Details about Tatevik Sekhposyan

Access statistics for papers by Tatevik Sekhposyan.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pse339

Working Papers

2024

1. Survey-based Monetary Policy Uncertainty and its Asymmetric Effects
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

2. Evaluating Forecast Performance with State Dependence
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021)
   See also Journal Article Evaluating forecast performance with state dependence, Journal of Econometrics, Elsevier (2023) View citations (4) (2023)
3. Has the information channel of monetary policy disappeared? Revisiting the empirical evidence
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2020) View citations (11)
   Working Papers, Barcelona School of Economics (2020) View citations (23)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (22)
   See also Journal Article Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence, American Economic Journal: Macroeconomics, American Economic Association (2023) View citations (7) (2023)
4. Networking the Yield Curve: Implications for Monetary Policy
   Staff Working Papers, Bank of Canada View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (1)

2020

5. Comparing Forecast Performance with State Dependence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
6. From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts
   Working Papers, Barcelona School of Economics View citations (7)
   Also in Working Papers, Banco de España (2019) View citations (7)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (4)
   See also Journal Article From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts, Journal of Money, Credit and Banking, Blackwell Publishing (2024) View citations (1) (2024)
7. From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
8. Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR
   Working Papers, Federal Reserve Bank of St. Louis View citations (9)
   See also Journal Article Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR, International Journal of Central Banking, International Journal of Central Banking (2021) View citations (6) (2021)

2018

9. Monetary Policy Uncertainty: A Tale of Two Tails
   Staff Working Papers, Bank of Canada View citations (3)
10. Predicting relative forecasting performance: An empirical investigation
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Predicting relative forecasting performance: An empirical investigation, International Journal of Forecasting, Elsevier (2019) View citations (30) (2019)
11. Understanding the sources of macroeconomic uncertainty
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (10)
    Also in Working Papers, Barcelona School of Economics (2016) View citations (63)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (63)

2017

12. Alternative tests for correct specification of conditional predictive densities
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
    Also in Working Papers, Barcelona School of Economics (2015) View citations (4)
    See also Journal Article Alternative tests for correct specification of conditional predictive densities, Journal of Econometrics, Elsevier (2019) View citations (59) (2019)

2016

13. 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 (55)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014) View citations (5)
    See also Journal Article Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (51) (2016)

2015

14. Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries
    Working Papers, Barcelona School of Economics View citations (19)
15. Macroeconomic uncertainty indices based on nowcast and forecast error distributions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (244)
    See also Journal Article Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions, American Economic Review, American Economic Association (2015) View citations (245) (2015)

2013

16. Conditional predictive density evaluation in the presence of instabilities
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (36)
    See also Journal Article Conditional predictive density evaluation in the presence of instabilities, Journal of Econometrics, Elsevier (2013) View citations (34) (2013)
17. 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 Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set, International Journal of Forecasting, Elsevier (2014) View citations (57) (2014)

2011

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

2010

19. Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
    Working Papers, Duke University, Department of Economics View citations (60)
    Also in Working Papers, Duke University, Department of Economics (2008) View citations (12)
20. Understanding Models' Forecasting Performance
    Working Papers, Duke University, Department of Economics View citations (2)
    See also Journal Article Understanding models' forecasting performance, Journal of Econometrics, Elsevier (2011) View citations (34) (2011)

2009

21. 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)
22. The local effects of monetary policy
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article The Local Effects of Monetary Policy, The B.E. Journal of Macroeconomics, De Gruyter (2012) View citations (8) (2012)

Journal Articles

2024

1. From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts
   Journal of Money, Credit and Banking, 2024, 56, (7), 1675-1704 View citations (1)
   See also Working Paper From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts, Working Papers (2020) View citations (7) (2020)

2023

2. Evaluating forecast performance with state dependence
   Journal of Econometrics, 2023, 237, (2) View citations (4)
   See also Working Paper Evaluating Forecast Performance with State Dependence, Working Papers (2021) (2021)
3. Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence
   American Economic Journal: Macroeconomics, 2023, 15, (3), 355-87 View citations (7)
   See also Working Paper Has the information channel of monetary policy disappeared? Revisiting the empirical evidence, Economics Working Papers (2021) View citations (4) (2021)

2021

4. Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR
   International Journal of Central Banking, 2021, 17, (71), 41 View citations (6)
   See also Working Paper Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR, Working Papers (2020) View citations (9) (2020)

2020

5. The Fog of Numbers
   FRBSF Economic Letter, 2020, 2020, (20), 5

2019

6. Alternative tests for correct specification of conditional predictive densities
   Journal of Econometrics, 2019, 208, (2), 638-657 View citations (59)
   See also Working Paper Alternative tests for correct specification of conditional predictive densities, Economics Working Papers (2017) View citations (4) (2017)
7. Predicting relative forecasting performance: An empirical investigation
   International Journal of Forecasting, 2019, 35, (4), 1636-1657 View citations (30)
   See also Working Paper Predicting relative forecasting performance: An empirical investigation, Bank of Finland Research Discussion Papers (2018) (2018)

2017

8. Macroeconomic uncertainty indices for the Euro Area and its individual member countries
   Empirical Economics, 2017, 53, (1), 41-62 View citations (49)

2016

9. 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 (51)
   See also Working Paper Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts, CEPR Discussion Papers (2016) View citations (55) (2016)

2015

10. Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
    American Economic Review, 2015, 105, (5), 650-55 View citations (245)
    See also Working Paper Macroeconomic uncertainty indices based on nowcast and forecast error distributions, Economics Working Papers (2015) View citations (244) (2015)

2014

11. 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 (57)
    See also Working Paper Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set, Economics Working Papers (2013) View citations (1) (2013)

2013

12. Conditional predictive density evaluation in the presence of instabilities
    Journal of Econometrics, 2013, 177, (2), 199-212 View citations (34)
    See also Working Paper Conditional predictive density evaluation in the presence of instabilities, Economics Working Papers (2013) View citations (36) (2013)
13. Output and unemployment: how do they relate today?
    The Regional Economist, 2013, (October) View citations (3)

2012

14. Okun’s law over the business cycle: was the great recession all that different?
    Review, 2012, (Sep), 399-418 View citations (55)
15. The Local Effects of Monetary Policy
    The B.E. Journal of Macroeconomics, 2012, 12, (2), 38 View citations (8)
    See also Working Paper The local effects of monetary policy, Working Papers (2009) View citations (4) (2009)

2011

16. Understanding models' forecasting performance
    Journal of Econometrics, 2011, 164, (1), 158-172 View citations (34)
    See also Working Paper Understanding Models' Forecasting Performance, Working Papers (2010) View citations (2) (2010)

2010

17. 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 (75)

Chapters

2023

1. Markov Switching Rationality
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 35-64