2024-12-03    RAS profile: 2024-07-17    
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Relations with other researchers

Works with:

Ozmucur, Suleyman (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto S. Mariano.

Is cited by:

GUPTA, RANGAN (153)

Marcellino, Massimiliano (97)

Clark, Todd (62)

Swanson, Norman (57)

Kapetanios, George (48)

Salisu, Afees (43)

Perez Quiros, Gabriel (42)

Diebold, Francis (42)

Camacho, Maximo (41)

Wang, Yudong (40)

Pincheira, Pablo (40)

Cites to:

Kaminsky, Graciela (24)

Reinhart, Carmen (23)

Eichengreen, Barry (20)

Rose, Andrew (17)

Woodford, Michael (15)

Obstfeld, Maurice (12)

Frankel, Jeffrey (11)

Diebold, Francis (10)

Taylor, Alan (10)

Shambaugh, Jay (10)

Wyplosz, Charles (9)

Main data

Where Roberto S. Mariano has published?

Journals with more than one article published# docs
Econometrica5
Philippine Review of Economics4
Journal of Econometrics3
International Economic Review3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
UP School of Economics Discussion Papers / University of the Philippines School of Economics7
Working Papers / Singapore Management University, School of Economics7
Finance Working Papers / East Asian Bureau of Economic Research4

Recent works citing Roberto S. Mariano (2024 and 2023)

YearTitle of citing document
2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2023Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2023Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics. (2021). , Almut ; Shephard, Neil ; Lunde, Asger ; Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2107.03674.

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2023Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Tail-GAN: Nonparametric Scenario Generation for Tail Risk Estimation. (2022). Cont, Rama ; Zhang, Chao ; Xu, Renyuan ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2203.01664.

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2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

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2024Dynamic Co-Quantile Regression. (2022). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275.

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2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Bayesian 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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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2023Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2022). Streicher, Sina ; Polivka, Jeannine ; Halbleib, Roxana ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2212.11833.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2024GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2023Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Matrix GARCH Model: Inference and Application. (2023). Zhu, KE ; Jiang, Feiyu ; Li, Dong ; Yu, Cheng. In: Papers. RePEc:arx:papers:2306.05169.

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2023Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419.

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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443.

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2023Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. (2023). Morajda, Janusz ; Kwiatkowski, Lukasz ; Micha, Jakub. In: Papers. RePEc:arx:papers:2310.01063.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Dynamic Realized Minimum Variance Portfolio Models. (2023). Oh, Minseog ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2310.13511.

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2024Supervised Autoencoder MLP for Financial Time Series Forecasting. (2024). Ślepaczuk, Robert ; Bieganowski, Bartosz. In: Papers. RePEc:arx:papers:2404.01866.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2023What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225.

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2023Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916.

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2023Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2023). Sakellaris, Plutarchos ; Gortz, Christoph ; Botsis, Alexandros. In: Discussion Papers. RePEc:bir:birmec:23-06.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2023Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia. (2023). Shevelev, Andrey ; Semiturkin, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:87-103.

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2024Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52.

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2023Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505.

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2023Investor attention and the predictability of the volatility of CNY?CNH spreads: Evidence from a GARCH?MIDAS model. (2023). Zhang, Zhipeng ; Li, Xiaoping ; Duan, Jihong ; Pan, Junyu. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:4939-4959.

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2024Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices. (2024). Nguyen, Duc Khuong ; Tripe, David ; Ngo, Thanh. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:701-712.

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2023Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2023The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.

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

Roberto S. Mariano has edited the books:

YearTitleTypeCited

Works by Roberto S. Mariano:

