Tatevik Sekhposyan : Citation Profile

Texas A&M University

15

H index

17

i10 index

948

Citations

RESEARCH PRODUCTION:

17

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 59
   Journals where Tatevik Sekhposyan has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 24 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse339
   Updated: 2025-05-17    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Rossi, Barbara (6)

Hoesch, Lukas (4)

Ganics, Gergely (2)

Schaumburg, Julia (2)

Owyang, Michael (2)

McCracken, 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 (57)

Giannone, Domenico (22)

Wohar, Mark (21)

Mitchell, James (19)

Claveria, Oscar (15)

Castelnuovo, Efrem (14)

El-Shagi, Makram (13)

Barnett, William (13)

Boyarchenko, Nina (12)

Poon, Aubrey (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

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
Working Papers / Duke University, Department of Economics5
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Staff Working Papers / Bank of Canada2
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Tatevik Sekhposyan (2025 and 2024)

YearTitle of citing document
2024Are professional forecasters inattentive to public discussions? The case of inflation in Argentina. (2024). Aromi, J. Daniel ; Llada, Martin. In: Working Papers. RePEc:aoz:wpaper:300.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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

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

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2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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

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

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

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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

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2025Analysis of Inflation Risk Factors in Russia. (2025). Chudaeva, Alexandra. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:60-92.

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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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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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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). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; 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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2024Biased Forecasts and Voting: The Brexit Referendum Case. (2024). Bizzotto, Jacopo ; Cipullo, Davide ; Reslow, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11221.

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2024Is the Information Channel of Monetary Policy Alive in Emerging Markets?. (2024). Garcia-Schmidt, Mariana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1017.

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2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

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

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

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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). Bordo, Michael D ; Haubrich, Joseph G. 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). Poon, Aubrey ; Mitchell, James ; 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). Zampolli, Fabrizio ; Mehrotra, Aaron ; 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). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. 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 tail risk of crude oil Price_Based on EPU and geopolitical risk perspective. (2024). Zhu, Zixiang ; Lyu, Yiqing ; Jia, Wenbo. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003799.

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2024The impact of uncertainty shocks on energy transition metal prices. (2024). Ugolini, Andrea ; Reboredo, Juan. 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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2024Identification of the contagion effect in Chinas financial market uncertainties: A multiscale and dynamic perspective. (2024). Rong, Xueyun ; Wang, Xinya ; Xu, Xin ; Xuan, Siyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1340-1362.

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2024Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments. (2024). Noori, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:529-551.

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2024Nowcasting Inflation. (2024). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:97908.

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2025Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677.

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2025Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities. (2025). Chang, Shian ; Arai, Natsuki. In: Working Papers. RePEc:gwc:wpaper:2025-003.

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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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2025Assessing the predictability of market interest rate changes on Central Bank of Russia press release days. (2025). Bannikova, Viktoriia ; Kolesnik, Sofya. In: Applied Econometrics. RePEc:ris:apltrx:0514.

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2024Global Uncertainty, Climate Change and the Unemployment-Economic Growth Relationship in Nigeria. (2024). Edeme, Richardson Kojo ; Ogbuabor, Jonathan Emenike ; Emeka, Ekene Thankgod. In: Journal of Development Policy and Practice. RePEc:sae:jodepp:v:9:y:2024:i:2:p:238-256.

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2024Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity: evidence from the quantile vector autoregressive connectedness approach. (2024). ben Haddad, Hedi ; Altamimi, Sohale ; Medhioub, Imed ; Mezghani, Imed. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02474-y.

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2025Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data. (2025). Österholm, Pär ; Karlsson, Sune ; Edvinsson, Rodney. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02684-y.

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2025A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators. (2025). Mariani, Vincenzo ; Crispino, Marta. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00266-6.

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2024Unit-Weibull autoregressive moving average models. (2024). Taufemback, Cleiton ; Prass, Taiane Schaedler ; Pumi, Guilherme. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:1:d:10.1007_s11749-023-00893-8.

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2024The housing supply channel of monetary policy. (2024). Opitz, Frederic ; Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:59.

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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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2025U.S. economic uncertainty shocks and extreme capital flows episodes: An empirical analysis of emerging and developing economies. (2025). Pu, Tian ; Du, Xinqian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:352-368.

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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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2024Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. (2024). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:790-812.

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2024Tests for equal forecast accuracy under heteroskedasticity. (2024). Zu, Yang ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:850-869.

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2024Testing for differences in survey‐based density expectations: A compositional data approach. (2024). Glas, Alexander ; Dovern, Jonas ; Kenny, Geoff. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1104-1122.

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2025Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2025). Castelnuovo, Efrem ; Mori, Lorenzo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:89-107.

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2025Noisy monetary policy announcements. (2025). Dahlhaus, Tatjana ; Gambetti, Luca. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:164-180.

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2024Combine to compete: Improving fiscal forecast accuracy over time. (2024). Claeys, Peter ; Carabotta, Laura. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:948-982.

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2024Density forecast combinations: The real‐time dimension. (2024). McAdam, Peter ; Warne, Anders. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1153-1172.

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2025Using a Wage–Price‐Setting Model to Forecast US Inflation. (2025). Do, Nguyen Duc. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:803-832.

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2025Regime‐Switching Density Forecasts Using Economists Scenarios. (2025). Moramarco, Graziano. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:833-845.

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2025Time‐Varying US Government Spending Anticipation in Real Time. (2025). Goemans, Pascal ; Krusebecher, Robinson. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:867-880.

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2025The Bias of the ECB Inflation Projections: A State‐Dependent Analysis. (2025). Granziera, Eleonora ; Jalasjoki, Pirkka ; Paloviita, Maritta. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:922-940.

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2025Fiscal Forecasting Rationality Among Expert Forecasters. (2025). Claeys, Peter ; Poplawskiribeiro, Marcos ; Chocobar, Belen. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:941-959.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1551.

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2025Speaking of Inflation : The Influence of Fed Speeches on Expectations. (2025). Melosi, Leonardo ; Meggiorini, Greta ; Larsen, Wegard H ; Granziera, Eleanora. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1555.

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2024The bias of the ECB inflation projections: A State-dependent analysis. (2024). Jalasjoki, Pirkka ; Paloviita, Maritta ; Granziera, Eleonora. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:295738.

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2024Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:307140.

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2024Is there an information channel of monetary policy?. (2024). Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver. 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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2015Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers.
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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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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Papers.
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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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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Paper Series.
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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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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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2021Networking the yield curve: implications for monetary policy.(2021) In: Working Paper Series.
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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: 13		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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2024From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts.(2024) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 13		article
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: 5		article
2021Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers.
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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: 64		article
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2010Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?.(2010) In: Working Papers.
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