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Dennis Sioson Mapa

Personal Details

First Name:Dennis
Middle Name:Sioson
Last Name:Mapa
Suffix:
RePEc Short-ID:pma653
Terminal Degree:2008 School of Economics; University of the Philippines at Diliman (from RePEc Genealogy)

Affiliation

(50%) School of Statistics University of the Philippines Diliman (School of Statistics University of the Philippines Diliman)

http://www.stat.upd.edu.ph/
Quezon City, 1101 Philippines

(50%) School of Economics
University of the Philippines at Diliman

Quezon City, Philippines
http://www.econ.upd.edu.ph/

: 927-9686

Diliman, Quezon City 1101
RePEc:edi:seupdph (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Majah-Leah V. Ravago & Dennis S. Mapa, 2017. "Awards and Rewards: Evidence from an Evaluation of the Metrobank's Search for Outstanding Teachers," UP School of Economics Discussion Papers 201705, University of the Philippines School of Economics.
  2. Mapa, Dennis S. & Castillo, Kristelle & Francisco, Krizia, 2015. "Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor," MPRA Paper 61990, University Library of Munich, Germany.
  3. Majah-Leah V. Ravago & Dennis S. Mapa, 2015. "Household Coping and Recovery from Nature’s Wrath: Rising from the Ruins of Yolanda," UP School of Economics Discussion Papers 201516, University of the Philippines School of Economics.
  4. Franco, Ray John Gabriel & Mapa, Dennis S., 2014. "The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach," MPRA Paper 55858, University Library of Munich, Germany.
  5. Orpia, Cherie & Mapa, Dennis S. & Orpia, Julius, 2014. "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 54448, University Library of Munich, Germany.
  6. Albis, Manuel Leonard F. & Mapa, Dennis S., 2014. "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper 55902, University Library of Munich, Germany.
  7. Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C., 2014. "Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model," MPRA Paper 55861, University Library of Munich, Germany.
  8. Mapa, Dennis S. & Simbulan, Maria Christina, 2014. "Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM)," MPRA Paper 54478, University Library of Munich, Germany.
  9. Sombilla, Mercedita & Mapa, Dennis & Piza, Sharon, 2013. "Overcoming Critical Constraints to Sustaining Productivity Growth in Key Commodities of Asia and the Pacific," ADB Economics Working Paper Series 376, Asian Development Bank.
  10. Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.
  11. Mapa, Dennis & Albis, Manuel Leonard & Comandante, Dorcas Mae & Cura, Josephine & Ladao, Ma. Maureen, 2013. "Spatial Analysis of Income Growth in the Philippines: Evidence from Intra-Country Data (1988 to 2009)," MPRA Paper 48300, University Library of Munich, Germany.
  12. Cayton, Peter Julian A. & Mapa, Dennis S., 2012. "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper 36206, University Library of Munich, Germany.
  13. Mapa, Dennis S. & Lucagbo, Michael & Balisacan, Arsenio M. & Corpuz, Jose Rowell T. & Ignacio, Czarina Lei S., 2012. "Is Income Growth Enough to Reduce Total Fertility Rate in the Philippines? Empirical Evidence from Regional Panel Data," MPRA Paper 40750, University Library of Munich, Germany.
  14. Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012. "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper 40791, University Library of Munich, Germany.
  15. Fuwa, Nobuhiko & Balisacan, Arsenio M. & Mapa, Dennis & Abad Santos, Carlos & Piza, Sharon Faye, 2012. "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 126456, International Association of Agricultural Economists.
