14
H index
16
i10 index
851
Citations
Texas A&M University | 14 H index 16 i10 index 851 Citations RESEARCH PRODUCTION: 15 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tatevik Sekhposyan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Econometrics | 3 |
International Journal of Forecasting | 3 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Barcelona School of Economics | 6 |
Working Papers / Duke University, Department of Economics | 5 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
Working Papers / Federal Reserve Bank of St. Louis | 2 |
Staff Working Papers / Bank of Canada | 2 |
Year | Title of citing document | |
---|---|---|
2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2023 | Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610. Full description at Econpapers || Download paper | |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. Full description at Econpapers || Download paper | |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2022 | Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024. Full description at Econpapers || Download paper | |
2022 | Economic effects of climate change on agricultural production and productivity in Latin America and the Caribbean (LAC). (2022). Ludena, Carlos E ; Bravoureta, Boris E ; Lachaud, Michee A. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:321-332. Full description at Econpapers || Download paper | |
2023 | Retail 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
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. Full description at Econpapers || Download paper | |
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. Full description at Econpapers || Download paper | |
2022 | Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322. Full description at Econpapers || Download paper | |
2022 | Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20222699. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x. Full description at Econpapers || Download paper | |
2022 | Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973. Full description at Econpapers || Download paper | |
2023 | Macroeconomic uncertainty and firms’ investment in China. (2023). Lin, Juan ; Feng, Zhuozhao. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001209. Full description at Econpapers || Download paper | |
2022 | Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:387-409. Full description at Econpapers || Download paper | |
2023 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101. Full description at Econpapers || Download paper | |
2022 | Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Uncertainty 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. Full description at Econpapers || Download paper | |
2023 | Time 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. Full description at Econpapers || Download paper | |
2023 | Conditional 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. Full description at Econpapers || Download paper | |
2022 | Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005242. Full description at Econpapers || Download paper | |
2022 | Interbank liquidity risk transmission to large emerging markets in crisis periods. (2022). Bouri, Elie ; Hosseini, Seyedmehdi ; Sifat, Imtiaz ; Zarei, Alireza. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001612. Full description at Econpapers || Download paper | |
2022 | Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095. Full description at Econpapers || Download paper | |
2022 | Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975. Full description at Econpapers || Download paper | |
2022 | An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200037x. Full description at Econpapers || Download paper | |
2022 | Predicting the volatility of Chinas new energy stock market: Deep insight from the realized EGARCH-MIDAS model. (2022). Zhao, Chenchen ; Wang, LU ; Liang, Chao ; Jiu, Song. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002306. Full description at Econpapers || Download paper | |
2022 | Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021. Full description at Econpapers || Download paper | |
2022 | Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31. Full description at Econpapers || Download paper | |
2022 | High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Empirically-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. Full description at Econpapers || Download paper | |
2023 | Real-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. Full description at Econpapers || Download paper | |
2022 | Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts. (2022). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:706-724. Full description at Econpapers || Download paper | |
2022 | Do expert experience and characteristics affect inflation forecasts?. (2022). Saadon, Yossi ; El-Shagi, Makram ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226. Full description at Econpapers || Download paper | |
2022 | Growth forecasts and news about monetary policy. (2022). Vokata, Petra ; Karnaukh, Nina. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:55-70. Full description at Econpapers || Download paper | |
2022 | Firms’ expectations and monetary policy shocks in the euro area. (2022). Zachariadis, Marios ; Eminidou, Snezana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002072. Full description at Econpapers || Download paper | |
2022 | What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254. Full description at Econpapers || Download paper | |
2023 | Cross-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. Full description at Econpapers || Download paper | |
2023 | Currency 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. Full description at Econpapers || Download paper | |
2022 | Structural news shock, financial market uncertainty and Chinas business fluctuations. (2022). Liu, Dayu ; Ding, Yibing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001846. Full description at Econpapers || Download paper | |
2022 | The financial market impact of ECB monetary policy press conferences — A text based approach. (2022). Parle, Conor. In: European Journal of Political Economy. RePEc:eee:poleco:v:74:y:2022:i:c:s0176268022000428. Full description at Econpapers || Download paper | |
2022 | Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers. (2022). MORIKAWA, MASAYUKI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:8-15. Full description at Econpapers || Download paper | |
2022 | Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257. Full description at Econpapers || Download paper | |
2022 | How do economies adjust speed at uncertain times?. (2022). Parhi, Mamata ; Alhussaini, Abdullah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001271. Full description at Econpapers || Download paper | |
2022 | Global economic uncertainty and suicide: Worldwide evidence. (2022). Claveria, Oscar. In: Social Science & Medicine. RePEc:eee:socmed:v:305:y:2022:i:c:s0277953622003471. Full description at Econpapers || Download paper | |
2023 | Analyzing 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. Full description at Econpapers || Download paper | |
2022 | Survey-derived proxies for uncertainty: the case of Cyprus. (2022). Pashourtidou, Nicoletta. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:16:y:2022:i:2:p:27-56. Full description at Econpapers || Download paper | |
2022 | Transformed Regression-based Long-Horizon Predictability Tests. (2021). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:30620. Full description at Econpapers || Download paper | |
2022 | Firms Knightian Uncertainty during the COVID-19 Crisis. (2022). Masayuki, Morikawa. In: Discussion papers. RePEc:eti:dpaper:22089. Full description at Econpapers || Download paper | |
2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93793. Full description at Econpapers || Download paper | |
