7
H index
7
i10 index
187
Citations
Tucker Sprague McElroy : Citation Profile
Government of the United States | RESEARCH PRODUCTION: 53 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tucker Sprague McElroy. | Is cited by:
| Cites to:
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Main data
Where Tucker Sprague McElroy has published?
| 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 Diego | 4 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 2 |
Recent works citing Tucker Sprague McElroy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Flight to climatic safety: local natural disasters and global portfolio flows. (2023). Gazzani, Andrea ; Ferriani, Fabrizio ; Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1420_23. Full description at Econpapers || Download paper |
| 2023 | The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114. Full description at Econpapers || Download paper |
| 2023 | Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760. Full description at Econpapers || Download paper |
| 2023 | Gas price expectations of Chinese households. (2023). Sheng, Xuguang Simon ; Binder, Carola ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001202. Full description at Econpapers || Download paper |
| 2023 | Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406. Full description at Econpapers || Download paper |
| 2023 | A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90. Full description at Econpapers || Download paper |
| 2023 | Great or grim? Disagreement about Brexit, economic expectations and household spending. (2023). Yao, Yao ; Wei, Zhiwu ; Luca, Davide ; Kuang, Pei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119200. Full description at Econpapers || Download paper |
| 2023 | Does climate change affect economic data?. (2023). Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4. Full description at Econpapers || Download paper |
| 2023 | Raiders of the lost high?frequency forecasts: New data and evidence on the efficiency of the Feds forecasting. (2023). Levinson, Trace J ; Chang, Andrew C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:88-104. Full description at Econpapers || Download paper |
| 2023 | Inattention and the impact of monetary policy. (2023). Sheng, Xuguang Simon ; Abozaid, Salem ; An, Zidong. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:623-643. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Tucker Sprague McElroy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Time Series Econometrics Klaus Neusser Springer International Publishing , 2016 , xxiv + 409 pages, £99.00, hardcover ISBN: 978-3-319-32861-4 In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | A Review of Seasonal Adjustment Diagnostics In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Model identification via total Frobenius norm of multivariate spectra In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
| 2012 | Subsampling inference for the mean of heavy?tailed long?memory time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2012 | Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | Signal extraction for nonstationary multivariate time series with illustrations for trend inflation.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Corrigendum 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. [Full Text][Citation analysis] | article | 1 |
| 2018 | The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Recursive Computation for Block†Nested Covariance Matrices In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence In: LABOUR. [Full Text][Citation analysis] | article | 2 |
| 2017 | Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Seasonal adjustment subject to accounting constraints In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 2010 | Signal Extraction Revision Variances as a Goodness-of-Fit Measure In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Optimal Signal Extraction with Correlated Components In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Optimal Real-Time Filters for Linear Prediction Problems In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Distribution 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Distribution theory for the studentized mean for long, short, and negative memory time series.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2013 | Spectral 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. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | Fixed-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. [Full Text][Citation analysis] | paper | 12 |
| 2012 | FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2002 | ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2008 | MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
| 2008 | Exact formulas for the Hodrick-Prescott filter In: Econometrics Journal. [Full Text][Citation analysis] | article | 24 |
| 2016 | Computation of the autocovariances for time series with multiple long-range persistencies In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2023 | Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2006 | An iterated parametric approach to nonstationary signal extraction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2012 | Tail index estimation in the presence of long-memory dynamics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2018 | The multivariate bullwhip effect In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2013 | Multi-step-ahead estimation of time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2019 | The trilemma between accuracy, timeliness and smoothness in real-time signal extraction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | A local spectral approach for assessing time series model misspecification In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Computation of vector ARMA autocovariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | The perils of inferring serial dependence from sample autocorrelations of moving average series In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Multi-step ahead forecasting of vector time series In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Multistep ahead forecasting of vector time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2011 | A nonparametric method for asymmetrically extending signal extraction filters In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2016 | Nonnested model comparisons for time series In: Biometrika. [Full Text][Citation analysis] | article | 1 |
| 2019 | Testing collinearity of vector time series In: The Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2019 | Subsampling Inference for the Autocorrelations of GARCH Processes In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting continuous-time processes with applications to signal extraction In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Optimal linear interpolation of multiple missing values In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2012 | A Review of Some Modern Approaches to the Problem of Trend Extraction In: Econometric Reviews. [Full Text][Citation analysis] | article | 22 |
| 2017 | Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2016 | Hermite expansion and estimation of monotonic transformations of Gaussian data In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2017 | Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Nonlinear prediction via Hermite transformation In: Statistical Theory and Related Fields. [Full Text][Citation analysis] | article | 0 |
| 2020 | Expectation Formation Following Large, Unexpected Shocks In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 27 |
| 2021 | A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | When are Direct Multi?step and Iterative Forecasts Identical? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2022 | The Term Structure of Uncertainty: New Evidence from Survey Expectations In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team