Roberto S. Mariano
Names
| first: |
Roberto |
| middle: |
S. |
| last: |
Mariano |
Identifer
Contact
Affiliations
-
Singapore Management University
/ School of Economics (weight: 50%)
-
University of Pennsylvania
/ Department of Economics (weight: 50%)
Research profile
author of:
- Finite-Sample Properties Of Stochastic Predictors In Nonlinear Systems: Some Initial Results (RePEc:ags:uwarer:269232)
by Mariano, Roberto S. - Comparing Predictive Accuracy (RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63)
by Diebold, Francis X & Mariano, Roberto S - Comparing Predictive Accuracy (RePEc:bes:jnlbes:v:20:y:2002:i:1:p:134-44)
by Diebold, Francis X & Mariano, Roberto S - Monetary policy approaches and implementation in Asia: the Philippines and Indonesia (RePEc:bis:bisbpc:31-18)
by Roberto S Mariano Delano & Delano P Villanueva - A Coincident Index, Common Factors, and Monthly Real GDP (RePEc:bla:obuest:v:72:y:2010:i:1:p:27-46)
by Roberto S. Mariano & Yasutomo Murasawa - Prediction of Currency Crises: Case of Turkey (RePEc:bpj:rmeecf:v:2:y:2004:i:2:n:1)
by Mariano Roberto S & Gultekin Bulent N & Ozmucur Suleyman & Shabbir Tayyeb & Alper C. Emre - Simulation-based Inference in Econometrics (RePEc:cup:cbooks:9780521088022)
by None - Simulation-based Inference in Econometrics (RePEc:cup:cbooks:9780521591126)
by None - Predictors in Dynamic Nonlinear Models: Large-Sample Behavior (RePEc:cup:etheor:v:5:y:1989:i:03:p:430-452_01)
by Brown, Bryan W. & Mariano, Roberto S. - Financial Liberalization and Monetary Policy Cooperation in East Asia1 (RePEc:eab:financ:21916)
by Hwee Kwan Chow & Peter N. Kriz & Roberto S. Mariano & Augustine H. H. Tan - Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence (RePEc:eab:financ:22075)
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse - Underpriced Default Spread Exacerbates Market Crashes (RePEc:eab:financ:22458)
by Winston T.H. Koh & Roberto S. Mariano & Andrey Pavlovb & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter - Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence (RePEc:eab:financ:22481)
by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse - Sustainable External Debt Levels : Estimates for Selected Asian Countries (RePEc:eab:macroe:22468)
by Roberto Mariano & Delano Villanueva - Misaligned Incentives and Mortgage Lending in Asia (RePEc:eab:microe:22422)
by Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter - The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators (RePEc:ecm:emetrp:v:40:y:1972:i:4:p:643-52)
by Mariano, Roberto S - Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables (RePEc:ecm:emetrp:v:41:y:1973:i:1:p:67-77)
by Mariano, Roberto S - Approximations to the Distribution Functions of Theil's K-Class Estimators (RePEc:ecm:emetrp:v:41:y:1973:i:4:p:715-21)
by Mariano, Roberto S - Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients (RePEc:ecm:emetrp:v:45:y:1977:i:2:p:487-96)
by Mariano, Roberto S - Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System (RePEc:ecm:emetrp:v:52:y:1984:i:2:p:321-43)
by Brown, Bryan W & Mariano, Roberto S - Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model (RePEc:ecm:feam04:710)
by Yasutomo Murasawa & Roberto S. Mariano - Bank lending and real estate in Asia: market optimism and asset bubbles (RePEc:eee:asieco:v:15:y:2005:i:6:p:1103-1118)
by Koh, Winston T.H. & Mariano, Roberto S. & Pavlov, Andrey & Phang, Sock Yong & Tan, Augustine H.H. & Wachter, Susan M. - Statistical tests for multiple forecast comparison (RePEc:eee:econom:v:169:y:2012:i:1:p:123-130)
by Mariano, Roberto S. & Preve, Daniel - Some large-concentration-parameter asymptotics for the k-class estimators (RePEc:eee:econom:v:3:y:1975:i:2:p:171-177)
by Mariano, Roberto S. - Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations (RePEc:eee:econom:v:83:y:1998:i:1-2:p:263-290)
by Tanizaki, Hisashi & Mariano, Roberto S. - Markov switching GARCH models of currency turmoil in Southeast Asia (RePEc:eee:ememar:v:9:y:2008:i:2:p:104-128)
by Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H.H. - New tests of the life cycle and tax discounting hypotheses (RePEc:eee:moneco:v:15:y:1985:i:2:p:195-215)
by Seater, John J. & Mariano, Roberto S. - Capital Controls, Financial Crises and Cures: Simulations with an Econometric Model for Malaysia (RePEc:elg:eechap:3298_4)
by Lawrence R. Klein & Roberto S. Mariano & Su_leyman …zmucur - Stochastic Prediction in Dynamic Nonlinear Systems (RePEc:eme:ceazzz:s0573-8555(1995)0000226010)
