Tatevik Sekhposyan : Citation Profile


Are you Tatevik Sekhposyan?

Texas A&M University

12

H index

12

i10 index

424

Citations

RESEARCH PRODUCTION:

13

Articles

28

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 35
   Journals where Tatevik Sekhposyan has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 17 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse339
   Updated: 2020-09-22    RAS profile: 2020-06-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rossi, Barbara (20)

Ganics, Gergely (4)

Hoesch, Lukas (3)

Granziera, Eleonora (2)

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

Is cited by:

Rossi, Barbara (50)

GUPTA, RANGAN (45)

Wohar, Mark (14)

Ambrocio, Gene (9)

Plakandaras, Vasilios (9)

Balcilar, Mehmet (9)

Giannone, Domenico (9)

Papadimitriou, Theophilos (8)

Gonzalez-Rivera, Gloria (8)

Inoue, Atsushi (7)

Stevanovic, Dalibor (7)

Cites to:

Rossi, Barbara (27)

Watson, Mark (12)

Giannone, Domenico (12)

West, Kenneth (12)

Clark, Todd (10)

Stock, James (9)

Ng, Serena (8)

bloom, nicholas (8)

McCracken, Michael (7)

Diebold, Francis (7)

Swanson, Norman (6)

Main data


Where Tatevik Sekhposyan has published?


Journals with more than one article published# docs
Journal of Econometrics3
International Journal of Forecasting3

Working Papers Series with more than one paper published# docs
Working Papers / Barcelona Graduate School of Economics5
Working Papers / Duke University, Department of Economics5
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Tatevik Sekhposyan (2020 and 2019)


YearTitle of citing document
2019MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA. (2019). GUPTA, RANGAN ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Eriksen, Jonas N ; Borup, Daniel ; Thyrsgaard, Martin ; Kjar, Mads M. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

Full description at Econpapers || Download paper

2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

Full description at Econpapers || Download paper

2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

Full description at Econpapers || Download paper

2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Coulombe, Philippe Goulet ; Surprenant, St'Ephane ; Leroux, Maxime. In: Papers. RePEc:arx:papers:2008.12477.

Full description at Econpapers || Download paper

2020Social Learning and Monetary Policy at the Effective Lower Bound. (2020). Vermandel, Gauthier ; Salle, Isabelle ; Grimaud, Alex ; Arifovic, Jasmina. In: Staff Working Papers. RePEc:bca:bocawp:20-2.

Full description at Econpapers || Download paper

2020Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20.

Full description at Econpapers || Download paper

2020Asymmetry in the conditional distribution of euro-area inflation. (2020). Tagliabracci, Alex. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1270_20.

Full description at Econpapers || Download paper

2020The time-varying risk of Italian GDP. (2020). Pacella, Claudia ; Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1288_20.

Full description at Econpapers || Download paper

2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

Full description at Econpapers || Download paper

2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

Full description at Econpapers || Download paper

2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

Full description at Econpapers || Download paper

2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

Full description at Econpapers || Download paper

2019Measuring household uncertainty in EU countries. (2019). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_017.

Full description at Econpapers || Download paper

2020Inflationary household uncertainty shocks. (2020). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_005.

Full description at Econpapers || Download paper

2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

Full description at Econpapers || Download paper

2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

Full description at Econpapers || Download paper

2020The Hard Problem of Prediction for Conflict Prevention. (2020). Mueller, Hannes ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2015.

Full description at Econpapers || Download paper

2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

Full description at Econpapers || Download paper

2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

Full description at Econpapers || Download paper

2019The Hard Problem of Prediction for Conflict Prevention. (2019). Rauh, Christopher ; Mueller, Hannes Felix. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13748.

Full description at Econpapers || Download paper

2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

Full description at Econpapers || Download paper

2019Inflation at Risk. (2019). Loria, Francesca ; Lopez-Salido, David J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14074.

Full description at Econpapers || Download paper

2020Forecasting Macroeconomic Risks. (2020). Adams, Patrick ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14436.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

Full description at Econpapers || Download paper

2019Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box. (2019). onorante, luca ; Martinez-Martin, Jaime ; Piersanti, Fabio M ; Morris, Richard. In: Working Paper Series. RePEc:ecb:ecbwps:20192335.

Full description at Econpapers || Download paper

2020Monetary policy and regional inequality. (2020). Hauptmeier, Sebastian ; Nikalexi, Katerina ; Holm-Hadulla, Federic. In: Working Paper Series. RePEc:ecb:ecbwps:20202385.

Full description at Econpapers || Download paper

2020Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202436.

Full description at Econpapers || Download paper

2019Strategic central bank communication: Discourse analysis of the Bank of Japan’s Monthly Report. (2019). Ueda, Kozo ; Shizume, Masato ; Kobashi, Yohei ; Kawamura, Kohei . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:230-250.

