Vania Stavrakeva

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #19,840 of 23,481 by trust here, #14,051 by citations
• Finance — 12 citations into it; #9,087 of 10,518 by trust here, #5,728 by citations
• Management Science and Operations Research — 5 citations into it

Whom Vania Stavrakeva trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Todd E. Clark
2. Ken West
3. Barbara Rossi
4. I. Marsh
5. Michael W. McCracken
6. R. Giacomini
7. Tanya Molodtsova
8. David E. Rapach
9. James H. Stock
10. David H. Papell

Who trusts Vania Stavrakeva overall

1. Barbara Rossi

Papers from Vania Stavrakeva's perspective

Ordered by how strongly the researchers Vania Stavrakeva trusts endorse each paper. Same corpus, a different order for every researcher.

1. Asymptotic Inference about Predictive Ability
2. Forecasting Output and Inflation: The Role of Asset Prices
3. Out-of-sample exchange rate predictability with Taylor rule fundamentals
4. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
5. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
6. Evaluating Direct Multistep Forecasts
7. Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
8. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
9. ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Macroeconomic Dynamics)
10. Bootstrap Methods: Another Look at the Jackknife

Their papers

• The Continuing Puzzle of Short Horizon Exchange Rate Forecasting (2008) — 181 citations