Следене
Ruben Albeiro Loaiza-Maya
Ruben Albeiro Loaiza-Maya
Monash University, Department of Econometrics and Business Statistics.
Потвърден имейл адрес: monash.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
Latin American exchange rate dependencies: A regular vine copula approach
RA Loaiza Maya, JE Gomez‐Gonzalez, LF Melo Velandia
Contemporary Economic Policy 33 (3), 535-549, 2015
602015
Advertising effectiveness for multiple retailer-brands in a multimedia and multichannel environment
PJ Danaher, TS Danaher, MS Smith, R Loaiza-Maya
Journal of Marketing Research 57 (3), 445-467, 2020
592020
Exchange rate contagion in Latin America
RA Loaiza-Maya, JE Gómez-González, LF Melo-Velandia
Research in International Business and Finance 34, 355-367, 2015
412015
Time series copulas for heteroskedastic data
RA Loaiza-Maya, MS Smith, W Maneesoonthorn
Journal of Applied Econometrics 33 (3), 332-354, 2018
402018
Fast and accurate variational inference for models with many latent variables
R Loaiza-Maya, MS Smith, DJ Nott, PJ Danaher
Journal of Econometrics 230 (2), 339-362, 2022
392022
High-dimensional copula variational approximation through transformation
MS Smith, R Loaiza-Maya, DJ Nott
Journal of Computational and Graphical Statistics 29 (4), 729-743, 2020
352020
Focused Bayesian prediction
R Loaiza‐Maya, GM Martin, DT Frazier
Journal of Applied Econometrics 36 (5), 517-543, 2021
342021
Loss-based variational Bayes prediction
DT Frazier, R Loaiza-Maya, GM Martin, B Koo
Journal of Computational and Graphical Statistics, 1-31, 2024
192024
Optimal probabilistic forecasts: When do they work?
GM Martin, R Loaiza-Maya, W Maneesoonthorn, DT Frazier, ...
International Journal of Forecasting 38 (1), 384-406, 2022
172022
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
R Loaiza-Maya, MS Smith
Journal of Business & Economic Statistics 38 (2), 470-486, 2020
172020
Variational Bayes estimation of discrete-margined copula models with application to time series
R Loaiza-Maya, MS Smith
Journal of Computational and Graphical Statistics 28 (3), 523-539, 2019
152019
Variational Bayes in state space models: Inferential and predictive accuracy
DT Frazier, R Loaiza-Maya, GM Martin
Journal of Computational and Graphical Statistics 32 (3), 793-804, 2023
13*2023
Implicit copula variational inference
MS Smith, R Loaiza-Maya
Journal of Computational and Graphical Statistics 32 (3), 769-781, 2023
102023
Fast variational Bayes methods for multinomial probit models
R Loaiza-Maya, D Nibbering
Journal of Business & Economic Statistics 41 (4), 1352-1363, 2023
9*2023
Scalable Bayesian estimation in the multinomial probit model
R Loaiza-Maya, D Nibbering
Journal of Business and Economic Statistics, 2021
92021
Robust approximate Bayesian computation: An adjustment approach
DT Frazier, C Drovandi, R Loaiza-Maya
arXiv preprint arXiv:2008.04099, 2020
92020
Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates
LF Melo, RA Loaiza, M Villamizar-Villegas
Economic Systems 40 (3), 387-397, 2016
9*2016
Bayesian forecasting in economics and finance: a modern review
GM Martin, DT Frazier, W Maneesoonthorn, R Loaiza-Maya, F Huber, ...
International Journal of Forecasting, 2023
32023
Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico
J Galvis, J Bedoya, R Loaiza
Lecturas de Economía, 107-141, 2011
32011
ABC-based Forecasting in State Space Models
C Weerasinghe, R Loaiza-Maya, GM Martin, DT Frazier
arXiv preprint arXiv:2311.01021, 2023
12023
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Статии 1–20