by Roberto S. Mariano & Wesley W. Basel - Markov switching GARCH models of currency turmoil in southeast Asia (RePEc:fip:fedgif:889)
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan - Comparing predictive accuracy I: an asymptotic test (RePEc:fip:fedmem:52)
by Francis X. Diebold & Roberto S. Mariano - Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate (RePEc:fip:fednsr:23)
by Fangxiong Gong & Roberto S. Mariano - Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case (RePEc:ier:iecrev:v:23:y:1982:i:3:p:503-33)
by Mariano, Roberto S - Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System (RePEc:ier:iecrev:v:24:y:1983:i:3:p:523-36)
by Mariano, Roberto S & Brown, Bryan W - Measures of Deterministic Prediction Bias in Nonlinear Models (RePEc:ier:iecrev:v:30:y:1989:i:3:p:667-84)
by Brown, Bryan W & Mariano, Roberto S - A new coincident index of business cycles based on monthly and quarterly series (RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443)
by Roberto S. Mariano & Yasutomo Murasawa - Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration (RePEc:jae:japmet:v:9:y:1994:i:2:p:163-79)
by Tanizaki, Hisashi & Mariano, Roberto S - Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea (RePEc:kap:apfinm:v:4:y:1997:i:2:p:147-169)
by Fangxiong Gong & Roberto Mariano - Misaligned Incentives and Mortgage Lending in Asia (RePEc:luk:wpaper:9099)
by Richard K. Green & Roberto S. Mariano & Andrey D. Pavlov & Susan M. Wachter - External Debt, Adjustment, and Growth (RePEc:nbr:nberch:0380)
by Delano P. Villanueva & Roberto S. Mariano - Misaligned Incentives and Mortgage Lending in Asia (RePEc:nbr:nberch:0416)
by Richard Green & Roberto Mariano & Andrey Pavlov & Susan Wachter - Comment on "Commodity Prices, Commodity Currencies, and Global Economic Developments" (RePEc:nbr:nberch:11858)
by Roberto S. Mariano - Comment on "The Consumption Terms of Trade and Commodity Prices" (RePEc:nbr:nberch:11872)
by Roberto S. Mariano - Comment on "Population Aging and Economic Growth in Asia" (RePEc:nbr:nberch:8149)
by Roberto S. Mariano - Comment on "Demographic Transition, Childless Families and Economic Growth" (RePEc:nbr:nberch:8153)
by Roberto S. Mariano - Comparing Predictive Accuracy (RePEc:nbr:nberte:0169)
by Francis X. Diebold & Roberto S. Mariano - Markov Switching Garch Models of Currency Crises in Southeast Asia (RePEc:pen:papers:03-008)
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan - Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence (RePEc:pen:papers:06-016)
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse - Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences (RePEc:pen:papers:20-029)
by Roberto S. Mariano & Suleyman Ozmucur - Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning (RePEc:pen:papers:20-034)
by Roberto S. Mariano & Suleyman Ozmucur - Fighting COVID-19:Performance of Countries in the First Half of 2020 (RePEc:pen:papers:20-040)
by Roberto S. Mariano & Suleyman Ozmucur - Fighting COVID-19: Patterns in International Data, Expanded (RePEc:pen:papers:21-015)
by Roberto S. Mariano & Suleyman Ozmucur - The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary (RePEc:phd:wpaper:wp_1990-13)
by Mariano, Roberto S. & Constantino, Winnie - On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators (RePEc:phs:dpaper:197007)
by Roberto S. Mariano - Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables (RePEc:phs:dpaper:197009)
by Roberto S. Mariano & Takamitsu Sawa - Approximations to the Distribution Functions of the Ordinary Least Squares and Two-Stage Squares Least Squares Estimators in the Case of Two Included Endogenous Variables (RePEc:phs:dpaper:197010)
by Roberto S. Mariano - Approximations to the Distribution Fuinctions of Theil's K- Class Estimators in the Case of Two Included Endogenous Variables (RePEc:phs:dpaper:197022)
by Roberto S. Mariano - A Macro-Economic Model of the Philippines, 1950-1969 (RePEc:phs:dpaper:197111)
by Jose Encarnacion, Jr. & Roberto S. Mariano & Romeo M. Bautista - On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators (RePEc:phs:dpaper:197921)
by Robert S. Mariano & James B. McDonald & Asher Tisher - Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification (RePEc:phs:dpaper:197923)
by Roberto S. Mariano & John G. Ramage - The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines (RePEc:phs:prejrn:v:40:y:2003:i:1:p:58-72)
