Tatevik Sekhposyan : Citation Profile


Are you Tatevik Sekhposyan?

Texas A&M University

14

H index

16

i10 index

886

Citations

RESEARCH PRODUCTION:

16

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 59
   Journals where Tatevik Sekhposyan has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 23 (2.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse339
   Updated: 2024-07-05    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Rossi, Barbara (9)

Hoesch, Lukas (4)

Ganics, Gergely (4)

Owyang, Michael (2)

McCracken, 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 (54)

Giannone, Domenico (22)

Wohar, Mark (21)

Mitchell, James (18)

Claveria, Oscar (15)

Castelnuovo, Efrem (14)

Barnett, William (13)

Boyarchenko, Nina (12)

Stevanovic, Dalibor (11)

El-Shagi, Makram (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)

Ng, Serena (11)

Gürkaynak, Refet (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
Staff Working Papers / Bank of Canada2
Working Papers / Federal Reserve Bank of St. Louis2

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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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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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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2024Forecasting 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 ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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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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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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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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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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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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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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2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

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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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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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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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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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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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2023International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

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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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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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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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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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2023Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time?varying instrument relevance. (2023). Zhang, Chengsi ; Ma, Jun ; Liao, Wenting. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:989-1006.

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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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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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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:


YearTitleTypeCited
2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review.
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article231
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: 231
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2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics.
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article27
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: 27
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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: 27
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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: 27
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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: 27
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2018Monetary Policy Uncertainty: A Tale of Two Tails In: Staff Working Papers.
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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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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: 1
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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: 1
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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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This paper has nother version. Agregated cites: 57
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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: 57
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