  16. Mapa, Dennis S. & Albis, Manuel Leonard F. & Lucagbo, Michael, 2012. "The Link between Extreme Poverty and Young Dependents in the Philippines:Evidence from Household Surveys," MPRA Paper 40895, University Library of Munich, Germany.
  17. Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011. "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper 28266, University Library of Munich, Germany.
  18. Mapa, Dennis S. & Bersales, Lisa Grace S. & Albis, Manuel Leonard F. & Daquis, John Carlo P., 2011. "Determinants of Poverty in Elderly-Headed Households in the Philippines," MPRA Paper 28557, University Library of Munich, Germany.
  19. Mapa, Dennis S. & Sandoval, Monica Flerida B, 2011. "The Economic Transition and Growth of Philippine Regions," MPRA Paper 28267, University Library of Munich, Germany.
  20. Mapa, Dennis S. & Han, Fatima C. & Estrada, Kristine Claire O., 2010. "Hunger Incidence in the Philippines: Facts, Determinants and Challenges," MPRA Paper 23670, University Library of Munich, Germany.
  21. Arsenio M. Balisacan & Sharon Piza & Dennis Mapa & Carlos Abad Santos & Donna Odra, 2010. "The Philippine Economy and Poverty During the Global Economic Crisis," UP School of Economics Discussion Papers 201008, University of the Philippines School of Economics.
  22. Mapa, Dennis S. & Balisacan, Arsenio M. & Corpuz, Jose Rowell T., 2010. "Population Management should be mainstreamed in the Philippine Development Agenda," MPRA Paper 23745, University Library of Munich, Germany.
  23. Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
  24. Mapa, Dennis S. & Suaiso, Oliver Q., 2009. "Measuring market risk using extreme value theory," MPRA Paper 21246, University Library of Munich, Germany.
  25. Mapa, Dennis S. & Balisacan, Arsenio & Briones, Kristine Joy S. & Albis, Manuel Leonard F., 2009. "What really matters for income growth in the Philippines: Empirical evidence from provincial data," MPRA Paper 19449, University Library of Munich, Germany.
  26. Mapa, Dennis S & Sandoval, Monica Flerida B & Yap, David Joseph Emmanuel B, 2009. "Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter," MPRA Paper 20681, University Library of Munich, Germany.
  27. Mapa, Dennis & Beronilla, Nikkin, 2008. "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper 21223, University Library of Munich, Germany.
  28. Mapa, Dennis S & Bersales, Lisa Grace S, 2008. "Population Dynamics and Household Saving: Evidence from the Philippines," MPRA Paper 21245, University Library of Munich, Germany.
  29. Balisacan, Arsenio M. & Mapa, Dennis S. & Briones, Kristine Joy S., 2007. "Robust Determinants of Income Growth in the Philippines," Philippine Journal of Development PJD 2006 Vol. XXXIII Nos., Philippine Institute for Development Studies.
  30. Mapa, Dennis S. & Briones, Kristine Joy S., 2007. "Robustness Procedures in Economic Growth Regression Models," MPRA Paper 21460, University Library of Munich, Germany.
  31. Mapa, Dennis S. & Briones, Kristine Joy S., 2006. "Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region," MPRA Paper 21247, University Library of Munich, Germany.
  32. Mapa, Dennis S., 2004. "A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough," MPRA Paper 21028, University Library of Munich, Germany.
  33. Mapa, Dennis S., 2003. "A Range-Based GARCH Model for Forecasting Volatility," MPRA Paper 21323, University Library of Munich, Germany.
  34. Majah-Leah V. Ravago & Dennis S. Mapa, . "Eastern Visayas after Yolanda: Evidence from Household Survey," PCED Policy Notes, Philippine Center for Economic Development.

