Carlos Capistrán : Citation Profile


Are you Carlos Capistrán?

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H index

11

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1147

Citations

RESEARCH PRODUCTION:

14

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 95
   Journals where Carlos Capistrán has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 18 (1.55 %)

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   Permalink: http://citec.repec.org/pca513
   Updated: 2023-03-02    RAS profile: 2017-08-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Capistrán.

Is cited by:

Ravazzolo, Francesco (26)

Hubert, Paul (19)

Hyndman, Rob (16)

Clements, Michael (16)

Franses, Philip Hans (14)

Marcellino, Massimiliano (14)

Thorsrud, Leif (14)

Zhang, Yaojie (10)

Lyócsa, Štefan (10)

Ehrmann, Michael (10)

Gaglianone, Wagner (10)

Cites to:

Diebold, Francis (26)

Timmermann, Allan (22)

Noriega, Antonio (18)

Granger, Clive (16)

Chiquiar, Daniel (15)

Engle, Robert (15)

Watson, Mark (14)

Rogoff, Kenneth (13)

Elliott, Graham (13)

Gertler, Mark (11)

Perron, Pierre (10)

Main data


Where Carlos Capistrán has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking2
El Trimestre Econmico2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Mxico16

Recent works citing Carlos Capistrán (2022 and 2021)


YearTitle of citing document
2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2022The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2022Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2022Optimal Robust Monetary Policy in a Small Open Economy. (2022). Medina-Espidio, Sebastian ; André, Marine ; Sebastian, Medina Espidio. In: Working Papers. RePEc:bdm:wpaper:2022-17.

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2022Information Acquisition ahead of Monetary Policy Announcements. (2022). Ehrmann, Michael ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:897.

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2022Monetary policy announcements and expectations: the case of Mexico. (2022). Roldan-Pea, Jessica ; Nuguer, Victoria ; Pribaz, Carlo Alcaraz ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:1026.

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2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

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2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2022Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09.

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2022A Nowcasting Model of Industrial Production using Alternative Data and Machine Learning Approaches. (2022). Yagi, Tomoyuki ; Minoura, Yukio ; Hisano, Ryohei ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e16.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2021Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations. (2021). Ehrmann, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9034.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Point targets, tolerance bands, or target ranges? Inflation target types and the anchoring of inflation expectations. (2021). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20212562.

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2021ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582.

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2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?. (2022). Wang, Lei ; Zhao, Zhongchao ; Ding, Lili. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002100.

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2022Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004.

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2021Aggregate liquidity premium and cross-sectional returns: Evidence from China. (2021). Tang, Guohao ; Luo, Qianlin ; Liao, Cunfei. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002340.

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2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

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2021Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Kim, Dae Hwan ; Suh, Sangwon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480.

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2021ExpectHill estimation, extreme risk and heavy tails. (2021). Stupfler, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:97-117.

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2022Real-time Bayesian learning and bond return predictability. (2022). Li, Junye ; Fulop, Andras ; Wan, Runqing. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:114-130.

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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

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2021Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

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2022Generic improvements to least squares monte carlo methods with applications to optimal stopping problems. (2022). Zhu, Dan ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1132-1144.

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2023Combining probabilistic forecasts of COVID-19 mortality in the United States. (2023). Taylor, Kathryn S. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:25-41.

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2021Modeling the cross-section of stock returns using sensible models in a model pool. (2021). Zhou, Qing ; Liao, Yin ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:56-73.

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2022Stock return prediction: Stacking a variety of models. (2022). Cheng, Tingting ; Bo, Albert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:288-317.

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2022Forecasting earnings with combination of analyst forecasts. (2022). Wu, Chunchi ; Tao, Xinyuan ; Lin, Hai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:133-159.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors. (2021). Han, Meng ; Zhao, Zhongchao ; Ding, Lili. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074.

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2021International stock return predictability. (2021). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002805.

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2022Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538.

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2021FX market volatility modelling: Can we use low-frequency data?. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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2021Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations. (2021). Ehrmann, Michael. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000945.

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2021Expectations anchoring and inflation persistence. (2021). Grigoli, Francesco ; Caselli, Francesca ; Gruss, Bertrand ; Bems, Rudolfs. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000969.

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2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

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2021Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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2021Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts. (2021). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:634-646.

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2021Stock market volatility forecasting: Do we need high-frequency data?. (2021). Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110.