Full description at Econpapers || Download paper

2019Rationality tests in the presence of instabilities in finite samples. (2019). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:242-246.

Full description at Econpapers || Download paper

2019New insights into the nonlinearity of Okuns law. (2019). Garcia-Solanes, Jose ; Beyaert, Arielle ; Nebot, Cesar. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:202-210.

Full description at Econpapers || Download paper

2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

Full description at Econpapers || Download paper

2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

Full description at Econpapers || Download paper

2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

Full description at Econpapers || Download paper

2019The effects of conventional and unconventional monetary policy on exchange rates. (2019). Inoue, Atsushi ; Rossi, Barbara. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:419-447.

Full description at Econpapers || Download paper

2019Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

Full description at Econpapers || Download paper

2019The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries. (2019). Sheng, Xuguang Simon ; Liu, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:967-979.

Full description at Econpapers || Download paper

2019Evaluating the conditionality of judgmental forecasts. (2019). Sinha, Nitish R ; Chang, Andrew C ; Berge, Travis J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1627-1635.

Full description at Econpapers || Download paper

2019Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

Full description at Econpapers || Download paper

2019Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

Full description at Econpapers || Download paper

2019Assessing the uncertainty in central banks’ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769.

Full description at Econpapers || Download paper

2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

Full description at Econpapers || Download paper

2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

Full description at Econpapers || Download paper

2020Market uncertainty and the importance of media coverage at earnings announcements. (2020). Green, Jeremiah ; Bonsall, Samuel B ; Muller, Karl A. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s016541011930059x.

Full description at Econpapers || Download paper

2019On tail fatness of macroeconomic dynamics. (2019). Liu, Xiaochun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303367.

Full description at Econpapers || Download paper

2020Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

Full description at Econpapers || Download paper

2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Balcilar, Mehmet ; Kyei, Clement ; Kim, Won Joong ; Gupta, Rangan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:150-163.

Full description at Econpapers || Download paper

2019A re-evaluation of the term spread as a leading indicator. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492.

Full description at Econpapers || Download paper

2019Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries. (2019). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:62-83.

Full description at Econpapers || Download paper

2019How important are different aspects of uncertainty in driving industrial production in the CEE countries?. (2019). Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:252-266.

Full description at Econpapers || Download paper

2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

Full description at Econpapers || Download paper

2019Uncertainty in Long-Term Macroeconomic Forecasts: Ex post Evaluation of Forecasts by Economics Researchers. (2019). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:19084.

Full description at Econpapers || Download paper

2020Variation in the Phillips Curve Relation across Three Phases of the Business Cycle. (2019). Verbrugge, Randal ; Ashley, Richard. In: Working Papers. RePEc:fip:fedcwq:190900.

Full description at Econpapers || Download paper

2019Evaluating the Conditionality of Judgmental Forecasts. (2019). Berge, Travis ; Sinha, Nitish R ; Chang, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-02.

Full description at Econpapers || Download paper

2020Inflation at Risk. (2020). Lopez-Salido, David ; Loria, Francesca. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-13.

Full description at Econpapers || Download paper

2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

Full description at Econpapers || Download paper

2020Forecasting Macroeconomic Risks. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: Staff Reports. RePEc:fip:fednsr:87480.

Full description at Econpapers || Download paper

2019Uncertainty as a Predictor of Economic Activity. (2019). Hengge, Martina. In: IHEID Working Papers. RePEc:gii:giihei:heidwp19-2019.

Full description at Econpapers || Download paper

2020Predicting Downside Risks to House Prices and Macro-Financial Stability. (2020). Shahid, Sohaib ; Valckx, Nico ; Katagiri, Mitsuru ; Deghi, Andrea. In: IMF Working Papers. RePEc:imf:imfwpa:20/11.

Full description at Econpapers || Download paper

2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

Full description at Econpapers || Download paper

2019Forecasting Inflation Uncertainty in the United States and Euro Area. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9794-9.

Full description at Econpapers || Download paper

2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

Full description at Econpapers || Download paper

2020Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Sahinoz, Saygin ; Cosar, Evren Erdogan. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

Full description at Econpapers || Download paper

2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

Full description at Econpapers || Download paper

2019Uncertainty shocks in emerging economies. (2019). Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:277077821.

Full description at Econpapers || Download paper

2019Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts. (2019). Siliverstovs, Boriss. In: Working Papers. RePEc:ltv:wpaper:201901.

Full description at Econpapers || Download paper

2019Non-Linearities and the Euler Equation: Does Uncertainty Have an Effect on the Approximation Quality?. (2019). Tobias, Kranz. In: Review of Economics. RePEc:lus:reveco:v:70:y:2019:i:3:p:267-293:n:1.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234.

