Martin McCarthy : Citation Profile

Reserve Bank of Australia

2

H index

1

i10 index

20

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 2
   Journals where Martin McCarthy has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc305
   Updated: 2026-10-17    RAS profile: 2026-09-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin McCarthy.

Is cited by:

Cepni, Oguzhan (3)

Kohlscheen, Emanuel (2)

Margaritella, Luca (2)

Clements, Michael (2)

Basistha, Arabinda (2)

Snudden, Stephen (2)

Kohlscheen, Emanuel (2)

Kohlscheen, Emanuel (2)

Wong, Benjamin (1)

Kamber, Gunes (1)

Wang, Yudong (1)

Cites to:

Rossi, Barbara (27)

Rogoff, Kenneth (21)

Sarno, Lucio (18)

Chinn, Menzie (16)

Engel, Charles (16)

West, Kenneth (13)

Taylor, Mark (13)

Rubaszek, Michał (9)

Marcellino, Massimiliano (9)

Ca' Zorzi, Michele (8)

Mark, Nelson (7)

Main data

Where Martin McCarthy has published?

Working Papers Series with more than one paper published# docs
LCERPA Working Papers / Laurier Centre for Economic Research and Policy Analysis2

Recent works citing Martin McCarthy (2026 and 2025)

YearTitle of citing document
2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

Full description at Econpapers || Download paper

2025Forecasting Türkiye Local Inflation With Global Factors. (2025). KAZDAL, Abdullah ; Cepni, Oguzhan ; Yilmaz, Muhammed Hasan ; Olgun, Muhammed Enes. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:77:y:2025:i:2:p:148-159.

Full description at Econpapers || Download paper

2026International crude oil price shocks and inflation tail risk tracing: New interpretation from four-component decomposition. (2026). Zhao, Tingting ; Tian, Fangyu ; Liu, Haiying. In: Energy Economics. RePEc:eee:eneeco:v:159:y:2026:i:c:s0140988326002823.

Full description at Econpapers || Download paper

2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

Full description at Econpapers || Download paper

2026Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?. (2026). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:281-295.

Full description at Econpapers || Download paper

2026New tests of equal forecast accuracy for factor-augmented regressions with weaker loadings. (2026). Margaritella, Luca ; Stauskas, Ovidijus. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:3:p:776-795.

Full description at Econpapers || Download paper

2026The role of global inflation in estimation of US output components in the post Bretton Woods Era: evidence from multivariate unobserved components models. (2026). Basistha, Arabinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:164:y:2026:i:c:s0261560626000410.

Full description at Econpapers || Download paper

2025Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations. (2025). Gulay, Emrah ; Akgun, Omer Burak. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10694-2.

Full description at Econpapers || Download paper

2025Exact Mixed-Frequency Data Sampling (eMIDAS). (2025). Quinlan, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0157.

Full description at Econpapers || Download paper

2026The Role of Global Inflation in Estimation of US Output Components in the post Bretton Woods Era: Evidence from Multivariate Unobserved Components Models. (2026). Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:26-04.

Full description at Econpapers || Download paper

Works by Martin McCarthy:

YearTitleTypeCited
2026Rate and See: Household Interest Rate Expectation Formation in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2025Measuring Effective Searchers with Quantity Indexes In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2016The Labour Market during and after the Terms of Trade Boom In: RBA Bulletin (Print copy discontinued).
[Full Text][Citation analysis]		article3
2025Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data In: RBA Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Predictable by Construction: Assessing Forecast Directional Accuracy of Temporal Aggregates In: LCERPA Working Papers.
[Full Text][Citation analysis]		paper2
2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data In: LCERPA Working Papers.
[Full Text][Citation analysis]		paper1
2019Does global inflation help forecast inflation in industrialized countries? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team