Roberto S. Mariano

14.8k citations
73 papers · 6.7k indexed · 2 hit papers · h-index 20
Topics
Monetary Policy and Economic Impact (26 papers)Financial Risk and Volatility Modeling (12 papers)Forecasting Techniques and Applications (12 papers)

In The Last Decade

Roberto S. Mariano

63 papers receiving 6.3k citations

Hit Papers

Comparing Predictive Accuracy19952026200520151995199510002.0k3.0k

Peers

Roberto S. Mariano
Comparison fields: 5 of 133
  • Economics and Econometrics 4.2k
  • General Economics, Econometrics and Finance 3.3k
  • Finance 2.9k
  • Management Science and Operations Research 1.6k
  • Electrical and Electronic Engineering 659
Replace Robert B. Litterman with:
Robert B. Litterman United States
Lucrezia Reichlin United Kingdom
Stephen J. Leybourne United Kingdom
Siem Jan Koopman Netherlands
Dick van Dijk Netherlands
Massimiliano Marcellino Italy
Timo Teräsvirta Sweden
Terence C. Mills United Kingdom
Ruey S. Tsay United States
Michael P. Clements United Kingdom
Roberto S. Mariano relative to Robert B. Litterman United States Robert B. Litterman's profile →
Citations per field
00.5×5.5×
Robert B. Litterman · 1×
Citations per year

Countries citing papers authored by Roberto S. Mariano

Since Specialization
Citations

This map shows the geographic impact of Roberto S. Mariano's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Roberto S. Mariano with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roberto S. Mariano more than expected).

Fields of papers citing papers by Roberto S. Mariano

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Roberto S. Mariano. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Roberto S. Mariano. The network helps show where Roberto S. Mariano may publish in the future.

Co-authorship network of co-authors of Roberto S. Mariano

This figure shows the co-authorship network connecting the top 25 collaborators of Roberto S. Mariano. A scholar is included among the top collaborators of Roberto S. Mariano based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Roberto S. Mariano. Roberto S. Mariano is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 3
2 1
3
Statistical Tests for Multiple Forecast Comparison
0
4
The NEDA quarterly macroeconomic model: theoretical structure and some empirical results
1
5
Monetary Policy Cooperation to Support Asian Economic Integration
1
6
The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines
0
7 4
8 3
9 5
10 1
11
Models of Economic and Financial Crises
4
12
Testing under Non-standard Conditions in Frequency Domain: With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate
5
13
Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate
7
14
Comparing Predictive Accuracybreakdown →
1923
15
Advances in statistical analysis and statistical computing : theory and applications
5
16
Forecasting monthly inflation in the Philippines
2
17
A Review and appraisal of the government response to the 1983-84 balance-of-payments crisis
3
18 10
19 8
20
A Macro-Economic Model of the Philippines, 1950-1969
0

About Roberto S. Mariano

Roberto S. Mariano is a scholar working on General Economics, Econometrics and Finance, Finance and Management Science and Operations Research, having authored 73 papers that have together received 6.7k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (26 papers), Financial Risk and Volatility Modeling (12 papers) and Forecasting Techniques and Applications (12 papers). The work is most often cited by research in General Economics, Econometrics and Finance (3.3k citations), Finance (2.9k citations) and Economics and Econometrics (4.2k citations). Roberto S. Mariano has collaborated with scholars based in United States, Singapore and Japan. Frequent co-authors include Francis X. Diebold, Yasutomo Murasawa, Hisashi Tanizaki, John J. Seater, Takamitsu Sawa, Bryan W. Brown, Celso Brunetti, Chiara Scotti, Winston T. H. Koh and Til Schuermann. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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