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Elena Ivona Dumitrescu

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This is information that was supplied by Elena Ivona Dumitrescu in registering through RePEc. If you are Elena Ivona Dumitrescu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Elena Ivona
Middle Name:
Last Name: Dumitrescu
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RePEc Short-ID: pdu298

Email: [This author has chosen not to make the email address public]
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Affiliation

EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)
Location: Nanterre, France
Homepage: http://economix.fr/
Email:
Phone:
Fax:
Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)

Works

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Working papers

  1. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to evaluate an Early Warning System ?," Working Papers halshs-00450050, HAL.
  2. Elena Dumitrescu & Rabah Arezki & Andreas Freytag & Marc Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility," IMF Working Papers 12/168, International Monetary Fund.
  3. Christophe Hurlin & Elena Dumitrescu, 2012. "Testing for Granger Non-causality in Heterogeneous Panels," Working Papers halshs-00224434, HAL.
  4. Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.
  5. Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Working Papers halshs-00671658, HAL.
  6. Elena-Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2011. "Testing interval forecasts: a GMM-based approach," Working Papers halshs-00618467, HAL.
  7. Candelon Bertrand & Dumitrescu Elena-Ivona & Hurlin Christophe, 2010. "How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  8. Candelon Bertrand & Dumitrescu Elena-Ivona & Hurlin Christophe, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    RePEc:dgr:umamet:2010046 is not listed on IDEAS
    RePEc:dgr:umamet:2010047 is not listed on IDEAS

Articles

  1. Elena‐Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2013. "Testing Interval Forecasts: A GMM‐Based Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(2), pages 97-110, 03.
  2. Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2012. "Testing for Granger non-causality in heterogeneous panels," Economic Modelling, Elsevier, vol. 29(4), pages 1450-1460.
  3. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," IMF Economic Review, Palgrave Macmillan, vol. 60(1), pages 75-113, April.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2012-08-23
  2. NEP-BAN: Banking (4) 2010-02-13 2010-12-04 2011-10-22 2012-03-08. Author is listed
  3. NEP-CBA: Central Banking (3) 2010-02-13 2010-12-04 2011-10-22. Author is listed
  4. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  5. NEP-ECM: Econometrics (6) 2010-02-13 2010-10-09 2010-12-04 2011-10-01 2011-10-22 2012-03-08. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2011-10-01
  7. NEP-FOR: Forecasting (4) 2010-02-13 2010-10-09 2010-12-04 2011-10-01. Author is listed
  8. NEP-IFN: International Finance (2) 2010-10-09 2011-10-22. Author is listed
  9. NEP-RMG: Risk Management (2) 2010-02-13 2012-03-08. Author is listed

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