Articles

  1. Peter Julian Cayton & Dennis Mapa, 2015. "Time-varying conditional Johnson Su density in Value-at-Risk methodology," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 51(1), pages 23-44, June.
  2. Dennis S. Mapa & Michael Daniel Lucagbo & Heavenly Joy Garcia, 2012. "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, vol. 49(2), pages 51-74, December.
  3. Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010. "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, vol. 47(2), pages 21-40, December.
  4. Maria Socorro Gochoco-Bautista & Dennis S. Mapa, 2010. "Linkages between Trade and Financial Integration and Output Growth in East Asia," Asian Economic Journal, East Asian Economic Association, vol. 24(1), pages 1-22, March.
  5. Arsenio Balisacan & Sharon Piza & Dennis Mapa & Carlos Abad Santos & Donna Odra, 2010. "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, vol. 47(1), pages 1-37, June.
  6. Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009. "Measuring market risk using extreme value theory," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 46(2), pages 91-121, December.
  7. Nikkin L. Beronilla & Dennis S. Mapa, 2008. "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
  8. Dennis S. Mapa & Kristine Joy S. Briones, 2007. "Robustness procedures in economic growth regression models," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 44(2), pages 71-84, December.
  9. Dennis S. Mapa, 2003. "A range-based GARCH model for forecasting financial volatility," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 40(2), pages 73-90, December.
    RePEc:srs:jaes12:1:v:4:y:2013:i:2:p:137-152 is not listed on IDEAS
    RePEc:srs:tpref1:2:v:4:y:2013:i:2:p:137-152 is not listed on IDEAS
    RePEc:srs:jasf12:6:v:1:y:2010:i:2:p:152-170 is not listed on IDEAS
    RePEc:srs:jemt12:4:v:5:y:2014:i:1:p:52-62 is not listed on IDEAS
    RePEc:srs:tpref1:1:v:5:y:2014:i:2:p:117-141 is not listed on IDEAS
    RePEc:srs:jaes12:1:v:4:y:2013:i:2:p:117-141 is not listed on IDEAS
    RePEc:srs:tpref1:1:v:6:y:2015:i:1:p:5-20 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.

    Cited by:

    1. Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe, 2015. "A Comparative Study of Stock Price Forecasting using nonlinear models," Proceedings of International Academic Conferences 2704207, International Institute of Social and Economic Sciences.

  2. Cayton, Peter Julian A. & Mapa, Dennis S., 2012. "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper 36206, University Library of Munich, Germany.

    Cited by:

    1. Domino, Krzysztof & Błachowicz, Tomasz, 2014. "The use of copula functions for modeling the risk of investment in shares traded on the Warsaw Stock Exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 77-85.
    2. Domino, Krzysztof & Błachowicz, Tomasz & Ciupak, Maurycy, 2014. "The use of copula functions for predictive analysis of correlations between extreme storm tides," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 489-497.
    3. Domino, Krzysztof & Błachowicz, Tomasz, 2015. "The use of copula functions for modeling the risk of investment in shares traded on world stock exchanges," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 142-151.

  3. Mapa, Dennis S. & Lucagbo, Michael & Balisacan, Arsenio M. & Corpuz, Jose Rowell T. & Ignacio, Czarina Lei S., 2012. "Is Income Growth Enough to Reduce Total Fertility Rate in the Philippines? Empirical Evidence from Regional Panel Data," MPRA Paper 40750, University Library of Munich, Germany.

    Cited by:

    1. Mapa, Dennis S. & Balisacan, Arsenio M. & Corpuz, Jose Rowell T., 2010. "Population Management should be mainstreamed in the Philippine Development Agenda," MPRA Paper 23745, University Library of Munich, Germany.

  4. Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012. "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper 40791, University Library of Munich, Germany.

    Cited by:

    1. Abrigo, Michael R.M., 2016. "Who Weans with Commodity Price Shocks? Rice Prices and Breastfeeding in the Philippines," Discussion Papers DP 2016-28, Philippine Institute for Development Studies.

  5. Mapa, Dennis S. & Han, Fatima C. & Estrada, Kristine Claire O., 2010. "Hunger Incidence in the Philippines: Facts, Determinants and Challenges," MPRA Paper 23670, University Library of Munich, Germany.

    Cited by:

    1. Arsenio Balisacan, 2010. "MDGs in the Philippines: setting the poverty scores right and achieving the targets," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(2), pages 1-20, December.

  6. Arsenio M. Balisacan & Sharon Piza & Dennis Mapa & Carlos Abad Santos & Donna Odra, 2010. "The Philippine Economy and Poverty During the Global Economic Crisis," UP School of Economics Discussion Papers 201008, University of the Philippines School of Economics.

