Details about Dennis Sioson Mapa

Access statistics for papers by Dennis Sioson Mapa.

Last updated 2019-03-26. Update your information in the RePEc Author Service.

Short-id: pma653

Working Papers

2018

1. Filipino 2040 Energy: Power Security and Competitiveness
   MPRA Paper, University Library of Munich, Germany View citations (5)

2017

2. Awards and Rewards: Evidence from an Evaluation of the Metrobank's Search for Outstanding Teachers
   UP School of Economics Discussion Papers, University of the Philippines School of Economics

2015

3. Household Coping and Recovery from Nature’s Wrath: Rising from the Ruins of Yolanda
   UP School of Economics Discussion Papers, University of the Philippines School of Economics
4. Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor
   MPRA Paper, University Library of Munich, Germany View citations (1)

2014

5. Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM)
   MPRA Paper, University Library of Munich, Germany
6. Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models
   MPRA Paper, University Library of Munich, Germany View citations (3)
7. Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
   MPRA Paper, University Library of Munich, Germany
8. The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach
   MPRA Paper, University Library of Munich, Germany
9. Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines
   MPRA Paper, University Library of Munich, Germany

2013

10. An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models
    MPRA Paper, University Library of Munich, Germany View citations (3)
11. Overcoming Critical Constraints to Sustaining Productivity Growth in Key Commodities of Asia and the Pacific
    ADB Economics Working Paper Series, Asian Development Bank View citations (1)
12. Spatial Analysis of Income Growth in the Philippines: Evidence from Intra-Country Data (1988 to 2009)
    MPRA Paper, University Library of Munich, Germany

2012

13. Is Income Growth Enough to Reduce Total Fertility Rate in the Philippines? Empirical Evidence from Regional Panel Data
    MPRA Paper, University Library of Munich, Germany View citations (1)
14. Sectoral Growth Linkages and the Role of Infrastructure Development: Revisiting the sources of nonfarm development in the rural Philippines
    2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists
15. The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data, Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society (2012) View citations (2) (2012)
16. The Link between Extreme Poverty and Young Dependents in the Philippines:Evidence from Household Surveys
    MPRA Paper, University Library of Munich, Germany
17. Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology
    MPRA Paper, University Library of Munich, Germany View citations (4)

2011

18. Determinants of Poverty in Elderly-Headed Households in the Philippines
    MPRA Paper, University Library of Munich, Germany
19. Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Estimating inflation-at-risk (IaR) using extreme value theory (EVT), Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society (2010) View citations (2) (2010)
20. The Economic Transition and Growth of Philippine Regions
    MPRA Paper, University Library of Munich, Germany

2010

21. Hunger Incidence in the Philippines: Facts, Determinants and Challenges
    MPRA Paper, University Library of Munich, Germany
    Also in EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels (2010) View citations (1)
22. Population Management should be mainstreamed in the Philippine Development Agenda
    MPRA Paper, University Library of Munich, Germany View citations (1)
23. The Philippine Economy and Poverty During the Global Economic Crisis
    UP School of Economics Discussion Papers, University of the Philippines School of Economics View citations (5)
    See also Journal Article The Philippine economy and poverty during the global economic crisis, Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society (2010) View citations (5) (2010)

2009

24. Estimating Value-at-Risk (VaR) using TiVEx-POT Models
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article ESTIMATING VALUE AT RISK VAR USING TIVEX POT MODELS, Journal of Advanced Studies in Finance, ASERS Publishing (2010) View citations (3) (2010)
25. Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter
    MPRA Paper, University Library of Munich, Germany View citations (2)
26. Measuring market risk using extreme value theory
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Measuring market risk using extreme value theory, Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society (2009) View citations (1) (2009)
27. What really matters for income growth in the Philippines: Empirical evidence from provincial data
    MPRA Paper, University Library of Munich, Germany View citations (4)

2008

28. Population Dynamics and Household Saving: Evidence from the Philippines
    MPRA Paper, University Library of Munich, Germany View citations (2)
29. Range-Based Models in Estimating Value-at-Risk (VaR)
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Range-based models in estimating value-at-risk (VaR), Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society (2008) View citations (3) (2008)

2007

30. Robustness Procedures in Economic Growth Regression Models
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Robustness procedures in economic growth regression models, Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society (2007) View citations (1) (2007)

2006

31. Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
    MPRA Paper, University Library of Munich, Germany View citations (1)

2004

32. A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
    MPRA Paper, University Library of Munich, Germany View citations (2)

2003

33. A Range-Based GARCH Model for Forecasting Volatility
    MPRA Paper, University Library of Munich, Germany View citations (6)

Journal Articles

2015

1. Time-varying conditional Johnson Su density in Value-at-Risk methodology
   Philippine Review of Economics, 2015, 51, (1), 23-44 View citations (1)

2014

2. Time Series Analysis using Vector Autoregressive Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City Philippines
   Journal of Advanced Research in Management, 2014, 5, (1), 52-62

2012

3. The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data
   Philippine Review of Economics, 2012, 49, (2), 51-74 View citations (2)
   See also Working Paper The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data, MPRA Paper (2012) View citations (2) (2012)

2010

4. ESTIMATING VALUE AT RISK VAR USING TIVEX POT MODELS
   Journal of Advanced Studies in Finance, 2010, 1, (2), 152-170 View citations (3)
   See also Working Paper Estimating Value-at-Risk (VaR) using TiVEx-POT Models, MPRA Paper (2009) View citations (2) (2009)
5. Estimating inflation-at-risk (IaR) using extreme value theory (EVT)
   Philippine Review of Economics, 2010, 47, (2), 21-40 View citations (2)
   See also Working Paper Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT), MPRA Paper (2011) View citations (1) (2011)
6. Linkages between Trade and Financial Integration and Output Growth in East Asia
   Asian Economic Journal, 2010, 24, (1), 1-22 View citations (1)
7. The Philippine economy and poverty during the global economic crisis
   Philippine Review of Economics, 2010, 47, (1), 1-37 View citations (5)
   See also Working Paper The Philippine Economy and Poverty During the Global Economic Crisis, UP School of Economics Discussion Papers (2010) View citations (5) (2010)

2009

8. Measuring market risk using extreme value theory
   Philippine Review of Economics, 2009, 46, (2), 91-121 View citations (1)
   See also Working Paper Measuring market risk using extreme value theory, MPRA Paper (2009) View citations (3) (2009)

2008

9. Range-based models in estimating value-at-risk (VaR)
   Philippine Review of Economics, 2008, 45, (2), 87-99 View citations (3)
   See also Working Paper Range-Based Models in Estimating Value-at-Risk (VaR), MPRA Paper (2008) View citations (2) (2008)

2007

10. Robustness procedures in economic growth regression models
    Philippine Review of Economics, 2007, 44, (2), 71-84 View citations (1)
    See also Working Paper Robustness Procedures in Economic Growth Regression Models, MPRA Paper (2007) View citations (1) (2007)

2003

11. A range-based GARCH model for forecasting financial volatility
    Philippine Review of Economics, 2003, 40, (2), 73-90 View citations (2)