Tucker Sprague McElroy : Citation Profile


Are you Tucker Sprague McElroy?

Government of the United States

6

H index

5

i10 index

154

Citations

RESEARCH PRODUCTION:

53

Articles

8

Papers

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 7
   Journals where Tucker Sprague McElroy has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 28 (15.38 %)

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   Permalink: http://citec.repec.org/pmc150
   Updated: 2023-01-28    RAS profile: 2022-10-31    
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Relations with other researchers


Works with:

Hyatt, Henry (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tucker Sprague McElroy.

Is cited by:

Iacone, Fabrizio (7)

Coeurdacier, Nicolas (7)

Bürgi, Constantin (6)

Leschinski, Christian (6)

Martin, Philippe (6)

Kollmann, Robert (6)

McAleer, Michael (5)

Asai, Manabu (4)

Flaig, Gebhard (3)

Proietti, Tommaso (3)

Chevillon, Guillaume (3)

Cites to:

Harvey, Andrew (13)

Trimbur, Thomas (12)

Vogelsang, Timothy (11)

Kiefer, Nicholas (10)

Proietti, Tommaso (7)

Dagum, Estelle (6)

McCracken, Michael (6)

Bunzel, Helle (6)

Reis, Ricardo (5)

Bontemps, Christian (4)

Granger, Clive (4)

Main data


Where Tucker Sprague McElroy has published?


Journals with more than one article published# docs
Journal of Time Series Analysis6
Econometric Reviews4
Journal of Time Series Econometrics4
Computational Statistics & Data Analysis4
Econometric Theory3
Statistics & Probability Letters2
Journal of Business & Economic Statistics2
Journal of Official Statistics2
International Statistical Review2
International Journal of Forecasting2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Tucker Sprague McElroy (2023 and 2022)


YearTitle of citing document
2022Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024.

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2022Misspecified semiparametric model selection with weakly dependent observations. (2022). Bravo, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:558-586.

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2022The perils of working with big data, and a SMALL checklist you can use to recognize them. (2022). Brave, Scott ; Butters, Andrew R ; Fogarty, Michael. In: Business Horizons. RePEc:eee:bushor:v:65:y:2022:i:4:p:481-492.

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2021Fixed-bandwidth CUSUM tests under long memory. (2021). Leschinski, Christian ; Wenger, Kai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:46-61.

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2021Job ladders and growth in earnings, hours, and wages. (2021). Janicki, Hubert ; Hyatt, Henry ; Hahn, Joyce K. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000076.

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2022Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Seo, Boyoung ; Sacks, Daniel W ; Fogarty, Michael ; Butters, Andrew R ; Brave, Scott A ; Aaronson, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581.

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2022The impact of a manufacturer’s financial liquidity on its market strategies and pricing and promotion decisions in retail grocery markets. (2022). Zheng, Yilong ; Park, Chang Hee ; Ma, Zecong ; Agarwal, Manoj K. In: Journal of Business Research. RePEc:eee:jbrese:v:142:y:2022:i:c:p:844-857.

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2022News and uncertainty about COVID-19: Survey evidence and short-run economic impact. (2022). Müller, Gernot ; Schoenle, Raphael ; Muller, Gernot J ; Kuester, Keith ; Dietrich, Alexander M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:129:y:2022:i:s:p:s35-s51.

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2022Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers. (2022). MORIKAWA, MASAYUKI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:8-15.

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2022Inflation Levels and (In)Attention. (2022). Tang, Jenny ; Bracha, Anat. In: Working Papers. RePEc:fip:fedbwp:93857.

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2021Linkages between Energy Delivery and Economic Growth from the Point of View of Sustainable Development and Seaports. (2021). Gozdek, Agnieszka ; Kos-Adamkiewicz, Zuzanna ; Szaruga, Elbieta ; Zaoga, Elbieta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4255-:d:594370.

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2022.

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2022A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix. (2022). Mise, Emi ; Stephen, D. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-020-10087-1.

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2021Global Pandemic 2020: Indonesia’s Output Gap and Middle-Income Trap Scenario. (2021). Verico, Kiki. In: LPEM FEBUI Working Papers. RePEc:lpe:wpaper:202157.

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2021Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518.

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2021Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective. (2021). Hall, Viv ; Thomson, Peter. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00059-1.

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2022A Comparative Evaluation of Some DSP Filters vis-à-vis Commonly Used Economic Filters. (2022). Chaubal, Aditi ; Nachane, Dilip. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-022-00310-1.

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2022Estimation methods for stationary Gegenbauer processes. (2022). Hunt, Richard ; Weber, Neville ; Peiris, Shelton. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:6:d:10.1007_s00362-022-01290-3.

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2022A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy.. (2022). Hall, Viv ; Thomson, Peter. In: Working Paper Series. RePEc:vuw:vuwecf:9473.

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2021BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER. (2021). Jin, Sainan ; PEter, . In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:469-520.

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2022Inflation expectations and climate concern. (2022). Schuler, Yves ; Poinelli, Andrea ; Meinerding, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:122022.

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2022A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022.

