Roberto S. Mariano
Names
first:  Roberto 
middle:  S. 
last:  Mariano 
Contact
email: 
Affiliations

University of Pennsylvania
→ Department of Economics (weight: 50%)
 website
 location: Philadelphia, Pennsylvania (United States)

Singapore Management University
→ School of Economics (weight: 50%)
 website
 location: Singapore, Singapore
Research profile
author of:

Comparing predictive accuracy I: an asymptotic test
by Francis X. Diebold & Roberto S. Mariano 
Testing under nonstandard conditions in frequency domain: with applications to Markov regimeswitching models of exchange rates and federal funds rate
by Fangxiong Gong & Roberto S. Mariano 
Comparing Predictive Accuracy
by Francis X. Diebold & Robert S. Mariano 
Comparing Predictive Accuracy.
by Diebold, Francis X. & Mariano, Roberto S. 
Comparing Predictive Accuracy.
by Diebold, Francis X. & Mariano, Roberto S. 
The Existence of Moments of the Ordinary Least Squares and TwoStage Least Squares Estimators.
by Mariano, Roberto S. 
Approximations to the Distribution Functions of the Ordinary LeastSquares and TwoStage LeastSquares Estimators in the Case of Two Included Endogenous Variables.
by Mariano, Roberto S. 
Approximations to the Distribution Functions of Theil's KClass Estimators.
by Mariano, Roberto S. 
Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients.
by Mariano, Roberto S. 
ResidualBased Procedures for Prediction and Estimation in a Nonlinear Simultaneous System.
by Brown, Bryan W. & Mariano, Roberto S. 
Analytical SmallSample Distribution Theory in Econometrics: The SimultaneousEquations Case.
by Mariano, Roberto S. 
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System.
by Mariano, Roberto S. & Brown, Bryan W. 
Measures of Deterministic Prediction Bias in Nonlinear Models.
by Brown, Bryan W. & Mariano, Roberto S. 
Prediction, Filtering and Smoothing in Nonlinear and Nonnormal Cases Using Monte Carlo Integration.
by Tanizaki, Hisashi & Mariano, Roberto S. 
Nonlinear and nonGaussian statespace modeling with Monte Carlo simulations
by Tanizaki, Hisashi & Mariano, Roberto S. 
Bank lending and real estate in Asia: market optimism and asset bubbles
by Koh, Winston T. H. & Mariano, Roberto S. & Pavlov, Andrey & Phang, Sock Yong & Tan, Augustine H. H. & Wachter, Susan M. 
Markov Switching Garch Models of Currency Crises in Southeast Asia
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan 
A new coincident index of business cycles based on monthly and quarterly series
by Roberto S. Mariano & Yasutomo Murasawa 
Constructing a Coincident Index of Business Cycles Without Assuming a OneFactor Model
by Yasutomo Murasawa & Roberto S. Mariano 
DirectionofChange Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse 
External Debt, Adjustment, and Growth
by Roberto S. Mariano & Delano Villanueva 
Some largeconcentrationparameter asymptotics for the kclass estimators
by Mariano, Roberto S. 
Underpriced Default Spread Exacerbates Market Crashes
by Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter 
New tests of the life cycle and tax discounting hypotheses
by Seater, John J. & Mariano, Roberto S. 
DirectionofChange Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse 
Constructing a Coincident Index of Business Cycles without Assuming a Onefactor Model
by ROBERTO S. MARIANO & YASUTOMO MURASAWA 
Sustainable External Debt Levels: Estimates for Selected Asian Countries
by Roberto S. Mariano & Delano Villanueva 
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea
by FANGXIONG GONG & ROBERTO MARIANO 
The PIDSNEDA Annual Macroeconometric Model, Version 1989: A Summary
by Mariano, Roberto S. & Constantino, Winnie 
Markov switching GARCH models of currency turmoil in southeast Asia
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan 
FiniteSample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results.
by Mariano, Roberto S. 
Markov switching GARCH models of currency turmoil in Southeast Asia
by Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H. H. 
