Details about Tatevik Sekhposyan

Access statistics for papers by Tatevik Sekhposyan.

Last updated 2019-03-25. Update your information in the RePEc Author Service.

Short-id: pse339

Working Papers

2018

1. Monetary Policy Uncertainty: A Tale of Two Tails
   Staff Working Papers, Bank of Canada
2. Predicting relative forecasting performance: An empirical investigation
   Research Discussion Papers, Bank of Finland
3. Understanding the sources of macroeconomic uncertainty
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
   Also in Working Papers, Barcelona Graduate School of Economics (2016) View citations (17)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (17)

2017

4. Alternative tests for correct specification of conditional predictive densities
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
   Also in Working Papers, Barcelona Graduate School of Economics (2015) View citations (2)
   See also Journal Article in Journal of Econometrics (2019)

2016

5. Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014) View citations (3)
   See also Journal Article in Journal of Applied Econometrics (2016)

2015

6. Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries
   Working Papers, Barcelona Graduate School of Economics View citations (19)
7. Macroeconomic uncertainty indices based on nowcast and forecast error distributions
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (77)
   See also Journal Article in American Economic Review (2015)
8. Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR
   Working Papers, Federal Reserve Bank of St. Louis View citations (5)

2013

9. Conditional predictive density evaluation in the presence of instabilities
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (20)
   See also Journal Article in Journal of Econometrics (2013)
10. Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
    See also Journal Article in International Journal of Forecasting (2014)

2011

11. Forecast Optimality Tests in the Presence of Instabilities
    Working Papers, Duke University, Department of Economics View citations (9)

2010

12. Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
    Working Papers, Duke University, Department of Economics View citations (13)
    Also in Working Papers, Duke University, Department of Economics (2008) View citations (12)
13. Understanding Models' Forecasting Performance
    Working Papers, Duke University, Department of Economics View citations (2)
    See also Journal Article in Journal of Econometrics (2011)

2009

14. Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
    Working Papers, Duke University, Department of Economics View citations (2)
15. The local effects of monetary policy
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article in The B.E. Journal of Macroeconomics (2012)

Journal Articles

2019

1. Alternative tests for correct specification of conditional predictive densities
   Journal of Econometrics, 2019, 208, (2), 638-657
   See also Working Paper (2017)

2017

2. Macroeconomic uncertainty indices for the Euro Area and its individual member countries
   Empirical Economics, 2017, 53, (1), 41-62 View citations (11)

2016

3. Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
   Journal of Applied Econometrics, 2016, 31, (3), 507-532 View citations (11)
   See also Working Paper (2016)

2015

4. Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
   American Economic Review, 2015, 105, (5), 650-55 View citations (77)
   See also Working Paper (2015)

2014

5. Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
   International Journal of Forecasting, 2014, 30, (3), 662-682 View citations (23)
   See also Working Paper (2013)

2013

6. Conditional predictive density evaluation in the presence of instabilities
   Journal of Econometrics, 2013, 177, (2), 199-212 View citations (20)
   See also Working Paper (2013)
7. Output and unemployment: how do they relate today?
   The Regional Economist, 2013, (October)

2012

8. Okun’s law over the business cycle: was the great recession all that different?
   Review, 2012, (Sep), 399-418 View citations (43)
9. The Local Effects of Monetary Policy
   The B.E. Journal of Macroeconomics, 2012, 12, (2), 1-38 View citations (2)
   See also Working Paper (2009)

2011

10. Understanding models' forecasting performance
    Journal of Econometrics, 2011, 164, (1), 158-172 View citations (17)
    See also Working Paper (2010)

2010

11. Have economic models' forecasting performance for US output growth and inflation changed over time, and when?
    International Journal of Forecasting, 2010, 26, (4), 808-835 View citations (36)