31
H index
50
i10 index
4209
Citations
Federal Reserve Bank of Cleveland | 31 H index 50 i10 index 4209 Citations RESEARCH PRODUCTION: 61 Articles 93 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Todd Clark. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers || Download paper | |
2021 | Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Rapach, David E ; Borup, Daniel ; Montes, Erik Christian. In: CREATES Research Papers. RePEc:aah:create:2021-02. Full description at Econpapers || Download paper | |
2020 | On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03. Full description at Econpapers || Download paper | |
2020 | Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:19-32. Full description at Econpapers || Download paper | |
2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
2020 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2020 | Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984. Full description at Econpapers || Download paper | |
2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
2020 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2020 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
2020 | Measuring Macroeconomic Uncertainty: A Cross-Country Analysis. (2020). Sarferaz, Samad ; Dibiasi, Andreas. In: Papers. RePEc:arx:papers:2006.09007. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2020 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2020 | Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933. Full description at Econpapers || Download paper | |
2020 | Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: Papers. RePEc:arx:papers:2007.11407. Full description at Econpapers || Download paper | |
2020 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2020 | Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2020 | A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2020 | Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers || Download paper | |
2020 | Measures of Model Risk in Continuous-time Finance Models. (2020). Qi, Shuyuan ; Lazar, Emese ; Tunaru, Radu. In: Papers. RePEc:arx:papers:2010.08113. Full description at Econpapers || Download paper | |
2020 | Synchronization of Prefectural Business Cycles in Japan 1978-2018. (2020). Onozaki, Tamotsu ; Muto, Makoto ; Saiki, Yoshitaka. In: Papers. RePEc:arx:papers:2010.08835. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2020 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2020 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2020 | Forecasting GDP growth from outer space. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202002. Full description at Econpapers || Download paper | |
2020 | Can the Business Outlook Survey Help Improve Estimates of the Canadian Output Gap?. (2020). Pichette, Lise ; Cheung, Calista ; Frymire, Luke. In: Discussion Papers. RePEc:bca:bocadp:20-14. Full description at Econpapers || Download paper | |
2020 | Housing Collateral Reform and Economic Reallocation. (2020). Silva, Thiago ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:522. Full description at Econpapers || Download paper | |
2020 | Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539. Full description at Econpapers || Download paper | |
2020 | The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20. Full description at Econpapers || Download paper | |
2020 | Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1311_20. Full description at Econpapers || Download paper | |
2020 | Common Trade Exposure and Business Cycle Comovement. (2020). Mix, Carter ; Avila-Montealegre, Oscar. In: Borradores de Economia. RePEc:bdr:borrec:1149. Full description at Econpapers || Download paper | |
2020 | From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142. Full description at Econpapers || Download paper | |
2020 | The dollar, bank leverage and real economic activity: an evolving relationship. (2020). Mihaljek, Dubravko ; Lombardi, Marco ; Erik, Burcu ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:847. Full description at Econpapers || Download paper | |
2020 | Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036. Full description at Econpapers || Download paper | |
2020 | Idiosyncratic momentum and the crossâ€section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627. Full description at Econpapers || Download paper | |
2020 | Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713. Full description at Econpapers || Download paper | |
2020 | Longevity forecasting by socioâ€economic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187. Full description at Econpapers || Download paper | |
2020 | Forecasting GDP Growth from Outer Space. (2020). Galimberti, Jaqueson. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:697-722. Full description at Econpapers || Download paper | |
2020 | Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers || Download paper | |
2020 | Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092. Full description at Econpapers || Download paper | |
2020 | Identification of structural vector autoregressions by stochastic volatility. (2020). Braun, Robin ; Bertsche, Dominik. In: Bank of England working papers. RePEc:boe:boeewp:0869. Full description at Econpapers || Download paper | |
2020 | Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002. Full description at Econpapers || Download paper | |
2020 | Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282. Full description at Econpapers || Download paper | |
2020 | Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8516. Full description at Econpapers || Download paper | |
2020 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810. Full description at Econpapers || Download paper | |
2021 | Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39. Full description at Econpapers || Download paper | |
2020 | Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-32. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy. (2020). Stevanovic, Dalibor ; Moran, Kevin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-47. Full description at Econpapers || Download paper | |
2020 | An assessment of the Phillips curve over time: evidence for the United States and the euro area. (2020). Mellens, Martin ; Vlekke, Marente. In: CPB Discussion Paper. RePEc:cpb:discus:416.rdf. Full description at Econpapers || Download paper | |