by Roberto S. Mariano & Francisco G. Dakila Jr. & Racquel A. Claveria - The NEDA quarterly macroeconomic model: theoretical structure and some empirical results (RePEc:phs:prejrn:v:46:y:2009:i:2:p:240-260)
by Carlos C. Bautista & Roberto S. Mariano & Bayani Victor Bawagan - Potential output and output gap estimation models for the Philippines (RePEc:phs:prejrn:v:55:y:2018:i:1and2:p:161-197)
by Roberto S. Mariano & Suleyman Ozmucur & Veronica B. Bayangos & Faith Christian Q. Cacnio & Marites B. Oliva - Optimal saving and sustainable foreign debt (RePEc:phs:prejrn:v:57:y:2020:i:2:p:170-199)
by Delano S. Villanueva & Roberto S. Mariano - Fighting COVID-19: patterns in international data (RePEc:phs:prejrn:v:57:y:2020:i:2:p:200-223)
by Roberto S. Mariano & Suleyman Ozmucur - Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country (RePEc:pid:journl:v:32:y:1993:i:4:p:523-540)
by Roberto S. Mariano - Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore (RePEc:siu:wpaper:02-2005)
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse - Financial Liberalization and Monetary Policy Cooperation in East Asia (RePEc:siu:wpaper:03-2007)
by Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan - Sustainable External Debt Levels: Estimates for Selected Asian Countries (RePEc:siu:wpaper:07-2005)
by Roberto S. Mariano & Delano Villanueva - Misaligned Incentives and Mortgage Lending in Asia (RePEc:siu:wpaper:07-2009)
by Roberto S. Mariano - Underpriced Default Spread Exacerbates Market Crashes (RePEc:siu:wpaper:12-2006)
by Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter - External Debt, Adjustment, and Growth (RePEc:siu:wpaper:13-2006)
by Roberto S. Mariano & Delano Villanueva - Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model (RePEc:siu:wpaper:22-2004)
by Roberto S. Mariano & Yasutomo Murasawa - Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth) (RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00276-6)
by Roberto S. Mariano & Suleyman Ozmucur - Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system (RePEc:taf:applec:v:39:y:2007:i:1:p:125-134)
by Winston Koh & Roberto Mariano & Yiu Kuen Tse - Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results (RePEc:wrk:warwec:266)
by Mariano, Roberto S - Monetary Policy Cooperation To Support Asian Economic Integration (RePEc:wsi:serxxx:v:55:y:2010:i:01:n:s0217590810003626)
by Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H. H. Tan - Economic Adjustment and Growth:Theory and Practice (RePEc:wsi:wsbook:12903)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo - Econometric Forecasting and High-Frequency Data Analysis (RePEc:wsi:wsbook:6664)
by None - The Basic Neoclassical Growth Model: A Review (RePEc:wsi:wschap:9789811258787_0001)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Testing the Neoclassical Theory of Economic Growth: A Panel Data Approach (RePEc:wsi:wschap:9789811258787_0002)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - A Modified Neoclassical Growth Model with Endogenous Labor Participation (RePEc:wsi:wschap:9789811258787_0003)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Capital and Growth (RePEc:wsi:wschap:9789811258787_0004)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Finance and Endogenous Growth (RePEc:wsi:wschap:9789811258787_0005)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Openness, Human Development, and Fiscal Policies (RePEc:wsi:wschap:9789811258787_0006)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Does Monetary Policy Matter for Long-Run Growth? (RePEc:wsi:wschap:9789811258787_0007)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Outward-Oriented Trade Policies and Economic Growth (RePEc:wsi:wschap:9789811258787_0008)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - External Debt, Adjustment, and Growth (RePEc:wsi:wschap:9789811258787_0009)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Optimal Saving and Sustainable Foreign Debt (RePEc:wsi:wschap:9789811258787_0010)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Economic Adjustment and Growth: A Summing Up (RePEc:wsi:wschap:9789811258787_0011)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - Stabilization Policies and Structural Reforms: The Philippine Case (RePEc:wsi:wschap:9789811258787_0012)
by Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor - High-mixed-frequency forecasting models for GDP and inflation (RePEc:wsi:wschap:9789813220447_0002)
by Roberto S. Mariano & Suleyman Ozmucur