Tatevik Sekhposyan : Citation Profile

Are you Tatevik Sekhposyan?

Texas A&M University

15

H index

16

i10 index

902

Citations

RESEARCH PRODUCTION:

16

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 60
   Journals where Tatevik Sekhposyan has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 23 (2.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse339
   Updated: 2024-11-04    RAS profile: 2024-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Rossi, Barbara (9)

Hoesch, Lukas (4)

Ganics, Gergely (4)

Schaumburg, Julia (2)

McCracken, Michael (2)

Owyang, Michael (2)

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

Is cited by:

GUPTA, RANGAN (60)

Rossi, Barbara (54)

Giannone, Domenico (22)

Wohar, Mark (21)

Mitchell, James (21)

Claveria, Oscar (15)

Castelnuovo, Efrem (14)

Barnett, William (13)

Boyarchenko, Nina (12)

Stevanovic, Dalibor (11)

Plakandaras, Vasilios (11)

Cites to:

Rossi, Barbara (46)

West, Kenneth (23)

Giannone, Domenico (20)

Clark, Todd (18)

Diebold, Francis (15)

Timmermann, Allan (14)

Watson, Mark (14)

Giacomini, Raffaella (13)

McCracken, Michael (12)

Gürkaynak, Refet (11)

Ng, Serena (11)

Main data

Where Tatevik Sekhposyan has published?

Journals with more than one article published# docs
Journal of Econometrics4
International Journal of Forecasting3

Working Papers Series with more than one paper published# docs
Working Papers / Barcelona School of Economics6
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Working Papers / Duke University, Department of Economics5
Staff Working Papers / Bank of Canada2
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Tatevik Sekhposyan (2024 and 2023)

YearTitle of citing document
2023Measuring 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

2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

Full description at Econpapers || Download paper

2024Cross-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

2023Score-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

2023Hierarchical 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

2023Distributional 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

2023Band-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

2024Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Central 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

2023A 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

2023Retail 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

2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

Full description at Econpapers || Download paper

2023The 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

2024Merging Structural and Reduced-Form Models for Forecasting. (2024). 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

2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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

2023Density 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

2023Can 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

2023Assessing 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

2023The 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

2023The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827.

Full description at Econpapers || Download paper

2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

Full description at Econpapers || Download paper

2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. 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

2023Macroeconomic 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

2023Nowcasting 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

2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

Full description at Econpapers || Download paper

2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

Full description at Econpapers || Download paper

2023Measuring 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

2023Uncertainty 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

2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

Full description at Econpapers || Download paper

2023Time 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

2023Conditional 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

2023The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389.

Full description at Econpapers || Download paper

2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

Full description at Econpapers || Download paper

2023Does 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

2023The 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

2023Empirically-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

2023Real-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

2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

Full description at Econpapers || Download paper

2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; 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

2023Cross-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

2023Currency 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

2024Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; 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

2024Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

Full description at Econpapers || Download paper

2023The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

Full description at Econpapers || Download paper

2024Asymmetric 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

2023International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

Full description at Econpapers || Download paper

2024Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR. (2024). Ma, Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1234-1247.

Full description at Econpapers || Download paper

2023Analyzing 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

2023Constructing 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

2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343.

Full description at Econpapers || Download paper

2023The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395.

Full description at Econpapers || Download paper

2023Fed 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

2023Macroeconomic 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

2023Distribution 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

2023Does Economic Policy Uncertainty Explain Exchange Rate Movements in the Economic Community of West African States (ECOWAS): A Panel ARDL Approach. (2023). giouvris, evangelos ; Korley, Maud. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:128-:d:1272261.

Full description at Econpapers || Download paper

2023Does 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

2023Financial 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

2023Credit-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

2023How 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

2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

Full description at Econpapers || Download paper

2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

Full description at Econpapers || Download paper

2023rationalityandbiasesinsightsfromdisaggregatedfirmlevelinflationexpectationsdata. (2023). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11050.

Full description at Econpapers || Download paper

2023Mixing 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

2023Labour 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

2023Robust 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

2023Macroeconomic forecast accuracy in a data‐rich environment. (2019). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:7:p:1050-1072.

Full description at Econpapers || Download paper

2023Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty. (2023). Clements, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:164-185.

Full description at Econpapers || Download paper

2023Forward guidance and expectation formation: A narrative approach. (2023). Sutherland, Christopher S. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:222-241.

Full description at Econpapers || Download paper

2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

Full description at Econpapers || Download paper

2024Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355.

Full description at Econpapers || Download paper

2024Forecasting inflation and output growth with credit?card?augmented Divisia monetary aggregates. (2023). Park, So Hee ; Barnett, William A. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:331-346.

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: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1468.

Full description at Econpapers || Download paper

2024Exchange rates and the information channel of monetary policy. (2020). Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172020.

Full description at Econpapers || Download paper

Works by Tatevik Sekhposyan:

YearTitleTypeCited
2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review.
[Full Text][Citation analysis]		article233
2015Macroeconomic 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: 233		paper
2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article30
2020Has 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: 30		paper
2020Has 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: 30		paper
2020Has 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: 30		paper
2021Has 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: 30		paper
2018Monetary Policy Uncertainty: A Tale of Two Tails In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2021Networking the Yield Curve: Implications for Monetary Policy In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2021Networking 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
2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers.
[Full Text][Citation analysis]		paper8
2020From 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: 8		paper
2019From 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: 8		paper
2021Evaluating Forecast Performance with State Dependence In: Working Papers.
[Full Text][Citation analysis]		paper4
2023Evaluating forecast performance with state dependence.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2021Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers.
[Full Text][Citation analysis]		paper60
2019Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2017Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2015Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers.
[Full Text][Citation analysis]		paper19
2016Understanding the Sources of Macroeconomic Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper65
2016Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2018Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2012The Local Effects of Monetary Policy In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article12
2009The local effects of monetary policy.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2014Forecast 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: 51		paper
2016Forecast 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: 51		article
2020From 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]		paper5
2020Comparing Forecast Performance with State Dependence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Has modelsí forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers.
[Full Text][Citation analysis]		paper66
2010Has 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: 66		paper
2009Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Understanding Models Forecasting Performance In: Working Papers.
[Full Text][Citation analysis]		paper33
2011Understanding models forecasting performance.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2011Forecast Optimality Tests in the Presence of Instabilities In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Conditional predictive density evaluation in the presence of instabilities In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2010Have economic models forecasting performance for US output growth and inflation changed over time, and when? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article71
2014Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set In: International Journal of Forecasting.
[Full Text][Citation analysis]		article52
2013Evaluating 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: 52		paper
2019Predicting relative forecasting performance: An empirical investigation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2023Markov Switching Rationality In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2020The Fog of Numbers In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2013Output and unemployment: how do they relate today? In: The Regional Economist.
[Full Text][Citation analysis]		article3
2012Okun’s law over the business cycle: was the great recession all that different? In: Review.
[Full Text][Citation analysis]		article54
2020Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers.
[Full Text][Citation analysis]		paper15
2021Real-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: 15		article
2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics.
[Full Text][Citation analysis]		article49

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team