Browse by Authors

December 2003

Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.

2004

Mapa, Dennis S. (2004): A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough. Published in: The Philippine Statistician , Vol. 53, No. 1-4 (2004): pp. 1-10.

2006

Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.

December 2007

Mapa, Dennis S. and Briones, Kristine Joy S. (2007): Robustness Procedures in Economic Growth Regression Models. Published in: The Philippine Review of Economics , Vol. XLIV, No. 2 (December 2007): pp. 71-84.

January 2009

Mapa, Dennis S. and Balisacan, Arsenio and Briones, Kristine Joy S. and Albis, Manuel Leonard F. (2009): What really matters for income growth in the Philippines: Empirical evidence from provincial data.

December 2009

Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.

Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory.

May 2010

Mapa, Dennis S. and Balisacan, Arsenio M. and Corpuz, Jose Rowell T. (2010): Population Management should be mainstreamed in the Philippine Development Agenda.

July 2010

Mapa, Dennis S. and Han, Fatima C. and Estrada, Kristine Claire O. (2010): Hunger Incidence in the Philippines: Facts, Determinants and Challenges.

January 2011

Mapa, Dennis S. and Sandoval, Monica Flerida B (2011): The Economic Transition and Growth of Philippine Regions.

Santos, Edward P. and Mapa, Dennis S. and Glindro, Eloisa T. (2011): Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT).

February 2011

Mapa, Dennis S. and Bersales, Lisa Grace S. and Albis, Manuel Leonard F. and Daquis, John Carlo P. (2011): Determinants of Poverty in Elderly-Headed Households in the Philippines.

January 2012

Cayton, Peter Julian A. and Mapa, Dennis S. (2012): Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology.

August 2012

Mapa, Dennis S. and Lucagbo, Michael and Balisacan, Arsenio M. and Corpuz, Jose Rowell T. and Ignacio, Czarina Lei S. (2012): Is Income Growth Enough to Reduce Total Fertility Rate in the Philippines? Empirical Evidence from Regional Panel Data.

Mapa, Dennis S. and Lucagbo, Michael and Garcia, Heavenly Joy (2012): The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data.

Mapa, Dennis S. and Albis, Manuel Leonard F. and Lucagbo, Michael (2012): The Link between Extreme Poverty and Young Dependents in the Philippines:Evidence from Household Surveys.

2014

Albis, Manuel Leonard F. and Mapa, Dennis S. (2014): Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models.

Franco, Ray John Gabriel and Mapa, Dennis S. (2014): The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach.

Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.

March 2014

Mapa, Dennis S. and Simbulan, Maria Christina (2014): Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM).

Orpia, Cherie and Mapa, Dennis S. and Orpia, Julius (2014): Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines.

February 2015

Mapa, Dennis S. and Castillo, Kristelle and Francisco, Krizia (2015): Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor.