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Elena Ivona Dumitrescu

University of Orléans

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Publication

Featured researches published by Elena Ivona Dumitrescu.

Economic Modelling | 2012

Testing for Granger non-causality in heterogeneous panels

Elena Ivona Dumitrescu; Christophe Hurlin

IMF Economic Review | 2012

How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods

Bertrand Candelon; Elena Ivona Dumitrescu; Christophe Hurlin

Post-Print | 2012

Testing for Granger Non-causality in Heterogeneous Panels

Elena Ivona Dumitrescu; Christophe Hurlin

Meteor Research Memorandum | 2010

Currency crises early warning systems: why they should be dynamic

Bertrand Candelon; Elena Ivona Dumitrescu; Christophe Hurlin

Archive | 2012

How to evaluate an Early Warning System

Bertrand Candelon; Elena Ivona Dumitrescu; Christophe Hurlin

Journal of Forecasting | 2013

Testing interval forecasts: a GMM-based approach

Elena Ivona Dumitrescu; Christophe Hurlin; Jaouad Madkour

Post-Print | 2014

Currency Crises Early Warning Systems: Why They Should Be Dynamic

Bertrand Candelon; Elena Ivona Dumitrescu; Christophe Hurlin

Post-Print | 2013

Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation

Bertrand Candelon; Elena Ivona Dumitrescu; Christophe Hurlin; Franz C. Palm

Post-Print | 2013

Testing Interval Forecasts: a GMM-Based Approach

Elena Ivona Dumitrescu; Christophe Hurlin; Jaouad Madkour

Post-Print | 2012

Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests

Elena Ivona Dumitrescu; Christophe Hurlin; Vinson Pham

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Collaboration

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Christophe Hurlin

University of Orléans

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Bertrand Candelon

Université catholique de Louvain

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Jaouad Madkour

University of Orléans

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Bertrand Candelon

Université catholique de Louvain

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Franz C. Palm

Maastricht University

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Vinson Pham

University of California

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