Details about Yongchen Zhao

Access statistics for papers by Yongchen Zhao.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pzh331

Working Papers

2023

1. Could Diffusion Indexes Have Forecasted the Great Depression?
   Working Papers, Towson University, Department of Economics
2. Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts
   Working Papers, Towson University, Department of Economics
   See also Journal Article Uncertainty of household inflation expectations: Reconciling point and density forecasts, Economics Letters, Elsevier (2024) (2024)

2021

3. Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses
   Working Papers, Towson University, Department of Economics View citations (1)
   See also Journal Article Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses, Journal of Forecasting, John Wiley & Sons, Ltd. (2022) View citations (3) (2022)

2020

4. Nowcasting in Real Time Using Popularity Priors
   Working Papers, Towson University, Department of Economics View citations (3)
   See also Journal Article Nowcasting in real time using popularity priors, International Journal of Forecasting, Elsevier (2020) View citations (1) (2020)
5. Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
   Working Papers, