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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)

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


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Working Papers

2023

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

2022

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

2021

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

2020

  1. Focused Bayesian Prediction
    Papers, arXiv.org Downloads View citations (3)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020) Downloads View citations (2)

    See also Journal Article Focused Bayesian prediction, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) Downloads View citations (11) (2021)
  2. Optimal probabilistic forecasts: When do they work?
    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 View citations (1)

    See also Journal Article Optimal probabilistic forecasts: When do they work?, International Journal of Forecasting, Elsevier (2022) Downloads View citations (7) (2022)

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 (2014) Downloads
    Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads

    See also Journal Article Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates, Economic Systems, Elsevier (2016) Downloads View citations (2) (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 Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads

    See also Journal Article Exchange rate contagion in Latin America, Research in International Business and Finance, Elsevier (2015) Downloads View citations (21) (2015)

2012

  1. Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads
  2. Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach
    Borradores de Economia, Banco de la Republica Downloads View citations (12)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads 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) Downloads View citations (19) (2015)

Journal Articles

2022

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

2021

  1. Focused Bayesian prediction
    Journal of Applied Econometrics, 2021, 36, (5), 517-543 Downloads View citations (11)
    See also Working Paper Focused Bayesian Prediction, Papers (2020) Downloads View citations (3) (2020)

2020

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

2018

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

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 (2)
    See also Working Paper Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates, Working papers (2019) Downloads (2019)

2015

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