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Information about:
Ivana Komunjer

Personal Details | Affiliation | Works
This is information that was supplied by Ivana Komunjer in registering through RePEc. If you are Ivana Komunjer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ivana
Middle Name:
Last Name: Komunjer
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RePEc Short-ID: pko295

Email: [This author has chosen not to make the email address public]
Homepage: http://econ.ucsd.edu/komunjer
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ivana Komunjer, 2008. "Global Identification of the Semiparametric Box-Cox Model," University of California at San Diego, Economics Working Paper Series 2008-07, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  2. Ivana Komunjer, 2007. "Global Identification In Nonlinear Semiparametric Models," University of California at San Diego, Economics Working Paper Series 2007-06, Department of Economics, UC San Diego. [Downloadable!]
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  3. Ivana Komunjer & Federico Echenique, 2007. "A Test For Monotone Comparative Statics," University of California at San Diego, Economics Working Paper Series 2007-07, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:

  4. Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis. [Downloadable!]
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  5. Ivana Komunjer & Quang Vuong, 2006. "Efficientt Conditional Quantile Estimation: The Time Series Case," University of California at San Diego, Economics Working Paper Series 2006-10, Department of Economics, UC San Diego. [Downloadable!]

  6. Arnaud Costinot & Ivana Komunjer, 2006. "What Goods Do Countries Trade? New Ricardian Predictions," University of California at San Diego, Economics Working Paper Series 2006-09, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:

  7. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    Other versions:
    Published as:

  8. Echenique, Federico & Komunjer, Ivana, 2005. "Testing Models w/ multiple equilibria by quantile methods," Working Papers 1244, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  9. Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society. [Downloadable!]
    Published as:

  10. Ivana Komunjer & Federico Echenique, 2004. "Testing Models with Multiple Equilibria by Quantile Methods," Econometric Society 2004 North American Summer Meetings 447, Econometric Society.
    Published as:

  11. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics. [Downloadable!]
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    Published as:

  12. Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  13. Ivana Komunjer, 2002. "The Alpha-Quantile Distribution Function and its Applications to Financial Modeling," Computing in Economics and Finance 2002 288, Society for Computational Economics.

  14. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Published as:

  15. Ivana Komunjer, 2001. "Consistent Estimation for Aggregated GARCH Processes," University of California at San Diego, Economics Working Paper Series 2001-08, Department of Economics, UC San Diego. [Downloadable!]

Articles

  1. Federico Echenique & Ivana Komunjer, 2009. "Testing Models With Multiple Equilibria by Quantile Methods," Econometrica, Econometric Society, vol. 77(4), pages 1281-1297, 07. [Downloadable!] (restricted)
    Other versions:

  2. Komunjer, Ivana, 2009. "Global identification of the semiparametric Box-Cox model," Economics Letters, Elsevier, vol. 104(2), pages 53-56, August. [Downloadable!] (restricted)
    Other versions:

  3. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, 03. [Downloadable!] (restricted)
    Other versions:

  4. Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921. [Downloadable!]
    Other versions:

  5. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September. [Downloadable!] (restricted)
    Other versions:

  6. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October. [Downloadable!] (restricted)
    Other versions:

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (11) 2003-07-16 2004-09-05 2005-12-20 2007-01-13 2007-09-24 2007-10-20 2007-11-10 2008-03-01 2008-03-01 2008-10-07 2008-10-07 Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2003-07-13 2004-10-30 2007-01-13 2007-11-10 2008-03-01 Author is listed
  3. NEP-FIN: Finance (1) 2004-09-05
  4. NEP-FOR: Forecasting (2) 2007-11-10 2008-03-01
  5. NEP-INT: International Trade (3) 2007-01-13 2007-01-13 2008-01-05
  6. NEP-MAC: Macroeconomics (1) 2004-10-30
  7. NEP-ORE: Operations Research (3) 2008-03-01 2008-03-01 2008-10-07
  8. NEP-RMG: Risk Management (1) 2004-10-30
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This page was last updated on 2009-11-19.

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