YearTitleTypeCited
1985FINITE-SAMPLE PROPERTIES OF STOCHASTIC PREDICTORS IN NONLINEAR SYSTEMS: SOME INITIAL RESULTS In: Economic Research Papers.
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1985Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results..(1985) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 0		paper
1995Comparing Predictive Accuracy. In: Journal of Business & Economic Statistics.
[Citation analysis]		article5514
2002Comparing Predictive Accuracy..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 5514		article
1994Comparing Predictive Accuracy.(1994) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 5514		paper
2006Monetary policy approaches and implementation in Asia: the Philippines and Indonesia In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter2
2010A Coincident Index, Common Factors, and Monthly Real GDP* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article107
2004Prediction of Currency Crises: Case of Turkey In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article15
1989Predictors in Dynamic Nonlinear Models: Large-Sample Behavior In: Econometric Theory.
[Full Text][Citation analysis]		article22
2007Financial Liberalization and Monetary Policy Cooperation in East Asia1 In: Finance Working Papers.
[Full Text][Citation analysis]		paper2
2006Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence In: Finance Working Papers.
[Full Text][Citation analysis]		paper9
2006Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence.(2006) In: Finance Working Papers.
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2006Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence.(2006) In: PIER Working Paper Archive.
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2006Underpriced Default Spread Exacerbates Market Crashes In: Finance Working Papers.
[Full Text][Citation analysis]		paper1
2006Underpriced Default Spread Exacerbates Market Crashes.(2006) In: Working Papers.
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2005Sustainable External Debt Levels : Estimates for Selected Asian Countries In: Macroeconomics Working Papers.
[Full Text][Citation analysis]		paper1
2005Sustainable External Debt Levels: Estimates for Selected Asian Countries.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2009Misaligned Incentives and Mortgage Lending in Asia In: Microeconomics Working Papers.
[Full Text][Citation analysis]		paper1
2007Misaligned Incentives and Mortgage Lending in Asia.(2007) In: Working Paper.
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2009Misaligned Incentives and Mortgage Lending in Asia.(2009) In: NBER Chapters.
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This paper has nother version. Agregated cites: 1		chapter
2009Misaligned Incentives and Mortgage Lending in Asia.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1972The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators. In: Econometrica.
[Full Text][Citation analysis]		article10
1973Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables. In: Econometrica.
[Full Text][Citation analysis]		article6
1973Approximations to the Distribution Functions of Theils K-Class Estimators. In: Econometrica.
[Full Text][Citation analysis]		article3
1977Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients. In: Econometrica.
[Full Text][Citation analysis]		article7
1984Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System. In: Econometrica.
[Full Text][Citation analysis]		article26
2004Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]		paper3
2004Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model.(2004) In: Working Papers.
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2005Bank lending and real estate in Asia: market optimism and asset bubbles In: Journal of Asian Economics.
[Full Text][Citation analysis]		article17
2012Statistical tests for multiple forecast comparison In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
1975Some large-concentration-parameter asymptotics for the k-class estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1998Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2008Markov switching GARCH models of currency turmoil in Southeast Asia In: Emerging Markets Review.
[Full Text][Citation analysis]		article33
2007Markov switching GARCH models of currency turmoil in southeast Asia.(2007) In: International Finance Discussion Papers.
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1985New tests of the life cycle and tax discounting hypotheses In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article43
2006Capital Controls, Financial Crises and Cures: Simulations with an Econometric Model for Malaysia In: Chapters.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
1991Comparing predictive accuracy I: an asymptotic test In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper9
1997Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate In: Staff Reports.
[Full Text][Citation analysis]		paper5
1982Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case. In: International Economic Review.
[Full Text][Citation analysis]		article38
1983Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System. In: International Economic Review.
[Full Text][Citation analysis]		article16
1989Measures of Deterministic Prediction Bias in Nonlinear Models. In: International Economic Review.
[Full Text][Citation analysis]		article12
2003A new coincident index of business cycles based on monthly and quarterly series In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article482
1994Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article12
1997Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
2007External Debt, Adjustment, and Growth In: NBER Chapters.
[Full Text][Citation analysis]		chapter8
2006External Debt, Adjustment, and Growth.(2006) In: Working Papers.
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2023External Debt, Adjustment, and Growth.(2023) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 8		chapter
2011Comment on Commodity Prices, Commodity Currencies, and Global Economic Developments In: NBER Chapters.
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2011Comment on The Consumption Terms of Trade and Commodity Prices In: NBER Chapters.
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2010Comment on Population Aging and Economic Growth in Asia In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2010Comment on Demographic Transition, Childless Families and Economic Growth In: NBER Chapters.
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2003Markov Switching Garch Models of Currency Crises in Southeast Asia In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper9
Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper0
2020Fighting COVID-19:Performance of Countries in the First Half of 2020 In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper0
2021Fighting COVID-19: Patterns in International Data, Expanded In: PIER Working Paper Archive.
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1990The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary In: Working Papers.
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1970On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators In: UP School of Economics Discussion Papers.
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1970Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables In: UP School of Economics Discussion Papers.
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1970Approximations to the Distribution Functions of the Ordinary Least Squares and Two-Stage Squares Least Squares Estimators in the Case of Two Included Endogenous Variables In: UP School of Economics Discussion Papers.
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1971A Macro-Economic Model of the Philippines, 1950-1969 In: UP School of Economics Discussion Papers.
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1979On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators In: UP School of Economics Discussion Papers.
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1979Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification In: UP School of Economics Discussion Papers.
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2020Fighting COVID-19: patterns in international data In: Philippine Review of Economics.
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1993Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country In: The Pakistan Development Review.
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2005Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore In: Working Papers.
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2007Financial Liberalization and Monetary Policy Cooperation in East Asia In: Working Papers.
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2021Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth) In: Journal of Quantitative Economics.
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2007Open vs. sealed-bid auctions: testing for revenue equivalence under Singapores vehicle quota system In: Applied Economics.
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2010MONETARY POLICY COOPERATION TO SUPPORT ASIAN ECONOMIC INTEGRATION In: The Singapore Economic Review (SER).
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