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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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2021Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

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2021Predicting benchmarked US state employment data in real time. (2021). Brave, Scott ; Walstrum, Thomas ; Kluender, William ; Gascon, Charles. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1261-1275.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2021Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Loeff, Nicolas ; Arik, Sercan O ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764.

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2022Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164.

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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Strohsal, Till ; Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021Déjà vu: A data-centric forecasting approach through time series cross-similarity. (2021). Assimakopoulos, Vassilios ; Li, Feng ; Athiniotis, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Kang, Yanfei. In: Journal of Business Research. RePEc:eee:jbrese:v:132:y:2021:i:c:p:719-731.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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2022Do expert experience and characteristics affect inflation forecasts?. (2022). Saadon, Yossi ; El-Shagi, Makram ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226.

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2022Biases in long-horizon predictive regressions. (2022). Richardson, Matthew ; Israel, Ronen ; Boudoukh, Jacob. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:937-969.

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2021How do machine learning algorithms perform in predicting hospital choices? evidence from changing environments. (2021). Wilson, Nathan ; Rosenbaum, Ted ; Raval, Devesh. In: Journal of Health Economics. RePEc:eee:jhecon:v:78:y:2021:i:c:s0167629621000667.

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2022Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

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2021The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907.

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2021Macro disagreement and analyst forecast properties. (2021). Sinha, Rajesh Kumar. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:1:s1815566920300497.

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2021Monetary transmission: Are emerging market and low-income countries different?. (2021). Vlek, Jan ; Buli, Ale . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:95-108.

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2022A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Liao, Qidong ; Tan, Bin ; Yu, Yuanyuan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294.

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2021Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169.

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2021Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:723-740.

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2021Central bank communication that works: Lessons from lab experiments. (2021). Petersen, Luba ; Kryvtsov, Oleksiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:760-780.

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2022Out-of-sample forecasting of cryptocurrency returns: A comprehensive comparison of predictors and algorithms. (2022). Tian, George Zhe ; Yae, James. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002928.

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2022The stabilizing effect of the zero lower bound: A perspective of interest rate target zones. (2022). Lu, You-Xun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:61-67.

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2021Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021Uncertainty and exchange rate volatility: Evidence from Mexico. (2021). Noria, Gabriela Lopez ; Bush, Georgia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:704-722.

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2021The deterioration in credibility, destabilization of exchange rate and the rise in exchange rate pass-through in Turkey. (2021). Cicek, Serkan ; Iek, Serkan ; Alkan, Buket ; AASLAN, Erkan ; Gayaker, Savas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:571-587.

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2022Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190.

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2021Political preferences nowcasting with factor analysis and internet data: The 2012 and 2016 US presidential elections. (2021). Franch, Fabio. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:166:y:2021:i:c:s0040162521000998.

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2021Better the Devil You Know: Improved Forecasts from Imperfect Models. (2021). Patton, Andrew ; Oh, Dong Hwan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-71.

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2021Predicting Benchmarked US State Employment Data in Real Time. (2019). Walstrum, Thomas ; Brave, Scott ; Gascon, Charles S ; Kluender, William. In: Working Papers. RePEc:fip:fedlwp:86649.

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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2022Individual Trend Inflation. (2022). Yoneyama, Shunichi ; Packer, Frank ; Sekine, Toshitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:22-e-14.

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2021Exchange Rate Pass-Through to Prices in Mexico: A Study of the Main Border and Non-Border Cities. (2021). Gonzalez, Jorge ; Saucedo, Eduardo. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:a:5.

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2021Exchange Rate Pass-Through to Prices in Mexico: A Study of the Main Border and Non-Border Cities. (2021). Gonzalez, Jorge ; Saucedo, Eduardo. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:p:1-24.

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2022Households’ inflation perceptions and expectations: survey evidence from New Zealand. (2022). Hayo, Bernd ; Neumeier, Florian. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00524-3.

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2021Monetary Policy and Long-Term Interest Rates in Korea: A Decomposition Analysis. (2021). Nilsen, Jeffrey ; Kim, Daehwan ; Joo, Sangyong. In: Korean Economic Review. RePEc:kea:keappr:ker-20210701-37-2-05.

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2021Smooth Robust Multi-Horizon Forecasts. (2021). Martinez, Andrew ; Hendry, David F ; Castle, Jennifer L. In: Economics Papers. RePEc:nuf:econwp:2101.

