Details about Andrew B. Martinez

Access statistics for papers by Andrew B. Martinez.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pma1768

Working Papers

2025

1. How do Macroeconomic Expectations React to Extreme Weather Shocks?
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
2. Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting

2024

3. House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (1)

2022

4. Forecasting: theory and practice
   Papers, arXiv.org View citations (94)
   See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (54) (2022)
5. The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2022) View citations (1)

2021

6. Jointly Modeling Male and Female Labor Participation and Unemployment
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (5)
   See also Journal Article Jointly Modeling Male and Female Labor Participation and Unemployment, Econometrics, MDPI (2021) View citations (5) (2021)
7. Smooth Robust Multi-Horizon Forecasts
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (2)
   Also in Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2020) View citations (2)
   See also Chapter Smooth Robust Multi-Horizon Forecasts, Advances in Econometrics, Emerald Group Publishing Limited (2022) View citations (1) (2022)
8. The Expectations Gap: An Alternative Measure of Economic Slack
   Working Papers, George Mason University, Mercatus Center View citations (2)

2020

9. Extracting Information from Different Expectations
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
10. Forecast Accuracy Matters for Hurricane Damages
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (8)
    See also Journal Article Forecast Accuracy Matters for Hurricane Damage, Econometrics, MDPI (2020) View citations (10) (2020)

2017

11. Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (4)

2016

12. Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
    See also Journal Article Evaluating multi-step system forecasts with relatively few forecast-error observations, International Journal of Forecasting, Elsevier (2017) View citations (16) (2017)
13. Policy Analysis, Forediction, and Forecast Failure
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)

2014

14. How Good Are U.S. Government Forecasts of the Federal Debt?
    Economics Series Working Papers, University of Oxford, Department of Economics
    See also Journal Article How good are US government forecasts of the federal debt?, International Journal of Forecasting, Elsevier (2015) View citations (13) (2015)

2011

15. Comparing Government Forecasts of the United States’ Gross Federal Debt
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (7)

Journal Articles

2025

1. Improving empirical models and forecasts with saturation-based machine learning
   Annals of Operations Research, 2025, 346, (1), 447-487

2023

2. The historical role of energy in UK inflation and productivity with implications for price inflation
   Energy Economics, 2023, 126, (C) View citations (2)

2022

3. Forecasting: theory and practice
   International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (54)
   See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (94) (2022)

2021

4. Jointly Modeling Male and Female Labor Participation and Unemployment
   Econometrics, 2021, 9, (4), 1-14 View citations (5)
   See also Working Paper Jointly Modeling Male and Female Labor Participation and Unemployment, Working Papers (2021) View citations (5) (2021)

2020

5. Forecast Accuracy Matters for Hurricane Damage
   Econometrics, 2020, 8, (2), 1-24 View citations (10)
   See also Working Paper Forecast Accuracy Matters for Hurricane Damages, Working Papers (2020) View citations (8) (2020)
6. Improving normalized hurricane damages
   Nature Sustainability, 2020, 3, (7), 517-518 View citations (4)

2017

7. Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
   Econometrics, 2017, 5, (3), 1-27 View citations (16)
8. Evaluating multi-step system forecasts with relatively few forecast-error observations
   International Journal of Forecasting, 2017, 33, (2), 359-372 View citations (16)
   See also Working Paper Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations, Economics Series Working Papers (2016) View citations (5) (2016)

2015

9. How good are US government forecasts of the federal debt?
   International Journal of Forecasting, 2015, 31, (2), 312-324 View citations (13)
   See also Working Paper How Good Are U.S. Government Forecasts of the Federal Debt?, Economics Series Working Papers (2014) (2014)

Chapters

2024

1. Forecasting the macroeconomic effects of physical climate risk
   Chapter 15 in Handbook of Research Methods and Applications in Macroeconomic Forecasting, 2024, pp 396-424

2022

2. Smooth Robust Multi-Horizon Forecasts
   A chapter in Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 2022, vol. 43A, pp 143-165 View citations (1)
   See also Working Paper Smooth Robust Multi-Horizon Forecasts, Economics Group, Nuffield College, University of Oxford (2021) View citations (2) (2021)