Full description at Econpapers || Download paper

2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

Full description at Econpapers || Download paper

2019The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus. (2019). Raheem, Ibrahim ; Asongu, Simplice ; le Roux, Sara. In: MPRA Paper. RePEc:pra:mprapa:101525.

Full description at Econpapers || Download paper

2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201944.

Full description at Econpapers || Download paper

2019One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models. (2019). Wroblewska, Justyna ; Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:23-45.

Full description at Econpapers || Download paper

2020Uncertainty and Economic Activity: Does it Matter for Thailand?. (2020). Manopimoke, Pym ; Luangaram, Pongsak ; Apaitan, Tosapol. In: PIER Discussion Papers. RePEc:pui:dpaper:130.

Full description at Econpapers || Download paper

2019Economic Uncertainty and Subjective Inflation Expectations. (2019). Rossmann, Tobias. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:160.

Full description at Econpapers || Download paper

2020Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

Full description at Econpapers || Download paper

2019Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function. (2019). Lee, Tae Hwy ; Wang, Yiyao . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:2:d:10.1007_s40953-018-0141-8.

Full description at Econpapers || Download paper

2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

Full description at Econpapers || Download paper

2019Assessing the Economic Content of Direct and Indirect Business Uncertainty Measures. (2019). Hölzl, Werner ; Holzl, Werner ; Glocker, Christian. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2019:i:576.

Full description at Econpapers || Download paper

2019The Shape of Eurozone’s Uncertainty: Its Impact and Predictive Value on GDP. (2019). Mohr, Oliver ; Mai, Nicola ; Fendel, Ralf. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:19-01.

Full description at Econpapers || Download paper

2020Diverging Tests of Equal Predictive Ability. (2020). McCracken, Michael. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:4:p:1753-1754.

Full description at Econpapers || Download paper

2019Macroeconomic forecast accuracy in a data‐rich environment. (2019). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:7:p:1050-1072.

Full description at Econpapers || Download paper

2020Order‐invariant tests for proper calibration of multivariate density forecasts. (2020). Dovern, Jonas ; Manner, Hans. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:440-456.

Full description at Econpapers || Download paper

2020Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations. (2020). Swanson, Norman ; Yang, Xiye ; Xiong, Weiqi. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:5:p:587-613.

Full description at Econpapers || Download paper

2019The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR. (2019). Loermann, Julius. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2019:i:189.

Full description at Econpapers || Download paper

2019Zu den Auswirkungen des jüngsten Anstiegs der globalen wirtschaftspolitischen Unsicherheit. (2019). Beckmann, Joscha ; Jannsen, Nils ; Ademmer, Martin. In: IfW-Box. RePEc:zbw:ifwbox:20197.

Full description at Econpapers || Download paper

2019Weltkonjunktur im Sommer 2019 - Weltwirtschaft ohne Schwung. (2019). Stolzenburg, Ulrich ; Mosle, Saskia ; Kooths, Stefan ; Jannsen, Nils ; Hauber, Philipp ; Gern, Klaus-Jurgen ; Ademmer, Martin. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:55.

Full description at Econpapers || Download paper

Works by Tatevik Sekhposyan:


YearTitleTypeCited
2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review.
[Full Text][Citation analysis]
article103
2015Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
2018Monetary Policy Uncertainty: A Tale of Two Tails In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
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]
paper1
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 another version. Agregated cites: 1
paper
2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts.(2019) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
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 another version. Agregated cites: 0
paper
2020Has the information channel of monetary policy disappeared? Revisiting the empirical evidence.(2020) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers.
[Full Text][Citation analysis]
paper15
2019Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2017Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
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]
paper20
2016Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2018Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2018Predicting relative forecasting performance : An empirical investigation In: Research Discussion Papers.
[Full Text][Citation analysis]
paper6
2019Predicting relative forecasting performance: An empirical investigation.(2019) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2012The Local Effects of Monetary Policy In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article7
2009The local effects of monetary policy.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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]
paper24
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 another version. Agregated cites: 24
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 another version. Agregated cites: 24
article
2008Has modelsí forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers.
[Full Text][Citation analysis]
paper27
2010Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
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]
paper24
2011Understanding models forecasting performance.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
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]
article24
2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
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]
article43
2014Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set In: International Journal of Forecasting.
[Full Text][Citation analysis]
article29
2013Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
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]
article0
2012Okun’s law over the business cycle: was the great recession all that different? In: Review.
[Full Text][Citation analysis]
article45
2020Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers.
[Full Text][Citation analysis]
paper8
2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics.
[Full Text][Citation analysis]
article18

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team