Tatevik Sekhposyan : Citation Profile


Are you Tatevik Sekhposyan?

Texas A&M University

14

H index

16

i10 index

859

Citations

RESEARCH PRODUCTION:

16

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 57
   Journals where Tatevik Sekhposyan has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 22 (2.5 %)

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   Permalink: http://citec.repec.org/pse339
   Updated: 2024-01-16    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Rossi, Barbara (9)

Hoesch, Lukas (4)

Ganics, Gergely (4)

McCracken, Michael (2)

Schaumburg, Julia (2)

Owyang, Michael (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 (54)

Giannone, Domenico (22)

Wohar, Mark (21)

Ambrocio, Gene (20)

Mitchell, James (16)

Claveria, Oscar (15)

Castelnuovo, Efrem (14)

Barnett, William (13)

Boyarchenko, Nina (12)

Stevanovic, Dalibor (11)

Cites to:

Rossi, Barbara (46)

West, Kenneth (23)

Giannone, Domenico (20)

Clark, Todd (18)

Diebold, Francis (15)

Timmermann, Allan (14)

Watson, Mark (14)

Giacomini, Raffaella (13)

McCracken, Michael (12)

Gürkaynak, Refet (11)

Ng, Serena (11)

Main data


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
Working Papers / Federal Reserve Bank of St. Louis2
Staff Working Papers / Bank of Canada2

Recent works citing Tatevik Sekhposyan (2024 and 2023)


YearTitle of citing document
2023Measuring stock market uncertainty. (2023). Dakey, Prasad Teja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Hierarchical 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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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko ; Chernis, Tony. In: Papers. RePEc:arx:papers:2311.12671.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023.

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2023A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23.

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2023Retail pricing format and rigidity of regular prices. (2023). Levy, Daniel ; Snir, Avichai ; Ray, Sourav. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1173-1203.

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2023.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023(How) Do Electoral Surprises Drive Business Cycles? Evidence from a New Dataset. (2023). Fetzer, Thiemo ; Yotzov, Ivan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10584.

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2023(How) Do electoral surprises drive business cycles? Evidence from a new dataset. (2023). Yotzov, Ivan ; Fetzer, Thiemo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:672.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827.

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2023Macroeconomic uncertainty and firms’ investment in China. (2023). Lin, Juan ; Feng, Zhuozhao. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001209.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2023The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

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2023Analyzing the impact of COVID-19 on the performance of listed firms in Saudi market. (2023). Makni, Mohammed S. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006928.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343.

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2023The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395.

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2023Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023Does Economic Policy Uncertainty Explain Exchange Rate Movements in the Economic Community of West African States (ECOWAS): A Panel ARDL Approach. (2023). giouvris, evangelos ; Korley, Maud. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:128-:d:1272261.

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2023Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney. In: Working Papers. RePEc:hhs:oruesi:2023_003.

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2023Financial and economic uncertainties and their effects on the economy. (2023). Hlouskova, Jaroslava ; Sogner, Leopold ; Fortin, Ines. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09570-3.

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023How Does Firm ESG Performance Impact Financial Constraints? An Experimental Exploration of the COVID-19 Pandemic. (2023). Dong, YU ; Wang, Cao ; Zhang, Dongyang. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00499-6.

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2023rationalityandbiasesinsightsfromdisaggregatedfirmlevelinflationexpectationsdata. (2023). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11050.

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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

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2023Labour market uncertainty after the irruption of COVID-19. (2023). Claveria, Oscar ; Sori, Petar. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02304-7.

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2023Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring. (2023). Luo, Yang ; Yae, James. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00497-z.

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2023Raiders 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.

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2023On the real?time predictive content of financial condition indices for growth. (2023). McCracken, Michael ; Amburgey, Aaron J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:137-163.

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2023Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty. (2023). Clements, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:164-185.

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2023Forward guidance and expectation formation: A narrative approach. (2023). Sutherland, Christopher S. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:222-241.

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2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

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2023Forecasting inflation and output growth with credit?card?augmented Divisia monetary aggregates. (2023). Park, So Hee ; Barnett, William A. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:331-346.

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2023Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.

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2023(How) Do electoral surprises drive business cycles? Evidence from a new dataset. (2023). Fetzer, Thiemo ; Yotzov, Ivan. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1468.

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Works by Tatevik Sekhposyan:


YearTitleTypeCited
2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review.
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article225
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: 225
paper
2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics.
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article25
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: 25
paper
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 25
paper
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 25
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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: 25
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2018Monetary Policy Uncertainty: A Tale of Two Tails In: Staff Working Papers.
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paper3
2021Networking the Yield Curve: Implications for Monetary Policy In: Staff Working Papers.
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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
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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers.
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paper8
2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 8
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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: 8
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2021Evaluating Forecast Performance with State Dependence In: Working Papers.
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2023Evaluating forecast performance with state dependence.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 0
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2021Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 0
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2015Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers.
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2019Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics.
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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: 53
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2015Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers.
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2016Understanding the Sources of Macroeconomic Uncertainty In: Working Papers.
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2016Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 65
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2018Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 65
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2012The Local Effects of Monetary Policy In: The B.E. Journal of Macroeconomics.
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2009The local effects of monetary policy.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 11
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2016Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts In: CEPR Discussion Papers.
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2014Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts.(2014) In: Economics Working Papers.
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2016Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 47
article
2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts In: CEPR Discussion Papers.
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paper5
2020Comparing Forecast Performance with State Dependence In: CEPR Discussion Papers.
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paper1
2008Has modelsí forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers.
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paper66
2010Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?.(2010) In: Working Papers.
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2009Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? In: Working Papers.
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2010Understanding Models Forecasting Performance In: Working Papers.
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2011Understanding models forecasting performance.(2011) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 33
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2011Forecast Optimality Tests in the Presence of Instabilities In: Working Papers.
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2013Conditional predictive density evaluation in the presence of instabilities In: Journal of Econometrics.
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article31
2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers.
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2010Have economic models forecasting performance for US output growth and inflation changed over time, and when? In: International Journal of Forecasting.
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article67
2014Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set In: International Journal of Forecasting.
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article49
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: 49
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2019Predicting relative forecasting performance: An empirical investigation In: International Journal of Forecasting.
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.() In: .
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2023Markov Switching Rationality In: Advances in Econometrics.
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2020The Fog of Numbers In: FRBSF Economic Letter.
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2013Output and unemployment: how do they relate today? In: The Regional Economist.
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article3
2012Okun’s law over the business cycle: was the great recession all that different? In: Review.
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article54
2020Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers.
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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: 13
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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics.
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article46

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