EconPapers    
Economics at your fingertips  
 

Details about Rubén Albeiro Loaiza Maya

E-mail:
Phone:3430398
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)
Facultad de Ciencias Humanas y Económicas (Faculty of humanities and Economics), Universidad Nacional de Colombia (National University of Colombia), (more information at EDIRC)

Access statistics for papers by Rubén Albeiro Loaiza Maya.

Last updated 2020-09-24. Update your information in the RePEc Author Service.

Short-id: plo311


Jump to Journal Articles

Working Papers

2020

  1. Fast and Accurate Variational Inference for Models with Many Latent Variables
    Papers, arXiv.org Downloads
  2. Focused Bayesian Prediction
    Papers, arXiv.org Downloads View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020) Downloads
  3. Optimal probabilistic forecasts: When do they work?
    Papers, arXiv.org Downloads
  4. Scalable Bayesian Estimation in the Multinomial Probit Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    Also in Papers, arXiv.org (2020) Downloads

2019

  1. Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates
    Working papers, Red Investigadores de Economía Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2014) Downloads

    See also Journal Article in Economic Systems (2016)

2018

  1. Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series
    Papers, arXiv.org Downloads View citations (1)

2014

  1. Exchange Rates Contagion in Latin America
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads

    See also Journal Article in Research in International Business and Finance (2015)

2012

  1. Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) Downloads
  2. Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (4)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) Downloads View citations (8)

    See also Journal Article in Contemporary Economic Policy (2015)

Journal Articles

2020

  1. Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
    Journal of Business & Economic Statistics, 2020, 38, (2), 470-486 Downloads

2018

  1. Time series copulas for heteroskedastic data
    Journal of Applied Econometrics, 2018, 33, (3), 332-354 Downloads View citations (3)

2016

  1. Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates
    Economic Systems, 2016, 40, (3), 387-397 Downloads View citations (1)
    See also Working Paper (2019)

2015

  1. Exchange rate contagion in Latin America
    Research in International Business and Finance, 2015, 34, (C), 355-367 Downloads View citations (15)
    See also Working Paper (2014)
  2. LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
    Contemporary Economic Policy, 2015, 33, (3), 535-549 Downloads View citations (14)
    See also Working Paper (2012)

2011

  1. An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach
    Lecturas de Economía, 2011, (75), 107-141 Downloads
  2. Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico
    Revista Lecturas de Economía, 2011 Downloads View citations (1)
 
Page updated 2020-10-31