Concepedia
Statistics
Publications
21
Citations
1.5K
H-Index
16
Active since
2002
Affiliations
University of California San Diego(Current)
Columbia University
California Institute of Technology
Pennsylvania State University
Federal Reserve Bank of St. Louis
Ivana Komunjer is an author at University of California San Diego specializing in econometrics, economics, and estimation theory.
Publications per year
2002–2017
Estimation and Testing of Forecast Rationality under Flexible Loss
Graham Elliott, Ivana Komunjer, Allan Timmermann · The Review of Economic Studies · 2005 · 342 citations
Business, Business Economics, Economics +15
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
Graham Elliott, Ivana Komunjer, Allan Timmermann · Journal of the European Economic Association · 2008 · 278 citations · Full text
Social Sciences, Economics, Behavioral Economics +13
Dynamic Identification of Dynamic Stochastic General Equilibrium Models
Ivana Komunjer, Serena Ng · Econometrica · 2011 · 186 citations
Engineering, Mathematics, Dynamical Systems +16
Quasi-maximum likelihood estimation for conditional quantiles
Ivana Komunjer · Journal of Econometrics · 2004 · 154 citations
Natural Sciences, Mathematics, Econometrics +13
Asymmetric power distribution: Theory and applications to risk measurement
Ivana Komunjer · Journal of Applied Econometrics · 2007 · 123 citations
Business, Economics, Finance +17
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