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
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Working Papers
2018
- Monetary Policy Uncertainty: A Tale of Two Tails
Staff Working Papers, Bank of Canada
- Predicting relative forecasting performance: An empirical investigation
Research Discussion Papers, Bank of Finland
- Understanding the sources of macroeconomic uncertainty
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (19) Working Papers, Barcelona Graduate School of Economics (2016) View citations (19)
2017
- 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
- 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 (13)
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
- Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries
Working Papers, Barcelona Graduate School of Economics View citations (19)
- Macroeconomic uncertainty indices based on nowcast and forecast error distributions
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (82)
See also Journal Article in American Economic Review (2015)
- Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR
Working Papers, Federal Reserve Bank of St. Louis View citations (5)
2013
- 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)
- 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
- Forecast Optimality Tests in the Presence of Instabilities
Working Papers, Duke University, Department of Economics View citations (9)
2010
- 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)
- Understanding Models' Forecasting Performance
Working Papers, Duke University, Department of Economics View citations (2)
See also Journal Article in Journal of Econometrics (2011)
2009
- 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)
- 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
- Alternative tests for correct specification of conditional predictive densities
Journal of Econometrics, 2019, 208, (2), 638-657 
See also Working Paper (2017)
2017
- Macroeconomic uncertainty indices for the Euro Area and its individual member countries
Empirical Economics, 2017, 53, (1), 41-62 View citations (11)
2016
- 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 (13)
See also Working Paper (2016)
2015
- Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
American Economic Review, 2015, 105, (5), 650-55 View citations (82)
See also Working Paper (2015)
2014
- 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 (24)
See also Working Paper (2013)
2013
- 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)
- Output and unemployment: how do they relate today?
The Regional Economist, 2013, (October)
2012
- Okun’s law over the business cycle: was the great recession all that different?
Review, 2012, (Sep), 399-418 View citations (43)
- 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
- Understanding models' forecasting performance
Journal of Econometrics, 2011, 164, (1), 158-172 View citations (17)
See also Working Paper (2010)
2010
- 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 (37)
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