Martin McCarthy : Citation Profile

Reserve Bank of Australia

2

H index

0

i10 index

14

Citations

RESEARCH PRODUCTION:

2

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 1
   Journals where Martin McCarthy has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (12.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc305
   Updated: 2025-12-20    RAS profile: 2025-05-07    
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Relations with other researchers

Works with:

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

Is cited by:

Kohlscheen, Emanuel (2)

Clements, Michael (2)

Cepni, Oguzhan (2)

Kohlscheen, Emanuel (2)

Margaritella, Luca (1)

Zhang, Yaojie (1)

Kamber, Gunes (1)

Wong, Benjamin (1)

Snudden, Stephen (1)

Kohlscheen, Emanuel (1)

Wang, Yudong (1)

Cites to:

Rossi, Barbara (13)

Rogoff, Kenneth (10)

Chinn, Menzie (8)

Engel, Charles (7)

Sarno, Lucio (7)

West, Kenneth (6)

Taylor, Mark (6)

Marcellino, Massimiliano (5)

Meese, Richard (4)

Timmermann, Allan (4)

Pesaran, Mohammad (4)

Main data

Where Martin McCarthy has published?

Working Papers Series with more than one paper published# docs
LCERPA Working Papers / Laurier Centre for Economic Research and Policy Analysis2

Recent works citing Martin McCarthy (2025 and 2024)

YearTitle of citing document
2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

Full description at Econpapers || Download paper

2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

Full description at Econpapers || Download paper

2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

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2025Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations. (2025). Gulay, Emrah ; Akgun, Omer Burak. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10694-2.

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2025Exact Mixed-Frequency Data Sampling (eMIDAS). (2025). Quinlan, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0157.

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2024Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?. (2024). Zhang, Yaojie ; Wang, Yudong ; Feng, Yuqing. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:567-582.

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Works by Martin McCarthy:

YearTitleTypeCited
2016The Labour Market during and after the Terms of Trade Boom In: RBA Bulletin (Print copy discontinued).
[Full Text][Citation analysis]		article3
2024Predictable by Construction: Assessing Forecast Directional Accuracy of Temporal Aggregates In: LCERPA Working Papers.
[Full Text][Citation analysis]		paper1
2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data In: LCERPA Working Papers.
[Full Text][Citation analysis]		paper1
2019Does global inflation help forecast inflation in industrialized countries? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team