Access Statistics for Ivana Komunjer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test For Monotone Comparative Statics 0 0 0 3 0 0 0 42
A test for monotone comparative statics 0 0 0 32 2 2 6 94
Asymmetric Power Distribution: Theory and Applications to Risk Measurement 0 0 2 285 2 5 16 1,621
Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts 0 0 0 48 0 2 4 120
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 2 6 10 369
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 4 4 7 723
Consistent Estimation for Aggregated GARCH 0 0 0 4 0 0 0 32
Correct Specification and Identification of Nonparametric Transformation Models 0 0 0 7 5 5 6 65
Efficientt Conditional Quantile Estimation: The Time Series Case 0 0 0 10 0 0 1 47
Estimating Loss Function Parameters 1 1 1 281 2 8 12 1,232
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 0 2 71
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 15 18 21 1,020
Existence and Uniqueness of Semiparametric Projections 0 0 0 12 1 1 3 33
Global Identification In Nonlinear Semiparametric Models 0 0 0 0 4 4 4 29
Global Identification In Nonlinear Semiparametric Models 0 0 0 5 3 3 6 40
Global Identification of the Semiparametric Box-Cox Model 0 0 0 4 1 1 1 30
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 3 4 6 106
Multivariate Forecast Evaluation And Rationality Testing 0 0 0 13 0 0 1 68
Multivariate forecast evaluation and rationality testing 0 0 0 120 16 20 25 313
Nonparametric Identification and Estimation of Transformation Models 0 0 1 263 3 4 6 580
Quasi-Maximum Likelihood Estimation for Conditional Quantiles 0 0 0 283 3 5 5 651
Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach 0 0 0 9 4 4 5 57
Testing Models w/ multiple equilibria by quantile methods 0 0 0 122 1 2 3 289
Testing Models with Multiple Equilibria by Quantile Methods 0 0 0 0 4 6 9 353
The Alpha-Quantile Distribution Function and its Applications to Financial Modeling 0 0 0 0 3 4 5 1,020
What Good Do Countries Trade? New Ricardian Predictions 0 0 0 6 0 0 2 93
What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas 0 1 2 239 2 7 18 777
What Goods Do Countries Trade? New Ricardian Predictions 0 0 0 139 1 2 4 652
What Goods Do Countries Trade? New Ricardian Predictions 0 0 1 10 2 4 8 75
Total Working Papers 1 2 7 2,727 83 121 196 10,602

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric power distribution: Theory and applications to risk measurement 0 0 1 178 2 3 7 1,130
Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts 0 0 0 9 2 3 7 40
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 3 160 2 2 13 480
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 1 1 103 15 17 21 361
EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS 0 0 1 6 0 2 4 45
Efficient estimation in dynamic conditional quantile models 0 0 3 48 1 3 10 185
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 2 163 0 7 15 415
Evaluation and Combination of Conditional Quantile Forecasts 1 1 2 137 2 12 19 351
GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS 0 0 0 94 5 6 7 189
Global identification of the semiparametric Box-Cox model 0 0 0 19 2 2 4 68
Learning from a Piece of Pie 0 0 0 40 2 7 14 192
Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models 0 0 2 16 1 3 6 69
MEASUREMENT ERRORS IN DYNAMIC MODELS 0 0 0 17 0 0 1 63
Multivariate Forecast Evaluation and Rationality Testing 0 0 2 67 2 6 14 224
Nonparametric identification and estimation of transformation models 0 0 2 68 0 5 16 242
Quasi-maximum likelihood estimation for conditional quantiles 0 1 1 110 2 8 10 261
SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES 0 0 0 26 2 2 3 73
Semi-parametric estimation of non-separable models: a minimum distance from independence approach 0 0 0 21 2 3 3 137
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 0 16 2 6 10 155
Testing Models With Multiple Equilibria by Quantile Methods 0 0 0 43 0 4 6 171
What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas 0 3 7 193 1 9 33 900
Total Journal Articles 1 6 27 1,534 45 110 223 5,751

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for Monotone Comparative Statics 0 0 0 0 3 3 4 4
Quantile Prediction 0 0 6 177 12 14 32 420
Total Chapters 0 0 6 177 15 17 36 424

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09