7
H index
7
i10 index
224
Citations
Tucker Sprague McElroy : Citation Profile
Government of the United States | RESEARCH PRODUCTION: 62 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2002 - 2026). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Tucker Sprague McElroy. | Is cited by:
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Main data
Where Tucker Sprague McElroy has published?
Recent works citing Tucker Sprague McElroy (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper |
| 2026 | Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach. (2026). Wildi, Marc. In: Papers. RePEc:arx:papers:2601.06547. Full description at Econpapers || Download paper |
| 2026 | The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach. (2026). Wildi, Marc. In: Papers. RePEc:arx:papers:2602.13722. Full description at Econpapers || Download paper |
| 2026 | Forecasting on the Accuracy-Timeliness Frontier: Two Novel `Look Ahead Predictors. (2026). Wildi, Marc. In: Papers. RePEc:arx:papers:2602.23087. Full description at Econpapers || Download paper |
| 2025 | Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations?. (2025). Parra-Amado, Daniel ; Bermudez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1315. Full description at Econpapers || Download paper |
| 2025 | Structural periodic vector autoregressions. (2025). Dzikowski, Daniel ; Jentsch, Carsten. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001538. Full description at Econpapers || Download paper |
| 2025 | Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092. Full description at Econpapers || Download paper |
| 2025 | The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Ozturk, Ezgi ; Sheng, Xuguang Simon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262. Full description at Econpapers || Download paper |
| 2025 | Bridging Data and Diagnostics: A Systematic Review and Case Study on Integrating Trend Monitoring and Change Point Detection for Wind Turbines. (2025). Ba, Phong ; al Hassan, Abu. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:19:p:5166-:d:1760458. Full description at Econpapers || Download paper |
| 2025 | Geopolitical Risks and Economic Expectations: The Role of Trade Linkages. (2025). Cornevin, Antoine. In: IHEID Working Papers. RePEc:gii:giihei:heidwp11-2025. Full description at Econpapers || Download paper |
| 2025 | How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-001. Full description at Econpapers || Download paper |
| 2025 | State dependence of the Phillips curve what does this mean for monetary policy. (2025). Rakgalakane, Jeffrey ; Reid, Monique ; Foresto, Anis. In: Working Papers. RePEc:rbz:wpaper:11080. Full description at Econpapers || Download paper |
| 2025 | The Macroeconomic Expectations of U.S. Managers. (2025). Gorodnichenko, Yuriy ; Coibion, Olivier ; Yaremko, Vitaliia. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:683-716. Full description at Econpapers || Download paper |
Works by Tucker Sprague McElroy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates In: BEA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates.(2022) In: Journal of Official Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Time Series Econometrics Klaus Neusser Springer International Publishing , 2016 , xxiv + 409 pages, £99.00, hardcover ISBN: 978-3-319-32861-4 In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | A Review of Seasonal Adjustment Diagnostics In: International Statistical Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | Model identification via total Frobenius norm of multivariate spectra In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
| 2012 | Subsampling inference for the mean of heavy‐tailed long‐memory time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2016 | Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis.(2016) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | Signal extraction for nonstationary multivariate time series with illustrations for trend inflation.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | The Inverse Kullback€“Leibler Method for Fitting Vector Moving Averages In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Recursive Computation for Block€ Nested Covariance Matrices In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2025 | Local quadratic spectral and covariance matrix estimation In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2026 | Analysis of Crisis Effects via Maximum Entropy Adjustment In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence In: LABOUR. [Full Text][Citation analysis] | article | 2 |
| 2017 | Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Seasonal adjustment subject to accounting constraints In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 2010 | Signal Extraction Revision Variances as a Goodness-of-Fit Measure In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Optimal Signal Extraction with Correlated Components In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Optimal Real-Time Filters for Linear Prediction Problems In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series.(2012) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Distribution theory for the studentized mean for long, short, and negative memory time series.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2013 | Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2012 | FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2023 | Building the Census Bureau Index of Economic Activity (IDEA) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2008 | MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
| 2022 | Stationary parameterization of GARCH processes In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | Exact formulas for the Hodrick-Prescott filter In: Econometrics Journal. [Full Text][Citation analysis] | article | 25 |
| 2016 | Computation of the autocovariances for time series with multiple long-range persistencies In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2023 | Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2006 | An iterated parametric approach to nonstationary signal extraction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2012 | Tail index estimation in the presence of long-memory dynamics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2018 | The multivariate bullwhip effect In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2013 | Multi-step-ahead estimation of time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2019 | The trilemma between accuracy, timeliness and smoothness in real-time signal extraction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2009 | A local spectral approach for assessing time series model misspecification In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Computation of vector ARMA autocovariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | The perils of inferring serial dependence from sample autocorrelations of moving average series In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Multi-step ahead forecasting of vector time series In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Multistep ahead forecasting of vector time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2011 | A nonparametric method for asymmetrically extending signal extraction filters In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2016 | Nonnested model comparisons for time series In: Biometrika. [Full Text][Citation analysis] | article | 2 |
| 2024 | Skip sampling: subsampling in the frequency domain In: Biometrika. [Full Text][Citation analysis] | article | 0 |
| 2019 | Testing collinearity of vector time series In: The Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2019 | Subsampling Inference for the Autocorrelations of GARCH Processes In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting continuous-time processes with applications to signal extraction In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Quadratic Prediction of Time Series via Auto-Cumulants In: Sankhya A: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Optimal linear interpolation of multiple missing values In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2012 | A Review of Some Modern Approaches to the Problem of Trend Extraction In: Econometric Reviews. [Full Text][Citation analysis] | article | 23 |
| 2017 | Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2016 | Hermite expansion and estimation of monotonic transformations of Gaussian data In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Variable targeting and reduction in large vector autoregressions with applications to workforce indicators In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2024 | Estimating the Spectral Density at Frequencies Near Zero In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2025 | Statistical Inference for High-Dimensional Spectral Density Matrix In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2017 | Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Nonlinear prediction via Hermite transformation In: Statistical Theory and Related Fields. [Full Text][Citation analysis] | article | 0 |
| 2020 | Expectation Formation Following Large, Unexpected Shocks In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 41 |
| 2021 | A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 0 |
| 2026 | An Instrumental Variables Approach to Testing Forecast Efficiency In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | When are Direct Multi‐step and Iterative Forecasts Identical? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2022 | The Term Structure of Uncertainty: New Evidence from Survey Expectations In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team