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Works by Tucker Sprague McElroy:


YearTitleTypeCited
2017Time Series Econometrics Klaus Neusser Springer International Publishing , 2016 , xxiv + 409 pages, £99.00, hardcover ISBN: 978-3-319-32861-4 In: International Statistical Review.
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2022A Review of Seasonal Adjustment Diagnostics In: International Statistical Review.
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2022Model identification via total Frobenius norm of multivariate spectra In: Journal of the Royal Statistical Society Series B.
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2012Subsampling inference for the mean of heavy?tailed long?memory time series In: Journal of Time Series Analysis.
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article4
2012Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series In: Journal of Time Series Analysis.
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article2
2015Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation In: Journal of Time Series Analysis.
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article2
2012Signal extraction for nonstationary multivariate time series with illustrations for trend inflation.(2012) In: Finance and Economics Discussion Series.
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2016Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis In: Journal of Time Series Analysis.
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article1
2018The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages In: Journal of Time Series Analysis.
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2018Recursive Computation for Block†Nested Covariance Matrices In: Journal of Time Series Analysis.
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2019Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence In: LABOUR.
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article1
2017Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence.(2017) In: Working Papers.
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paper
2018Seasonal adjustment subject to accounting constraints In: Statistica Neerlandica.
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2010Signal Extraction Revision Variances as a Goodness-of-Fit Measure In: Journal of Time Series Econometrics.
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article1
2014Optimal Signal Extraction with Correlated Components In: Journal of Time Series Econometrics.
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article2
2016Optimal Real-Time Filters for Linear Prediction Problems In: Journal of Time Series Econometrics.
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article1
2017Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules In: Journal of Time Series Econometrics.
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2010A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2011Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series In: University of California at San Diego, Economics Working Paper Series.
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2012Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series.(2012) In: University of California at San Diego, Economics Working Paper Series.
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2013Distribution theory for the studentized mean for long, short, and negative memory time series.(2013) In: Journal of Econometrics.
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2013Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics In: University of California at San Diego, Economics Working Paper Series.
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2014Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics.(2014) In: Journal of Econometrics.
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2009Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory In: University of California at San Diego, Economics Working Paper Series.
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2012FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY.(2012) In: Econometric Theory.
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2002ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS In: Econometric Theory.
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article3
2008MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION In: Econometric Theory.
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article19
2008Exact formulas for the Hodrick-Prescott filter In: Econometrics Journal.
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article20
2016Computation of the autocovariances for time series with multiple long-range persistencies In: Computational Statistics & Data Analysis.
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article9
2023Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density In: Computational Statistics & Data Analysis.
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2006An iterated parametric approach to nonstationary signal extraction In: Computational Statistics & Data Analysis.
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2012Tail index estimation in the presence of long-memory dynamics In: Computational Statistics & Data Analysis.
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2020The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions In: Econometrics and Statistics.
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2018The multivariate bullwhip effect In: European Journal of Operational Research.
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2013Multi-step-ahead estimation of time series models In: International Journal of Forecasting.
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article4
2019The trilemma between accuracy, timeliness and smoothness in real-time signal extraction In: International Journal of Forecasting.
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2009A local spectral approach for assessing time series model misspecification In: Journal of Multivariate Analysis.
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2017Computation of vector ARMA autocovariances In: Statistics & Probability Letters.
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2012The perils of inferring serial dependence from sample autocorrelations of moving average series In: Statistics & Probability Letters.
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2007Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering In: Finance and Economics Discussion Series.
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2012Multi-step ahead forecasting of vector time series In: Working Papers.
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2017Multistep ahead forecasting of vector time series.(2017) In: Econometric Reviews.
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2011A nonparametric method for asymmetrically extending signal extraction filters In: Journal of Forecasting.
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2016Nonnested model comparisons for time series In: Biometrika.
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article1
2019Testing collinearity of vector time series In: The Econometrics Journal.
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2019Subsampling Inference for the Autocorrelations of GARCH Processes In: The Journal of Financial Econometrics.
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2013Forecasting continuous-time processes with applications to signal extraction In: Annals of the Institute of Statistical Mathematics.
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2022Optimal linear interpolation of multiple missing values In: Statistical Inference for Stochastic Processes.
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2011On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series In: Econometric Reviews.
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2012A Review of Some Modern Approaches to the Problem of Trend Extraction In: Econometric Reviews.
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2017Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation In: Econometric Reviews.
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2016Hermite expansion and estimation of monotonic transformations of Gaussian data In: Journal of Nonparametric Statistics.
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2015Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies In: Journal of the American Statistical Association.
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2017Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy In: Journal of Business & Economic Statistics.
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2020Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition In: Journal of Business & Economic Statistics.
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2021Nonlinear prediction via Hermite transformation In: Statistical Theory and Related Fields.
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2020Expectation Formation Following Large, Unexpected Shocks In: The Review of Economics and Statistics.
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2021A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models In: Journal of Official Statistics.
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2022Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates In: Journal of Official Statistics.
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2015When are Direct Multi?step and Iterative Forecasts Identical? In: Journal of Forecasting.
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2022The Term Structure of Uncertainty: New Evidence from Survey Expectations In: Journal of Money, Credit and Banking.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team