Details about Rubén Albeiro Loaiza Maya

Access statistics for papers by Rubén Albeiro Loaiza Maya.

Last updated 2025-04-01. Update your information in the RePEc Author Service.

Short-id: plo311

Working Papers

2023

1. Efficient variational approximations for state space models
   Papers, arXiv.org

2022

2. Fast variational Bayes methods for multinomial probit models
   Papers, arXiv.org View citations (2)
3. Loss-Based Variational Bayes Prediction
   Papers, arXiv.org View citations (4)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2021) View citations (5)
4. Variational Bayes in State Space Models: Inferential and Predictive Accuracy
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
   Also in Papers, arXiv.org (2022) View citations (8)

2021

5. Fast and Accurate Variational Inference for Models with Many Latent Variables
   Papers, arXiv.org View citations (8)
6. Scalable Bayesian estimation in the multinomial probit model
   Papers, arXiv.org View citations (2)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020)

2020

7. Focused Bayesian Prediction
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
   Also in Papers, arXiv.org (2020) View citations (3)
   See also Journal Article Focused Bayesian prediction, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (11) (2021)
8. Optimal probabilistic forecasts: When do they work?
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   Also in Papers, arXiv.org (2020) View citations (1)
   See also Journal Article Optimal probabilistic forecasts: When do they work?, International Journal of Forecasting, Elsevier (2022) View citations (7) (2022)

2019

9. Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates
   Working papers, Red Investigadores de Economía
   Also in Borradores de Economia, Banco de la Republica de Colombia (2014)
   Borradores de Economia, Banco de la Republica (2014)
   See also Journal Article Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates, Economic Systems, Elsevier (2016) View citations (2) (2016)

2018

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

2014

11. Exchange Rates Contagion in Latin America
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014)
    See also Journal Article Exchange rate contagion in Latin America, Research in International Business and Finance, Elsevier (2015) View citations (21) (2015)

2012

12. Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012)
13. Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach
    Borradores de Economia, Banco de la Republica View citations (12)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (7)
    See also Journal Article LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH, Contemporary Economic Policy, Western Economic Association International (2015) View citations (19) (2015)

Journal Articles

2022

1. Optimal probabilistic forecasts: When do they work?
   International Journal of Forecasting, 2022, 38, (1), 384-406 View citations (7)
   See also Working Paper Optimal probabilistic forecasts: When do they work?, Monash Econometrics and Business Statistics Working Papers (2020) View citations (1) (2020)

2021

2. Focused Bayesian prediction
   Journal of Applied Econometrics, 2021, 36, (5), 517-543 View citations (11)
   See also Working Paper Focused Bayesian Prediction, Monash Econometrics and Business Statistics Working Papers (2020) View citations (2) (2020)

2020

3. Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
   Journal of Business & Economic Statistics, 2020, 38, (2), 470-486 View citations (5)

2018

4. Time series copulas for heteroskedastic data
   Journal of Applied Econometrics, 2018, 33, (3), 332-354 View citations (14)

2016

5. Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates
   Economic Systems, 2016, 40, (3), 387-397 View citations (2)
   See also Working Paper Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates, Working papers (2019) (2019)

2015

6. Exchange rate contagion in Latin America
   Research in International Business and Finance, 2015, 34, (C), 355-367 View citations (21)
   See also Working Paper Exchange Rates Contagion in Latin America, Borradores de Economia (2014) (2014)
7. LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
   Contemporary Economic Policy, 2015, 33, (3), 535-549 View citations (19)
   See also Working Paper Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach, Borradores de Economia (2012) View citations (12) (2012)

2011

8. An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach
   Lecturas de Economía, 2011, (75), 107-141
9. 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 View citations (1)