Elena-Ivona Dumitrescu

University Paris Ouest


Personnal website

Testing for Granger Non-causality in Heterogeneous Panels

Economic Modelling (2012)

Dumitrescu Elena-Ivona and Hurlin Christophe

Which Are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk

Journal of Banking and Finance (2015)

Dumitrescu Elena-Ivona and Banulescu Denisa

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

Finance (2012)

Hurlin Christophe, Dumitrescu Elena-Ivona, and Pham Vinson

Currency Crises Early Warning Systems: Why They Should Be Dynamic

Maastricht University (2013)

Hurlin Christophe, Dumitrescu Elena-Ivona, and Candelon Bertrand

How To Evaluate an Early Warning System? Towards a unified Statistical Framework for Assessing Financial Crises Forecasting Methods

IMF Economic Review (2012)

Candelon Bertrand, Dumitrescu Elena-Ivona, and Hurlin Christophe

Testing Interval Forecasts: A GMM-Based Approach

Journal of Forecasting (2013)

Dumitrescu Elena-Ivona, Hurlin Christophe, and Madkour Jaouad