6
H index
5
i10 index
154
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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20 years (2002 - 2022). 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 (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024. Full description at Econpapers || Download paper |
| 2022 | Misspecified 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. Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2021 | Fixed-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. Full description at Econpapers || Download paper |
| 2021 | Job 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. Full description at Econpapers || Download paper |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | News 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. Full description at Econpapers || Download paper |
| 2022 | Uncertainty 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. Full description at Econpapers || Download paper |
| 2022 | Inflation Levels and (In)Attention. (2022). Tang, Jenny ; Bracha, Anat. In: Working Papers. RePEc:fip:fedbwp:93857. Full description at Econpapers || Download paper |
| 2021 | Linkages 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. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2021 | Global Pandemic 2020: Indonesia’s Output Gap and Middle-Income Trap Scenario. (2021). Verico, Kiki. In: LPEM FEBUI Working Papers. RePEc:lpe:wpaper:202157. Full description at Econpapers || Download paper |
| 2021 | Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518. Full description at Econpapers || Download paper |
| 2021 | Does 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2022 | Estimation 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2021 | BUSINESS 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. Full description at Econpapers || Download paper |
| 2022 | Inflation expectations and climate concern. (2022). Schuler, Yves ; Poinelli, Andrea ; Meinerding, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:122022. Full description at Econpapers || Download paper |
| 2022 | A 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. 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 | 4 |
| 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 another 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 | 1 |
| 2017 | Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 4 |
| 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | 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 another 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 another 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 | 20 |
| 2016 | Computation of the autocovariances for time series with multiple long-range persistencies In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
| 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 | 0 |
| 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 | 0 |
| 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 another 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: The 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 | 20 |
| 2017 | Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 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 | 18 |
| 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 | 0 |
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