    Cited by:

    1. Mapa, Dennis S. & Albis, Manuel Leonard F. & Lucagbo, Michael, 2012. "The Link between Extreme Poverty and Young Dependents in the Philippines:Evidence from Household Surveys," MPRA Paper 40895, University Library of Munich, Germany.
    2. Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012. "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper 40791, University Library of Munich, Germany.
    3. Sisira Jayasuriya & Purushottam Mudbhary & Sumiter Broca, 2013. "Food Security in Asia: Recent Experiences, Issues and Challenges," Economic Papers, The Economic Society of Australia, vol. 32(3), pages 275-288, September.
    4. Arturo Martinez Jr. & Mark Western & Michele Haynes & Wojtek Tomaszewski, 2014. "Is there income mobility in the Philippines?," Asian-Pacific Economic Literature, Asia Pacific School of Economics and Government, The Australian National University, vol. 28(1), pages 96-115, May.

  7. Mapa, Dennis S. & Balisacan, Arsenio M. & Corpuz, Jose Rowell T., 2010. "Population Management should be mainstreamed in the Philippine Development Agenda," MPRA Paper 23745, University Library of Munich, Germany.

    Cited by:

    1. Mapa, Dennis S. & Bersales, Lisa Grace S. & Albis, Manuel Leonard F. & Daquis, John Carlo P., 2011. "Determinants of Poverty in Elderly-Headed Households in the Philippines," MPRA Paper 28557, University Library of Munich, Germany.

  8. Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.

    Cited by:

    1. Cayton, Peter Julian A. & Mapa, Dennis S., 2012. "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper 36206, University Library of Munich, Germany.
    2. Mudakkar, Syeda Rabab & Uppal, Jamshed Y. & Zaman, Khalid & Naseem, Imran & Shah, Ghias Ud Din, 2013. "Foreign exchange risk in a managed float regime: A case study of Pakistani rupee," Economic Modelling, Elsevier, vol. 35(C), pages 409-417.

  9. Mapa, Dennis S. & Suaiso, Oliver Q., 2009. "Measuring market risk using extreme value theory," MPRA Paper 21246, University Library of Munich, Germany.

    Cited by:

    1. Cayton, Peter Julian A. & Mapa, Dennis S., 2012. "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper 36206, University Library of Munich, Germany.
    2. Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010. "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, vol. 47(2), pages 21-40, December.
    3. Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.

  10. Mapa, Dennis S. & Balisacan, Arsenio & Briones, Kristine Joy S. & Albis, Manuel Leonard F., 2009. "What really matters for income growth in the Philippines: Empirical evidence from provincial data," MPRA Paper 19449, University Library of Munich, Germany.

    Cited by:

    1. Takahiro Akita & Mark Saliganan Pagulayan, 2014. "Structural Changes And Interregional Income Inequality In The Philippines, 1975–2009," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 26(2), pages 135-154, July.
    2. Valenzuela, Maria Rebecca & Wong, Wing-Keung & Zhen, Zhu Zhen, 2017. "Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records," ADBI Working Papers 662, Asian Development Bank Institute.

  11. Mapa, Dennis S & Sandoval, Monica Flerida B & Yap, David Joseph Emmanuel B, 2009. "Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter," MPRA Paper 20681, University Library of Munich, Germany.

    Cited by:

    1. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
    2. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.

  12. Mapa, Dennis & Beronilla, Nikkin, 2008. "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper 21223, University Library of Munich, Germany.

    Cited by:

    1. Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010. "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, vol. 47(2), pages 21-40, December.
    2. Dilip Kumar, 2016. "Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator," Proceedings of Economics and Finance Conferences 3205528, International Institute of Social and Economic Sciences.

  13. Mapa, Dennis S & Bersales, Lisa Grace S, 2008. "Population Dynamics and Household Saving: Evidence from the Philippines," MPRA Paper 21245, University Library of Munich, Germany.

    Cited by:

    1. Mapa, Dennis S. & Bersales, Lisa Grace S. & Albis, Manuel Leonard F. & Daquis, John Carlo P., 2011. "Determinants of Poverty in Elderly-Headed Households in the Philippines," MPRA Paper 28557, University Library of Munich, Germany.

