Tatevik Sekhposyan : Citation Profile

Texas A&M University

15

H index

17

i10 index

922

Citations

RESEARCH PRODUCTION:

17

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 57
   Journals where Tatevik Sekhposyan has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 23 (2.43 %)

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   Permalink: http://citec.repec.org/pse339
   Updated: 2025-03-15    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Rossi, Barbara (6)

Hoesch, Lukas (4)

Ganics, Gergely (2)

McCracken, Michael (2)

Owyang, Michael (2)

Schaumburg, Julia (2)

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

Is cited by:

GUPTA, RANGAN (60)

Rossi, Barbara (57)

Giannone, Domenico (22)

Wohar, Mark (21)

Mitchell, James (19)

Claveria, Oscar (15)

Castelnuovo, Efrem (14)

Barnett, William (13)

El-Shagi, Makram (13)

Boyarchenko, Nina (12)

Plakandaras, Vasilios (11)

Cites to:

Rossi, Barbara (46)

West, Kenneth (23)

Giannone, Domenico (20)

Clark, Todd (18)

Diebold, Francis (15)

Watson, Mark (14)

Timmermann, Allan (14)

Giacomini, Raffaella (13)

McCracken, Michael (12)

Ng, Serena (11)

Gürkaynak, Refet (11)

Main data

Production by document typepaperchapterarticle200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200820092010201120122013201420152016201720182019202020212022202320240100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250305101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tatevik Sekhposyan has published?

Journals with more than one article published# docs
Journal of Econometrics4
International Journal of Forecasting3

Working Papers Series with more than one paper published# docs
Working Papers / Barcelona School of Economics6
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Working Papers / Duke University, Department of Economics5
Staff Working Papers / Bank of Canada2
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Tatevik Sekhposyan (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2025Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198.

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2024.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2025Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

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2024Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

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2024Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

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2024Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x.

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2024The impact of uncertainty shocks on energy transition metal prices. (2024). Reboredo, Juan ; Ugolini, Andrea. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282.

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2024Asymmetric information and misaligned inflation expectations. (2024). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001253.

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2024Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230.

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2024Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR. (2024). Ma, Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1234-1247.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355.

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2024.

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2024Exchange rates and the information channel of monetary policy. (2020). Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172020.

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Works by Tatevik Sekhposyan:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review.
[Full Text][Citation analysis]		article239
2015Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 239		paper
2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article31
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2021Has the information channel of monetary policy disappeared? Revisiting the empirical evidence.(2021) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2018Monetary Policy Uncertainty: A Tale of Two Tails In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2021Networking the Yield Curve: Implications for Monetary Policy In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2021Networking the yield curve: implications for monetary policy.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 1		paper
2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers.
[Full Text][Citation analysis]		paper11
2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts.(2019) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2021Evaluating Forecast Performance with State Dependence In: Working Papers.
[Full Text][Citation analysis]		paper4
2023Evaluating forecast performance with state dependence.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 4		article
2021Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2015Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers.
[Full Text][Citation analysis]		paper62
2019Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 62		article
2017Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 62		paper
2015Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers.
[Full Text][Citation analysis]		paper19
2016Understanding the Sources of Macroeconomic Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper64
2016Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 64		paper
2018Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2012The Local Effects of Monetary Policy In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article12
2009The local effects of monetary policy.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2016Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper53
2014Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts.(2014) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2016Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		article
2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2020Comparing Forecast Performance with State Dependence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Has modelsí forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers.
[Full Text][Citation analysis]		paper68
2010Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 68		paper
2009Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Understanding Models Forecasting Performance In: Working Papers.
[Full Text][Citation analysis]		paper36
2011Understanding models forecasting performance.(2011) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 36		article
2011Forecast Optimality Tests in the Presence of Instabilities In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Conditional predictive density evaluation in the presence of instabilities In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2010Have economic models forecasting performance for US output growth and inflation changed over time, and when? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article72
2014Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set In: International Journal of Forecasting.
[Full Text][Citation analysis]		article52
2013Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set.(2013) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 52		paper
2019Predicting relative forecasting performance: An empirical investigation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
.() In: .
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This paper has nother version. Agregated cites: 26		paper
2023Markov Switching Rationality In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2020The Fog of Numbers In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2013Output and unemployment: how do they relate today? In: The Regional Economist.
[Full Text][Citation analysis]		article3
2012Okun’s law over the business cycle: was the great recession all that different? In: Review.
[Full Text][Citation analysis]		article54
2020Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers.
[Full Text][Citation analysis]		paper15
2021Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR.(2021) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 15		article
2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics.
[Full Text][Citation analysis]		article49
2024From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article1

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