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2022Inflation Targeting Skepticism: Myth or Reality? A Way Forward for Pakistan (Article). (2022). Masood, Saher ; Hayat, Zafar. In: The Pakistan Development Review. RePEc:pid:journl:v:61:y:2022:i:1:p:1-27.

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2021Corralling Expectations: The Role of Institutions in (Hyper)Inflation. (2021). Szybisz, Martin Andres ; Hartwell, Christopher A. In: MPRA Paper. RePEc:pra:mprapa:105612.

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2022Economic policy uncertainty and forecast bias in the survey of professional forecasters. (2022). Boskabadi, Elahe. In: MPRA Paper. RePEc:pra:mprapa:115081.

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2022Forecasting oil prices with penalized regressions, variance risk premia and Google data. (2022). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Lycheva, Maria. In: Applied Econometrics. RePEc:ris:apltrx:0457.

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2021The Prediction of Gold Futures Prices at the Shanghai Futures Exchange Based on the MEEMD-CS-Elman Model. (2021). Li, Wen ; Ma, Ying ; Wang, Xiaowen. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211001866.

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2022How on Earth Did Spanish Banking Sell the Housing Stock?. (2022). Prado-Romn, Camilo ; Raya, Josep Maria ; Garca-Estvez, Pablo ; Torres-Pruonosa, Jose. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079916.

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2022Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks. (2022). Castle, Jennifer ; Pinto, Jeronymo Marcondes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00066-w.

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More than 100 citations found, this list is not complete...

Works by Carlos Capistrán:


YearTitleTypeCited
2008Forecast Combination With Entry and Exit of Experts In: CREATES Research Papers.
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paper308
2006Forecast Combination with Entry and Exit of Experts.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 308
paper
2009Forecast Combination With Entry and Exit of Experts.(2009) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 308
article
2008Disagreement and Biases in Inflation Expectations In: CREATES Research Papers.
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paper152
2006Disagreement and Biases in Inflation Expectations.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 152
paper
2009Disagreement and Biases in Inflation Expectations.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 152
article
2006Disagreement and Biases in Inflation Expectations.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 152
paper
2010Forecast Combinations In: CREATES Research Papers.
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paper383
2010Forecast Combinations.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 383
paper
2006Inflation Dynamics in Latin America In: Working Papers.
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paper34
2009INFLATION DYNAMICS IN LATIN AMERICA.(2009) In: Contemporary Economic Policy.
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This paper has another version. Agregated cites: 34
article
2006Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? In: Working Papers.
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paper51
2005Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?.(2005) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 51
paper
2008Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?.(2008) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 51
article
2005Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 51
paper
2007Does Inflation Targeting Affect the Dispersion of Inflation Expectations? In: Working Papers.
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paper101
2010Does Inflation Targeting Affect the Dispersion of Inflation Expectations?.(2010) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 101
article
2007Optimality Tests for Multi-Horizon Forecasts In: Working Papers.
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paper2
2008Experts Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts. In: Working Papers.
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paper0
2009Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts. In: Working Papers.
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paper16
2012Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts.(2012) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 16
article
2009Using Seasonal Models to Forecast Short-Run Inflation in Mexico In: Working Papers.
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paper3
2009A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 In: Working Papers.
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paper5
2009A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico In: Working Papers.
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paper10
2010Forecast Revisions of Mexican Inflation and GDP Growth In: Working Papers.
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paper7
2014Forecast revisions of Mexican inflation and GDP growth.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 7
article
2011Exchange Rate Pass-Through to Prices: Evidence from Mexico. In: Working Papers.
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paper5
2011Policy Response to External Shocks: Lessons from the Crisis In: Working Papers.
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paper3
2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico In: Working Papers.
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paper1
2010On the predictive content of the PPI on CPI inflation: the case of Mexico In: BIS Papers chapters.
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chapter4
2009Una nota sobre las volatilidades de la tasa de interés y del tipo de cambio según diferentes instrumentos de política monetaria: México 1998-2008 In: Monetaria.
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article0
2009An empirical analysis of the mexican term structure of interest rates In: Economics Bulletin.
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article3
2010Multi-horizon inflation forecasts using disaggregated data In: Economic Modelling.
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article20
2006On comparing multi-horizon forecasts In: Economics Letters.
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article3
2010Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México In: El Trimestre Económico.
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article1
2012El traspaso de movimientos del tipo de cambio a los precios. Un análisis para la economía mexicana In: El Trimestre Económico.
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article17
2013On the dynamics of inflation persistence around the world In: Empirical Economics.
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article18

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