2020 | From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267. Full description at Econpapers || Download paper | |
2020 | The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Out of sample predictability in predictive regressions with many predictor candidates. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31554. Full description at Econpapers || Download paper | |
2020 | Optimalmonetary policy in a model of vertical productionand tradewith reference currency. (2020). zou, heng-fu ; Wang, Chan ; Gong, Liutang. In: CEMA Working Papers. RePEc:cuf:wpaper:611. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07. Full description at Econpapers || Download paper | |
2020 | Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687. Full description at Econpapers || Download paper | |
2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper | |
2020 | International Drivers of Policy Uncertainty in Emerging Economies. (2020). SOAVE, GIAN PAULO . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00839. Full description at Econpapers || Download paper | |
2020 | PCCI – a data-rich measure of underlying inflation in the euro area. (2020). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta. In: Statistics Paper Series. RePEc:ecb:ecbsps:202038. Full description at Econpapers || Download paper | |
2020 | The predictive power of equilibrium exchange rate models. (2020). Rubaszek, Michał ; Mijakovic, Andrej ; Ca' Zorzi, Michele ; Michele Ca, ; Cap, Adam. In: Working Paper Series. RePEc:ecb:ecbwps:20202358. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | What’s up with the Phillips Curve?. (2020). Lenza, Michele ; Del Negro, Marco ; Tambalotti, Andrea ; Primiceri, Giorgio E. In: Working Paper Series. RePEc:ecb:ecbwps:20202435. Full description at Econpapers || Download paper | |
2020 | Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453. Full description at Econpapers || Download paper | |
2020 | How to estimate a VAR after March 2020. (2020). Primiceri, Giorgio ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202461. Full description at Econpapers || Download paper | |
2020 | Forecasting the Covid-19 recession and recovery: lessons from the financial crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20202468. Full description at Econpapers || Download paper | |
2020 | Financial conditions, business cycle fluctuations and growth at risk. (2020). Manganelli, Simone ; Falconio, Andrea . In: Working Paper Series. RePEc:ecb:ecbwps:20202470. Full description at Econpapers || Download paper | |
2020 | Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471. Full description at Econpapers || Download paper | |
2020 | Daily tracker of global economic activity: a close-up of the COVID-19 pandemic. (2020). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perezquiros, Gabriel . In: Working Paper Series. RePEc:ecb:ecbwps:20202505. Full description at Econpapers || Download paper | |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Koop, Gary ; Huber, Florian ; Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20212510. Full description at Econpapers || Download paper | |
2020 | A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041. Full description at Econpapers || Download paper | |
2020 | The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136. Full description at Econpapers || Download paper | |
2020 | Bureaucratic integration and synchronization of regional economic growth: Evidence from China. (2020). Liu, Junyi ; He, Qing ; Zhou, Shaojie ; Xue, Chang. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300719. Full description at Econpapers || Download paper | |
2020 | Can systemic risk measures predict economic shocks? Evidence from China. (2020). Liu, Yanzhen ; Chen, Guojin ; Zhang, YU. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541. Full description at Econpapers || Download paper | |
2020 | Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x. Full description at Econpapers || Download paper | |
2020 | Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x. Full description at Econpapers || Download paper | |
2020 | Mind the gap!—A monetarist view of the open-economy Phillips curve. (2020). MartÃÂnez GarcÃÂa, Enrique ; Garcia, Enrique Martinez ; Dur, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301275. Full description at Econpapers || Download paper | |
2020 | The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573. Full description at Econpapers || Download paper | |
2020 | Time to build and bond risk premia. (2020). Huang, Fuzhe ; Guo, Bin ; Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925. Full description at Econpapers || Download paper | |
2020 | Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249. Full description at Econpapers || Download paper | |
2020 | Equilibrium real interest rates and the financial cycle: Empirical evidence for Euro area member countries. (2020). Klose, Jens ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:357-366. Full description at Econpapers || Download paper | |
2020 | Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper | |
2020 | Business cycle synchronization: Disentangling direct and indirect effect of financial integration in the Indian context. (2020). Padhan, Rakesh ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:272-287. Full description at Econpapers || Download paper | |
2020 | Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393. Full description at Econpapers || Download paper | |
2020 | Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340. Full description at Econpapers || Download paper | |
2020 | A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58. Full description at Econpapers || Download paper | |
2020 | Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443. Full description at Econpapers || Download paper | |
2020 | Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158. Full description at Econpapers || Download paper | |
2020 | Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125. Full description at Econpapers || Download paper | |
2020 | Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619. Full description at Econpapers || Download paper | |
