16
H index
18
i10 index
1028
Citations
Texas A&M University | 16 H index 18 i10 index 1028 Citations RESEARCH PRODUCTION: 17 Articles 35 Papers 1 Chapters RESEARCH ACTIVITY:
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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 | 4 |
| International Journal of Forecasting | 3 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Are 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. Full description at Econpapers || Download paper | |
| 2024 | Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
| 2024 | Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
| 2024 | Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
| 2026 | Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610. Full description at Econpapers || Download paper | |
| 2026 | Forecasting with Feedback. (2024). Lieli, Robert P ; Nieto-Barthaburu, Augusto. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
| 2026 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper | |
| 2024 | Comparing 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. Full description at Econpapers || Download paper | |
| 2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper | |
| 2025 | Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350. Full description at Econpapers || Download paper | |
| 2025 | Are the Bank of Koreas Inflation Forecasts Biased Toward the Target?. (2025). Lee, Seojeong ; Seong, Eunkyu. In: Papers. RePEc:arx:papers:2512.16068. Full description at Econpapers || Download paper | |
| 2026 | Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects. (2026). Huang, Jun ; Roan, Jinshyang ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2601.01783. Full description at Econpapers || Download paper | |
| 2026 | Systemic Risk Surveillance. (2026). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2601.08598. Full description at Econpapers || Download paper | |
| 2026 | Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure. (2026). Stevanovic, Dalibor. In: Papers. RePEc:arx:papers:2604.14467. Full description at Econpapers || Download paper | |
| 2026 | Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265. Full description at Econpapers || Download paper | |
| 2025 | Perceived Unemployment Risks over Business Cycles. (2025). Wang, Tao ; Qiu, Xincheng ; Monninger, Adrian ; Du, William. In: Staff Working Papers. RePEc:bca:bocawp:25-23. Full description at Econpapers || Download paper | |
| 2025 | The Not So Quiet Revolution: signal and noise in central bank communication. (2025). Ferreira, Leonardo ; Garzeri, Caio ; Monteiro, Victor ; Lima, Antnio ; Guillen, Diogo. In: Working Papers Series. RePEc:bcb:wpaper:635. Full description at Econpapers || Download paper | |
| 2025 | Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511. Full description at Econpapers || Download paper | |
| 2025 | When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017. Full description at Econpapers || Download paper | |
| 2025 | Density Forecast Transformations. (2025). Mogliani, Matteo ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:1027. Full description at Econpapers || Download paper | |
| 2025 | Analysis 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. Full description at Econpapers || Download paper | |
| 2025 | Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93. Full description at Econpapers || Download paper | |
| 2024 | Exchange 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. Full description at Econpapers || Download paper | |
| 2025 | Monetary 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. Full description at Econpapers || Download paper | |
| 2024 | Hybrid 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. Full description at Econpapers || Download paper | |
| 2024 | Central 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. Full description at Econpapers || Download paper | |
| 2025 | SPEAKING OF INFLATION: THE INFLUENCE OF FED SPEECHES ON EXPECTATIONS. (2025). Melosi, Leonardo ; Larsen, Vegard H ; Meggiorini, Greta ; Granziera, Eleonora. In: Working Papers. RePEc:bny:wpaper:0142. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03. Full description at Econpapers || Download paper | |
| 2024 | Merging 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. Full description at Econpapers || Download paper | |
| 2024 | Estimating 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. Full description at Econpapers || Download paper | |
| 2024 | Biased Forecasts and Voting: The Brexit Referendum Case. (2024). Bizzotto, Jacopo ; Cipullo, Davide ; Reslow, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11221. Full description at Econpapers || Download paper | |
| 2025 | Speaking of Inflation: The Influence of Fed Speeches on Expectations. (2025). Granziera, Eleonora ; Larsen, Vegard H ; Melosi, Leonardo ; Meggiorini, Greta. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11992. Full description at Econpapers || Download paper | |
| 2024 | Is 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. Full description at Econpapers || Download paper | |
| 2026 | Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure. (2026). Stevanovic, Dalibor. In: CIRANO Working Papers. RePEc:cir:cirwor:2026s-06. Full description at Econpapers || Download paper | |
| 2026 | AI-Based Forecasting of Czech Inflation: Quantile Regression Forests with Dynamic Weights. (2026). Michl, Ales ; Sveda, Josef ; Botka, Jan ; Blaha, Filip. In: Working Papers. RePEc:cnb:wpaper:2026/09. Full description at Econpapers || Download paper | |
| 2024 | Term 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. Full description at Econpapers || Download paper | |
| 2025 | Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gonzalo, Jesus ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946. Full description at Econpapers || Download paper | |
| 2024 | Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084. Full description at Econpapers || Download paper | |
| 2025 | Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829. Full description at Econpapers || Download paper | |
| 2026 | Fiscal monitoring with VARs. (2026). Sokol, Andrej ; Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20263186. Full description at Econpapers || Download paper | |
| 2026 | Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573. Full description at Econpapers || Download paper | |
