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Ivan Ricardo

Maastricht University (from arXiv:2509.19911, 2025) · OpenAlex

3 papers in scope · 2 published · 2 on the econ.EM arXiv · 5 citations · h-index 2 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Alain Hecq
  2. Gianluca Cubadda
  3. Emanuele Lopetuso
  4. Massimiliano Caporin
  5. Ines Wilms
  6. Joann Jasiak
  7. Francesco Giancaterini
  8. Rong Chen
  9. Aryan Manafi Neyazi
  10. Yuefeng Han
  11. Qiwei Yao
  12. Cun-Hui Zhang
  13. Yayi Yan
  14. Elynn Chen
  15. Christian Gouriéroux
  16. Degui Li
  17. Elisa Voisin
  18. Stefano Grassi
  19. Dan Yang
  20. Stephan Smeekes

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

Decomposing co-movements in matrix-valued time series: A pseudo-structural reduced rank approach
published2026 · Econometrics and Statistics
with Alain Hecq, Ines Wilms
Paper profile Econometrics and Statistics arXiv:2509.19911
Detecting cointegrating relations in non-stationary matrix-valued time series
published2025 · Economics Letters · 3 citations · first circulated 2024
with Alain Hecq, Ines Wilms
Paper profile Economics Letters arXiv:2411.05601
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
working paper2024 · arXiv · 2 citations
with Alain Hecq, Ines Wilms
Paper profile arXiv arXiv:2407.07973

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.