2020 | Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2016 | Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 42 |
2016 | Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2018 | Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
1996 | Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 38 |
1995 | Small sample properties of estimators of non-linear models of covariance structure.(1995) In: Research Working Paper. [Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2009 | Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 66 |
2007 | Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2008 | Tests of equal predictive ability with real-time data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 167 |
2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | article | |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers. [Full Text][Citation analysis] | paper | 10 |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2020 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2015 | Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 53 |
2013 | Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2012 | Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2009 | Combining Forecasts from Nested Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
2007 | Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2006 | Combining forecasts from nested models.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2008 | Combining forecasts from nested models.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper. [Full Text][Citation analysis] | paper | 13 |
2012 | The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 24 |
2016 | Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2014 | Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2017 | Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2018) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 102 |
2011 | Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | article | |
2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2012 | Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMER Roger E. A. Farmer Oxford University Press, New York, 2010 In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2000 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 595 |
2001 | Tests of equal forecast accuracy and encompassing for nested models.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 595 | article | |
1999 | Tests of equal forecast accuracy and encompassing for nested models.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 595 | paper | |
1999 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has another version. Agregated cites: 595 | paper | |
2011 | Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 29 |
2009 | Decomposing the declining volatility of long-term inflation expectations.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2013 | Advances in Forecast Evaluation In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 47 |
2011 | Advances in forecast evaluation.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2011 | Advances in forecast evaluation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 97 |
2004 | Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2004 | Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2005 | The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
2006 | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 276 |
2004 | Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 276 | paper | |
2007 | Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 823 |
2005 | Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 823 | paper | |
2006 | Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 823 | paper | |
2012 | In-sample tests of predictive ability: A new approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
2009 | In-sample tests of predictive ability: a new approach.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2009 | In-sample tests of predictive ability: a new approach.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2015 | Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
2009 | Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2009 | Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
2001 | Borders and business cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 284 |
1999 | Borders and business cycles.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 284 | paper | |
1999 | Borders and business cycles.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 284 | paper | |
2014 | Evaluating alternative models of trend inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 43 |
1995 | Rents and prices of housing across areas of the United States. A cross-section examination of the present value model In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 17 |
2014 | 2013 Annual Report Why Inflation Is Very Low, and Why It Matters In: Annual Report. [Full Text][Citation analysis] | article | 0 |
2014 | The Importance of Trend Inflation in the Search for Missing Disinflation In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
2015 | Measuring Inflation Forecast Uncertainty In: Economic Commentary. [Full Text][Citation analysis] | article | 2 |
2020 | Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
2011 | Food and energy price shocks: what other prices are affected? In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
2012 | Policy rules in macroeconomic forecasting models In: Economic Commentary. [Full Text][Citation analysis] | article | 1 |
2013 | Forecasting implications of the recent decline in inflation In: Economic Commentary. [Full Text][Citation analysis] | article | 1 |
2011 | Tests of equal forecast accuracy for overlapping models In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 6 |
2011 | Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2011 | A Bayesian evaluation of alternative models of trend inflation In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 12 |
2011 | A Bayesian evaluation of alternative models of trend inflation.(2011) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2014 | Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 13 |
2014 | Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 8 |
2014 | Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 35 |