| 2025 | The fed information shocks and the market for corporate control: Predictive and causal effects. (2025). Barbopoulos, Leonidas G ; Saunders, Anthony ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:90:y:2025:i:c:s0929119924001433. Full description at Econpapers || Download paper | |
| 2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277. Full description at Econpapers || Download paper | |
| 2024 | Exchange 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. Full description at Econpapers || Download paper | |
| 2024 | Robust 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. Full description at Econpapers || Download paper | |
| 2024 | Low 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. Full description at Econpapers || Download paper | |
| 2024 | Advances 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. Full description at Econpapers || Download paper | |
| 2025 | Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Density forecasts of inflation: A quantile regression forest approach. (2025). Paredes, Joan ; Lenza, Michele ; Moutachaker, Ins. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001291. Full description at Econpapers || Download paper | |
| 2024 | Certainty 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. Full description at Econpapers || Download paper | |
| 2025 | Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339. Full description at Econpapers || Download paper | |
| 2025 | Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503. Full description at Econpapers || Download paper | |
| 2025 | Financial uncertainties drive extreme risks in China. (2025). Huang, Shupei ; Lucey, Brian M ; Wang, Xinya. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s105752192500434x. Full description at Econpapers || Download paper | |
| 2026 | Trade policy uncertainty and stock returns: A tale of two periods. (2026). Zhou, Mingtao ; Tang, Jiachen ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008762. Full description at Econpapers || Download paper | |
| 2024 | Towards 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. Full description at Econpapers || Download paper | |
| 2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper | |
| 2025 | The attention of the Fed. (2025). Goldstein, Nathan. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008207. Full description at Econpapers || Download paper | |
| 2025 | Managerial sentiment, macroeconomic uncertainty, and stock liquidity: Evidence from India. (2025). Dash, Saumya Ranjan ; Debata, Byomakesh ; Sahu, Asis Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325011225. Full description at Econpapers || Download paper | |
| 2025 | Has globalization changed the international transmission of U.S. monetary policy?. (2025). Boeck, Maximilian ; Mori, Lorenzo. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000960. Full description at Econpapers || Download paper | |
| 2024 | One 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. Full description at Econpapers || Download paper | |
| 2024 | Using 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. Full description at Econpapers || Download paper | |
| 2024 | An 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. Full description at Econpapers || Download paper | |
| 2024 | Conditionally 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. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250. Full description at Econpapers || Download paper | |
| 2025 | Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762. Full description at Econpapers || Download paper | |
| 2025 | Fan charts 2.0: Flexible forecast distributions with expert judgement. (2025). Sokol, Andrej. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1148-1164. Full description at Econpapers || Download paper | |
| 2025 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981. Full description at Econpapers || Download paper | |
| 2026 | Forecasting for monetary policy. (2026). Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:22-33. Full description at Econpapers || Download paper | |
| 2025 | Uncertainty and cross-sectional stock returns: Evidence from China. (2025). Fei, Tianlun ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002887. Full description at Econpapers || Download paper | |
| 2025 | Inconsistent survey histograms and point forecasts revisited. (2025). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002161. Full description at Econpapers || Download paper | |
| 2024 | Inflation 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. Full description at Econpapers || Download paper | |
| 2024 | Metal 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. Full description at Econpapers || Download paper | |
| 2024 | Does 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. Full description at Econpapers || Download paper | |
| 2025 | Can you improve upon the GDP forecasts of professional forecasters using information about monetary policy?. (2025). Croushore, Dean. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000539. Full description at Econpapers || Download paper | |
| 2025 | Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric information and misaligned inflation expectations. (2024). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001253. Full description at Econpapers || Download paper | |
| 2024 | Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230. Full description at Econpapers || Download paper | |
| 2025 | Understanding Bank-Level Uncertainty: New insights into banking activity and its macroeconomic impacts. (2025). Zheng, Chen ; Woahid, S M ; Pathan, Shams ; Durand, Robert B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004216. Full description at Econpapers || Download paper | |
| 2024 | Using 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. Full description at Econpapers || Download paper | |
| 2024 | Identification 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. Full description at Econpapers || Download paper | |
| 2024 | Stock-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. Full description at Econpapers || Download paper | |
| 2024 | Term spread spillovers to Latin America and emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006749. Full description at Econpapers || Download paper | |
| 2024 | Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007159. Full description at Econpapers || Download paper | |