  14. Balisacan, Arsenio M. & Mapa, Dennis S. & Briones, Kristine Joy S., 2007. "Robust Determinants of Income Growth in the Philippines," Philippine Journal of Development PJD 2006 Vol. XXXIII Nos., Philippine Institute for Development Studies.

    Cited by:

    1. Takahiro Akita & Mark Saliganan Pagulayan, 2014. "Structural Changes And Interregional Income Inequality In The Philippines, 1975–2009," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 26(2), pages 135-154, July.
    2. Mapa, Dennis S. & Albis, Manuel Leonard F. & Lucagbo, Michael, 2012. "The Link between Extreme Poverty and Young Dependents in the Philippines:Evidence from Household Surveys," MPRA Paper 40895, University Library of Munich, Germany.
    3. Mapa, Dennis S & Bersales, Lisa Grace S, 2008. "Population Dynamics and Household Saving: Evidence from the Philippines," MPRA Paper 21245, University Library of Munich, Germany.
    4. Salas, J.M. Ian S. & Abrigo, Michael Ralph M. & Racelis, Rachel H., 2012. "Implications of Projected Philippine Population Growth, Age Structure Change, and Aging: Using National Transfer Accounts Results," Discussion Papers DP 2012-30, Philippine Institute for Development Studies.
    5. Mapa, Dennis S. & Bersales, Lisa Grace S. & Albis, Manuel Leonard F. & Daquis, John Carlo P., 2011. "Determinants of Poverty in Elderly-Headed Households in the Philippines," MPRA Paper 28557, University Library of Munich, Germany.
    6. Mapa, Dennis S. & Sandoval, Monica Flerida B, 2011. "The Economic Transition and Growth of Philippine Regions," MPRA Paper 28267, University Library of Munich, Germany.
    7. Øystein Kravdal & Ivy Kodzi, 2011. "Children's stunting in sub-Saharan Africa: Is there an externality effect of high fertility?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(18), pages 565-594, September.
    8. Miral, Romulo Jr. E.M., 2017. "Federalism: Prospects for the Philippines," Discussion Papers DP 2017-29, Philippine Institute for Development Studies.
    9. Mapa, Dennis & Albis, Manuel Leonard & Comandante, Dorcas Mae & Cura, Josephine & Ladao, Ma. Maureen, 2013. "Spatial Analysis of Income Growth in the Philippines: Evidence from Intra-Country Data (1988 to 2009)," MPRA Paper 48300, University Library of Munich, Germany.
    10. Mapa, Dennis S. & Balisacan, Arsenio & Briones, Kristine Joy S. & Albis, Manuel Leonard F., 2009. "What really matters for income growth in the Philippines: Empirical evidence from provincial data," MPRA Paper 19449, University Library of Munich, Germany.

  15. Mapa, Dennis S. & Briones, Kristine Joy S., 2007. "Robustness Procedures in Economic Growth Regression Models," MPRA Paper 21460, University Library of Munich, Germany.

    Cited by:

    1. Mapa, Dennis S. & Balisacan, Arsenio & Briones, Kristine Joy S. & Albis, Manuel Leonard F., 2009. "What really matters for income growth in the Philippines: Empirical evidence from provincial data," MPRA Paper 19449, University Library of Munich, Germany.

  16. Mapa, Dennis S., 2004. "A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough," MPRA Paper 21028, University Library of Munich, Germany.

    Cited by:

    1. Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.

  17. Mapa, Dennis S., 2003. "A Range-Based GARCH Model for Forecasting Volatility," MPRA Paper 21323, University Library of Munich, Germany.

    Cited by:

    1. Tomasz Skoczylas, 2014. "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers 2014-06, Faculty of Economic Sciences, University of Warsaw.
    2. Nikkin L. Beronilla & Dennis S. Mapa, 2008. "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
    3. Tomasz Skoczylas, 2013. "Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.

