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Details about Ivana Komunjer

Homepage:http://econ.ucsd.edu/komunjer
Workplace:Department of Economics, University of California-San Diego (UCSD), (more information at EDIRC)

Access statistics for papers by Ivana Komunjer.

Last updated 2015-12-19. Update your information in the RePEc Author Service.

Short-id: pko295


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Working Papers

2014

  1. Minimum Distance Estimation of Dynamic Models with Errors-In-Variables
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)

2013

  1. Federal reserve forecasts: asymmetry and state-dependence
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)

2011

  1. Nonparametric Identification and Estimation of Transformation Models
    CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2015)

2010

  1. What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Review of Economic Studies (2012)

2009

  1. Existence and Uniqueness of Semiparametric Projections
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)
  2. Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    See also Journal Article in Econometrics Journal (2010)

2008

  1. Correct Specification and Identification of Nonparametric Transformation Models
    Working Papers, Becker Friedman Institute for Research In Economics Downloads
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2008) Downloads
  2. Global Identification In Nonlinear Semiparametric Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (2)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2007) Downloads
  3. Global Identification of the Semiparametric Box-Cox Model
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    See also Journal Article in Economics Letters (2009)

2007

  1. A Test For Monotone Comparative Statics
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2007) Downloads
  2. Multivariate Forecast Evaluation And Rationality Testing
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2007) Downloads View citations (2)

    See also Journal Article in The Review of Economics and Statistics (2012)
  3. What Goods Do Countries Trade? New Ricardian Predictions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2006) Downloads View citations (3)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2006) Downloads

2006

  1. Efficientt Conditional Quantile Estimation: The Time Series Case
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (5)

2005

  1. BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (14)

    See also Journal Article in Journal of the European Economic Association (2008)
  2. Testing Models w/ multiple equilibria by quantile methods
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads

2004

  1. Asymmetric Power Distribution: Theory and Applications to Risk Measurement
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads
    See also Journal Article in Journal of Applied Econometrics (2007)
  2. Testing Models with Multiple Equilibria by Quantile Methods
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (1)
    See also Journal Article in Econometrica (2009)

2003

  1. Estimating Loss Function Parameters
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
  2. Evaluation and Combination of Conditional Quantile Forecasts
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2002) Downloads View citations (3)

    See also Journal Article in Journal of Business & Economic Statistics (2005)

2002

  1. Quasi-Maximum Likelihood Estimation for Conditional Quantiles
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
    See also Journal Article in Journal of Econometrics (2005)
  2. The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

  1. Consistent Estimation for Aggregated GARCH
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (3)

Journal Articles

2015

  1. Nonparametric identification and estimation of transformation models
    Journal of Econometrics, 2015, 188, (1), 22-39 Downloads View citations (4)
    See also Working Paper (2011)

2014

  1. MEASUREMENT ERRORS IN DYNAMIC MODELS
    Econometric Theory, 2014, 30, (01), 150-175 Downloads View citations (6)

2012

  1. GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS
    Econometric Theory, 2012, 28, (04), 719-729 Downloads View citations (2)
  2. Learning from a Piece of Pie
    Review of Economic Studies, 2012, 79, (1), 162-195 Downloads View citations (7)
  3. Multivariate Forecast Evaluation and Rationality Testing
    The Review of Economics and Statistics, 2012, 94, (4), 1066-1080 Downloads View citations (16)
    See also Working Paper (2007)
  4. What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas
    Review of Economic Studies, 2012, 79, (2), 581-608 Downloads View citations (82)
    See also Working Paper (2010)

2011

  1. Dynamic Identification of Dynamic Stochastic General Equilibrium Models
    Econometrica, 2011, 79, (6), 1995-2032 Downloads View citations (24)

2010

  1. Efficient estimation in dynamic conditional quantile models
    Journal of Econometrics, 2010, 157, (2), 272-285 Downloads View citations (4)
  2. SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
    Econometric Theory, 2010, 26, (02), 383-405 Downloads View citations (3)
  3. Semi-parametric estimation of non-separable models: a minimum distance from independence approach
    Econometrics Journal, 2010, 13, (3), S28-S55 Downloads View citations (3)
    See also Working Paper (2009)

2009

  1. Global identification of the semiparametric Box-Cox model
    Economics Letters, 2009, 104, (2), 53-56 Downloads
    See also Working Paper (2008)
  2. Testing Models With Multiple Equilibria by Quantile Methods
    Econometrica, 2009, 77, (4), 1281-1297 Downloads View citations (19)
    See also Working Paper (2004)

2008

  1. Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
    Journal of the European Economic Association, 2008, 6, (1), 122-157 Downloads View citations (78)
    See also Working Paper (2005)

2007

  1. Asymmetric power distribution: Theory and applications to risk measurement
    Journal of Applied Econometrics, 2007, 22, (5), 891-921 Downloads View citations (24)
    See also Working Paper (2004)

2005

  1. Estimation and Testing of Forecast Rationality under Flexible Loss
    Review of Economic Studies, 2005, 72, (4), 1107-1125 Downloads View citations (96)
  2. Evaluation and Combination of Conditional Quantile Forecasts
    Journal of Business & Economic Statistics, 2005, 23, 416-431 Downloads View citations (76)
    See also Working Paper (2003)
  3. Quasi-maximum likelihood estimation for conditional quantiles
    Journal of Econometrics, 2005, 128, (1), 137-164 Downloads View citations (43)
    See also Working Paper (2002)

Chapters

2013

  1. Quantile Prediction
    Elsevier Downloads View citations (1)
 
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