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Details about Yongchen Zhao

E-mail:
Homepage:http://hzhao.net
Postal address:Department of Economics College of Business and Economics Towson University 8000 York Road Maryland, 21252, USA
Workplace:Department of Economics, Towson University, (more information at EDIRC)

Access statistics for papers by Yongchen Zhao.

Last updated 2020-06-17. Update your information in the RePEc Author Service.

Short-id: pzh331


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Working Papers

2020

  1. Nowcasting in Real Time Using Popularity Priors
    Working Papers, Towson University, Department of Economics Downloads
  2. Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
    Working Papers, Towson University, Department of Economics Downloads View citations (3)
    Also in Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting (2015) Downloads View citations (2)

    See also Journal Article in Empirical Economics
  3. The Nordhaus Test with Many Zeros
    Working Papers, Towson University, Department of Economics Downloads
    Also in CESifo Working Paper Series, CESifo (2020) Downloads

2019

  1. Updates to Household Inflation Expectations: Signal or Noise?
    Working Papers, Towson University, Department of Economics Downloads
    See also Journal Article in Economics Letters (2019)

2018

  1. Inflation Expectations in India: Learning from Household Tendency Surveys
    Working Papers, Towson University, Department of Economics Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2019)
  2. International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts
    Working Papers, Towson University, Department of Economics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2019)

2016

  1. Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers
    Working Papers, Towson University, Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of Business Cycle Research (2016)
  2. Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
    Working Papers, Towson University, Department of Economics Downloads
    Also in Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting (2016) Downloads

    See also Journal Article in Journal of Business Cycle Research

2015

  1. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
    Working Papers, Towson University, Department of Economics Downloads View citations (16)
    See also Journal Article in Journal of Applied Econometrics (2016)

2013

  1. Determinants of Consumer Sentiment: Evidence from Household Survey Data
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (2)
  2. Machine Learning and Forecast Combination in Incomplete Panels
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (4)
  3. Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (1)
  4. Testing the Value of Probability Forecasts for Calibrated Combining
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
    See also Journal Article in International Journal of Forecasting (2015)

2012

  1. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (2)
  2. The Yield Spread Puzzle and the Information Content of SPF Forecasts
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) Downloads View citations (4)

    See also Journal Article in Economics Letters (2013)

Journal Articles

2019

  1. Inflation expectations in India: Learning from household tendency surveys
    International Journal of Forecasting, 2019, 35, (3), 980-993 Downloads
    See also Working Paper (2018)
  2. International propagation of shocks: A dynamic factor model using survey forecasts
    International Journal of Forecasting, 2019, 35, (3), 929-947 Downloads View citations (1)
    See also Working Paper (2018)
  3. Updates to household inflation expectations: Signal or noise?
    Economics Letters, 2019, 181, (C), 95-98 Downloads
    See also Working Paper (2019)

2017

  1. Online learning and forecast combination in unbalanced panels
    Econometric Reviews, 2017, 36, (1-3), 257-288 Downloads View citations (7)

2016

  1. Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers
    Journal of Business Cycle Research, 2016, 12, (2), 187-215 Downloads View citations (6)
    See also Working Paper (2016)
  2. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
    Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 Downloads View citations (12)
    See also Working Paper (2015)

2015

  1. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
    International Journal of Forecasting, 2015, 31, (1), 51-62 Downloads View citations (14)
  2. Testing the value of probability forecasts for calibrated combining
    International Journal of Forecasting, 2015, 31, (1), 113-129 Downloads View citations (3)
    See also Working Paper (2013)

2014

  1. Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
    Managerial and Decision Economics, 2014, 35, (2), 172-187 Downloads

2013

  1. The yield spread puzzle and the information content of SPF forecasts
    Economics Letters, 2013, 118, (1), 219-221 Downloads View citations (9)
    See also Working Paper (2012)

Undated

  1. Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
    Journal of Business Cycle Research, 1-21 Downloads
    See also Working Paper (2016)
  2. The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms
    Empirical Economics, 1-27 Downloads
    See also Working Paper (2020)
 
Page updated 2020-07-03