  18. Majah-Leah V. Ravago & Dennis S. Mapa, . "Eastern Visayas after Yolanda: Evidence from Household Survey," PCED Policy Notes, Philippine Center for Economic Development.

    Cited by:

    1. Rio Yonson & Ilan Noy, 2018. "Measurement of Economic Welfare Risk and Resilience of the Philippine Regions," CESifo Working Paper Series 6953, CESifo Group Munich.

Articles

  1. Dennis S. Mapa & Michael Daniel Lucagbo & Heavenly Joy Garcia, 2012. "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, vol. 49(2), pages 51-74, December.
    See citations under working paper version above.
  2. Arsenio Balisacan & Sharon Piza & Dennis Mapa & Carlos Abad Santos & Donna Odra, 2010. "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, vol. 47(1), pages 1-37, June.
    See citations under working paper version above.
  3. Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009. "Measuring market risk using extreme value theory," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 46(2), pages 91-121, December.
    See citations under working paper version above.
  4. Nikkin L. Beronilla & Dennis S. Mapa, 2008. "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
    See citations under working paper version above.
  5. Dennis S. Mapa & Kristine Joy S. Briones, 2007. "Robustness procedures in economic growth regression models," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 44(2), pages 71-84, December.
    See citations under working paper version above.
  6. Dennis S. Mapa, 2003. "A range-based GARCH model for forecasting financial volatility," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 40(2), pages 73-90, December.

    Cited by:

    1. Nikkin L. Beronilla & Dennis S. Mapa, 2008. "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
    2. Tomasz Skoczylas, 2013. "Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-SEA: South East Asia (11) 2010-07-17 2010-10-23 2012-07-23 2012-08-23 2013-10-02 2013-11-16 2014-03-22 2014-03-22 2015-02-22 2015-12-01 2017-09-17. Author is listed
  2. NEP-FOR: Forecasting (7) 2012-02-20 2013-10-02 2014-03-22 2014-03-22 2014-05-17 2014-05-17 2014-05-17. Author is listed
  3. NEP-MAC: Macroeconomics (5) 2011-01-30 2013-10-02 2014-03-22 2014-05-17 2014-05-17. Author is listed
  4. NEP-AGR: Agricultural Economics (4) 2010-07-17 2012-07-23 2012-09-03 2013-11-16
  5. NEP-DEV: Development (4) 2010-01-16 2010-10-23 2011-02-12 2012-09-03
  6. NEP-RMG: Risk Management (4) 2010-03-28 2010-10-23 2011-01-30 2012-02-20
  7. NEP-ECM: Econometrics (3) 2010-10-23 2012-02-20 2014-05-17
  8. NEP-BAN: Banking (2) 2010-03-28 2010-10-23
  9. NEP-CBA: Central Banking (2) 2011-01-30 2013-10-02
  10. NEP-DEM: Demographic Economics (2) 2012-08-23 2012-09-03
  11. NEP-ETS: Econometric Time Series (2) 2014-05-17 2014-05-17
  12. NEP-GEO: Economic Geography (2) 2011-01-30 2013-07-20
  13. NEP-MON: Monetary Economics (2) 2011-01-30 2013-10-02
  14. NEP-ORE: Operations Research (2) 2012-02-20 2013-10-02
  15. NEP-URE: Urban & Real Estate Economics (2) 2012-07-23 2013-07-20
  16. NEP-AGE: Economics of Ageing (1) 2011-02-12
  17. NEP-BEC: Business Economics (1) 2010-03-28
  18. NEP-CMP: Computational Economics (1) 2011-01-30
  19. NEP-CWA: Central & Western Asia (1) 2013-11-16
  20. NEP-EFF: Efficiency & Productivity (1) 2013-11-16
  21. NEP-ENE: Energy Economics (1) 2014-03-22
  22. NEP-FDG: Financial Development & Growth (1) 2013-07-20
  23. NEP-PBE: Public Economics (1) 2013-07-20
  24. NEP-TRE: Transport Economics (1) 2012-07-23

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