| 2025 | Social identity or social capital: Local CEOs and corporate ESG performance. (2025). He, Jiaqiong ; Kong, Dongmin ; Yang, Shoufu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000899. Full description at Econpapers || Download paper | |
| 2025 | Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776. Full description at Econpapers || Download paper | |
| 2025 | Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73. Full description at Econpapers || Download paper | |
| 2025 | Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677. Full description at Econpapers || Download paper | |
| 2025 | The Dynamics of Long-Run Inflation Expectations: A Market-Based Perspective. (2025). Kozlowski, Julian ; Cole, Anna ; Martorana, Joseph. In: Review. RePEc:fip:fedlrv:101761. Full description at Econpapers || Download paper | |
| 2025 | The Dynamics of Long-Run Inflation Expectations: A Market-Based Perspective. (2025). Kozlowski, Julian ; Cole, Anna ; Martorana, Joseph. In: Working Papers. RePEc:fip:fedlwp:101179. Full description at Econpapers || Download paper | |
| 2025 | Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342. Full description at Econpapers || Download paper | |
| 2025 | The Nexus Between Tax Revenue, Economic Policy Uncertainty, and Economic Growth: Evidence from G7 Economies. (2025). Sasmaz, Mahmut Unsal ; Ozen, Ahmet ; Sakar, Emre. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:15:p:6780-:d:1709974. Full description at Econpapers || Download paper | |
| 2025 | Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities. (2025). Arai, Natsuki ; Chang, Shian. In: Working Papers. RePEc:gwc:wpaper:2025-003. Full description at Econpapers || Download paper | |
| 2024 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: Post-Print. RePEc:hal:journl:hal-05056934. Full description at Econpapers || Download paper | |
| 2024 | Predicting Bond Return Predictability. (2024). Eriksen, Jonas Nygaard ; Borup, Daniel ; Thyrsgaard, Martin ; Kjr, Mads M. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:2:p:931-951. Full description at Econpapers || Download paper | |
| 2024 | Foreign 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. Full description at Econpapers || Download paper | |
| 2026 | Positive COVID-19 related sentiment, economic uncertainty & risk management implications. (2026). Kallandranis, Christos ; Vlassas, Ioannis ; Anastasiou, Dimitris ; Ballis, Antonis. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:27:y:2026:i:1:d:10.1057_s41261-025-00303-z. Full description at Econpapers || Download paper | |
| 2024 | Investor 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. Full description at Econpapers || Download paper | |
| 2025 | Testing for the footprints of stabilization economic policy in forecast errors. (2025). Charemza, Wojciech ; Zakoan, Jean-Michel ; Makarova, Svetlana ; Lupu, Radu ; Francq, Christian. In: PLOS ONE. RePEc:plo:pone00:0336495. 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 | 261 |
| 2015 | Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 261 | paper | |
| 2023 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 43 |
| 2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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 nother version. Agregated cites: 43 | 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 nother version. Agregated cites: 43 | 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 nother version. Agregated cites: 43 | 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 nother 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | paper | |
| 2024 | From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts.(2024) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2021 | Evaluating Forecast Performance with State Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Evaluating forecast performance with state dependence.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2015 | Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
| 2019 | Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| 2017 | Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | 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 | 68 |
| 2016 | Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2018 | Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2012 | The Local Effects of Monetary Policy In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
| 2009 | The local effects of monetary policy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 70 |
| 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 nother version. Agregated cites: 70 | 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 nother version. Agregated cites: 70 | 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 | 6 |
| 2020 | Comparing Forecast Performance with State Dependence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Survey-based Monetary Policy Uncertainty and its Asymmetric Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Has modelsà forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers. [Full Text][Citation analysis] | paper | 68 |
| 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 nother version. Agregated cites: 68 | 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 | 39 |
| 2011 | Understanding models forecasting performance.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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 | 30 |
| 2013 | Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 76 |
| 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 | 55 |
| 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 nother version. Agregated cites: 55 | paper | |
| 2019 | Predicting relative forecasting performance: An empirical investigation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 2018 | Predicting relative forecasting performance: An empirical investigation.(2018) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 |
| 2026 | ChatMacro: Evaluating Inflation Forecasts of Generative AI In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 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 | 55 |
| 2020 | Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 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 nother version. Agregated cites: 22 | article | |
| 2017 | Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics. [Full Text][Citation analysis] | article | 51 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team