
About
Ivana Komunjer is a Professor of Economics at Georgetown University's Department of Economics. Her research focuses on econometric theory, financial economics, and macroeconomics, with a particular emphasis on asymmetric power distribution (APD) models and their applications to risk measurement. She has developed widely used MATLAB tools for APD density functions, including pdf, cdf, quantile, and random number generators. Her work also addresses dynamic stochastic general equilibrium (DSGE) models, nonlinear filtering, and quantile methods in economic forecasting. Komunjer teaches advanced courses such as Macroeconometrics and Theory of Financial Markets. Her contributions span theoretical econometrics, financial modeling, and policy analysis, with a strong emphasis on methodological innovation.
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