2018 | A New Model of Inflation, Trend Inflation, and Longâ€Run Inflation Expectations.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2016 | Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 7 |
2018 | Endogenous Uncertainty In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 1 |
2020 | Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Measuring Uncertainty and Its Effects in the COVID-19 Era In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 14 |
2007 | Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 107 |
2006 | Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2008 | Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2010 | Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | article | |
2010 | Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | article | |
1994 | Nominal GDP targeting rules: can they stabilize the economy? In: Economic Review. [Full Text][Citation analysis] | article | 12 |
1995 | Do producer prices lead consumer prices? In: Economic Review. [Full Text][Citation analysis] | article | 18 |
1996 | U.S. inflation developments in 1995 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1997 | U.S. inflation developments in 1996 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1998 | Progress toward price stability : a 1997 inflation report In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1999 | A comparison of the CPI and the PCE price index In: Economic Review. [Full Text][Citation analysis] | article | 19 |
2001 | Comparing measures of core inflation In: Economic Review. [Full Text][Citation analysis] | article | 42 |
2004 | An evaluation of the decline in goods inflation In: Economic Review. [Full Text][Citation analysis] | article | 5 |
2006 | The trend growth rate of employment : past, present, and future In: Economic Review. [Full Text][Citation analysis] | article | 3 |
2008 | Has the behavior of inflation and long-term inflation expectations changed? In: Economic Review. [Full Text][Citation analysis] | article | 14 |
2009 | Is the Great Moderation over? an empirical analysis In: Economic Review. [Full Text][Citation analysis] | article | 32 |
1992 | Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks In: Research Working Paper. [Citation analysis] | paper | 4 |
1993 | Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model In: Research Working Paper. [Citation analysis] | paper | 0 |
1993 | Cross-country evidence on long run growth and inflation In: Research Working Paper. [Citation analysis] | paper | 49 |
1997 | Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry. [Citation analysis] This paper has another version. Agregated cites: 49 | article | |
1994 | A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables In: Research Working Paper. [Citation analysis] | paper | 0 |
1995 | Forecasting an aggregate of cointegrated disaggregates In: Research Working Paper. [Citation analysis] | paper | 0 |
1996 | Finite-sample properties of tests for forecast equivalence In: Research Working Paper. [Citation analysis] | paper | 5 |
1996 | The responses of prices at different stages of production to monetary policy shocks In: Research Working Paper. [Citation analysis] | paper | 56 |
1999 | The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
1997 | Do producer prices help predict consumer prices? In: Research Working Paper. [Citation analysis] | paper | 0 |
1998 | The sources of fluctuations within and across countries In: Research Working Paper. [Full Text][Citation analysis] | paper | 48 |
2000 | Can out-of-sample forecast comparisons help prevent overfitting? In: Research Working Paper. [Full Text][Citation analysis] | paper | 43 |
2004 | Can out-of-sample forecast comparisons help prevent overfitting?.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
2001 | Evaluating long-horizon forecasts In: Research Working Paper. [Full Text][Citation analysis] | paper | 23 |
2002 | Forecast-based model selection in the presence of structural breaks In: Research Working Paper. [Full Text][Citation analysis] | paper | 9 |
2003 | The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper. [Full Text][Citation analysis] | paper | 86 |
2006 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | article | |
2003 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2003 | Disaggregate evidence on the persistence of consumer price inflation In: Research Working Paper. [Full Text][Citation analysis] | paper | 94 |
2006 | Disaggregate evidence on the persistence of consumer price inflation.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | article | |
2004 | Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper. [Full Text][Citation analysis] | paper | 65 |
2008 | Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2009 | IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
2006 | Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper. [Full Text][Citation analysis] | paper | 4 |
2008 | An empirical assessment of the relationships among inflation and short- and long-term expectations In: Research Working Paper. [Full Text][Citation analysis] | paper | 14 |
2009 | Time variation in the inflation passthrough of energy prices In: Research Working Paper. [Full Text][Citation analysis] | paper | 44 |
2010 | Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2010 | Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2009 | Real-time density forecasts from VARs with stochastic volatility In: Research Working Paper. [Full Text][Citation analysis] | paper | 3 |
2010 | Testing for unconditional predictive ability In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Reality checks and nested forecast model comparisons In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2015 | Large Vector Autoregressions with Asymmetric Priors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2005 | Evaluating Direct Multistep Forecasts In: Econometric Reviews. [Full Text][Citation analysis] | article | 133 |
2011 | Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
1998 | Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 57 |
2015 | Macroeconomic Forecasting Performance under Alternative Specifications of Timeâ€Varying Volatility In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 105 |
2017 | Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
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