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia
by Roberto S. Mariano Delano & Delano P. Villanueva
edited by 
Complementarity and Conflict among Population and other Policies: Specifying an EconomicDemographic Model for a Developing Country
by Roberto S. Mariano 
Open vs. sealedbid auctions: testing for revenue equivalence under Singapore's vehicle quota system
by Winston Koh & Roberto Mariano & Yiu Kuen Tse 
Misaligned Incentives and Mortgage Lending in Asia
by Roberto S. Mariano 
Financial Liberalization and Monetary Policy Cooperation in East Asia
by Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H. H. Tan 
A Coincident Index, Common Factors, and Monthly Real GDP*
by Roberto S. Mariano & Yasutomo Murasawa 
Prediction of Currency Crises: Case of Turkey
by Mariano Roberto S. & Gultekin Bulent N. & Ozmucur Suleyman & Shabbir Tayyeb & Alper C. Emre 
External Debt, Adjustment, and Growth
by Delano P. Villanueva & Roberto S. Mariano
edited by 
Misaligned Incentives and Mortgage Lending in Asia
by Richard Green & Roberto Mariano & Andrey Pavlov & Susan Wachter
edited by 
Comment on "The Consumption Terms of Trade and Commodity Prices"
by Roberto S. Mariano
edited by 
Comment on "Demographic Transition, Childless Families and Economic Growth"
by Roberto S. Mariano
edited by 
Comment on "Commodity Prices, Commodity Currencies, and Global Economic Developments"
by Roberto S. Mariano
edited by 
Comment on "Population Aging and Economic Growth in Asia"
by Roberto S. Mariano
edited by 
The NEDA quarterly macroeconomic model: theoretical structure and some empirical results
by Carlos C. Bautista & Roberto S. Mariano & Bayani Victor Bawagan 
Predictors in Dynamic Nonlinear Models: LargeSample Behavior
by Brown, Bryan W. & Mariano, Roberto S. 
The Bangko Sentral’s structural longterm inflation forecasting model for the Philippines
by Roberto S. Mariano & Francisco G. Dakila Jr. & Racquel A. Claveria 
Underpriced Default Spread Exacerbates Market Crashes
by Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlovb & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter 
Financial Liberalization and Monetary Policy Cooperation in East Asia1
by Hwee Kwan Chow & Peter N. Kriz & Roberto S. Mariano & Augustine H. H. Tan 
A MacroEconomic Model of the Philippines, 19501969
by Jose Encarnacion, Jr. & Roberto S. Mariano & Romeo M. Bautista 
Statistical tests for multiple forecast comparison
by Mariano, Roberto S. & Preve, Daniel 
DirectionofChange Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse 
Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification
by Roberto S. Mariano & John G. Ramage 
DirectionofChange Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse 
Sustainable External Debt Levels : Estimates for Selected Asian Countries
by Roberto Mariano & Delano Villanueva 
Misaligned Incentives and Mortgage Lending in Asia
by Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter 
Approximations to the Distribution Functions of the Ordinary Least Squares and TwoStage Squares Least Squares Estimators in the Case of Two Included Endogenous Variables
by Roberto S. Mariano 
On the Existence of Moments of the Ordianary Least Squares and TwoStage Least Squares Estimators
by Roberto S. Mariano 
Approximations to the Distribution Fuinctions of Theil's K Class Estimators in the Case of Two Included Endogenous Variables
by Roberto S. Mariano 
Exact FiniteSample Distribution of the LimitedInformation Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables
by Roberto S. Mariano & Takamitsu Sawa 
On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators
by Robert S. Mariano & James B. McDonald & Asher Tisher 
Misaligned Incentives and Mortgage Lending in Asia
by Richard K. Green & Roberto S. Mariano & Andrey D. Pavlov & Susan M. Wachter
editor of:

Simulationbased Inference in Econometrics
edited by Mariano, Roberto & Schuermann, Til & Weeks, Melvyn J. 
Simulationbased Inference in Econometrics
edited by Mariano, Roberto & Schuermann, Til & Weeks, Melvyn J.