2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers || Download paper | |
2022 | Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission. (2022). Walker, Todd B ; Matthes, Christian ; Jacobson, Margaret M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-54. Full description at Econpapers || Download paper | |
2023 | Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36. Full description at Econpapers || Download paper | |
2022 | Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve. (2022). Williams, John ; La Spada, Gabriele ; Giannone, Domenico ; Afonso, Gara. In: Staff Reports. RePEc:fip:fednsr:94278. Full description at Econpapers || Download paper | |
2022 | Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers. (2022). Moramarco, Graziano. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2022:i:1:p:2-:d:1017952. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2023 | Distribution 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Modelling Okun’s Law – Does non-Gaussianity Matter?. (2022). Ãsterholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2022_001. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2022 | Finding a Role for Slack in Real-Time Inflation Forecasting. (2022). Koenig, Evan F ; Kishor, Kundan N. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:6. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2022 | FDI, liquidity, and political uncertainty: A global analysis. (2022). Stricker, Paul ; Jahn, Marvin. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00543-8. Full description at Econpapers || Download paper | |
2022 | Using hierarchical aggregation constraints to nowcast regional economic aggregates. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-04. Full description at Econpapers || Download paper | |
2022 | Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23. Full description at Econpapers || Download paper | |
2022 | Economic Policy Uncertainty and the Yield Curve*. (2022). Matthys, Felix ; Leippold, Markus. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:4:p:751-797.. Full description at Econpapers || Download paper | |
2023 | Credit-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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | rationalityandbiasesinsightsfromdisaggregatedfirmlevelinflationexpectationsdata. (2023). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11050. Full description at Econpapers || Download paper | |
2022 | Uncertainty in an emerging market economy: evidence from Thailand. (2022). Luangaram, Pongsak ; Apaitan, Tosapol ; Manopimoke, Pym. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02054-y. Full description at Econpapers || Download paper | |
2023 | Mixing 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. Full description at Econpapers || Download paper | |
2023 | Labour 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. Full description at Econpapers || Download paper | |
2022 | Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships. (2022). Wroblewska, Justyna ; Pajor, Anna. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00203-x. Full description at Econpapers || Download paper | |
2023 | Robust 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. Full description at Econpapers || Download paper | |
2022 | Breaking new grounds: a fresh insight into the leading properties of business and consumer survey indicators. (2022). Sori, Petar ; Peri, Blanka Krabi ; Matoec, Marina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-021-01306-4. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2015 | Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review. [Full Text][Citation analysis] | article | 220 |
2015 | Macroeconomic 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: 220 | paper | |
2023 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 25 |
2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2020 | Has 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: 25 | paper | |
2020 | Has 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: 25 | paper | |
2021 | Has the information channel of monetary policy disappeared? Revisiting the empirical evidence.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2018 | Monetary Policy Uncertainty: A Tale of Two Tails In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Networking the Yield Curve: Implications for Monetary Policy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Networking the yield curve: implications for monetary policy.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | From 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: 8 | paper | |
2019 | From 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: 8 | paper | |
2021 | Evaluating Forecast Performance with State Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers. [Full Text][Citation analysis] | paper | 50 |
2019 | Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
2017 | Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2015 | Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2016 | Understanding the Sources of Macroeconomic Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 65 |
2016 | Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2018 | Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2012 | The Local Effects of Monetary Policy In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 11 |
2009 | The local effects of monetary policy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
2014 | Forecast 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: 47 | paper | |
2016 | Forecast 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: 47 | article | |
2020 | From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Comparing Forecast Performance with State Dependence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Has modelsà forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers. [Full Text][Citation analysis] | paper | 66 |
2010 | Has 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: 66 | paper | |
2009 | Has Economic Modelsà Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Understanding Models Forecasting Performance In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
2011 | Understanding models forecasting performance.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2011 | Forecast Optimality Tests in the Presence of Instabilities In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Conditional predictive density evaluation in the presence of instabilities In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
2013 | Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2010 | Have economic models forecasting performance for US output growth and inflation changed over time, and when? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 67 |
2014 | Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 49 |
2013 | Evaluating 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: 49 | paper | |
2019 | Predicting relative forecasting performance: An empirical investigation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | ||
2023 | Markov Switching Rationality In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2020 | The Fog of Numbers In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2013 | Output and unemployment: how do they relate today? In: The Regional Economist. [Full Text][Citation analysis] | article | 3 |
2012 | Okun’s law over the business cycle: was the great recession all that different? In: Review. [Full Text][Citation analysis] | article | 54 |
2020 | Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2021 | Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR.(2021) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2017 | Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics. [Full Text][Citation analysis] | article | 46 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team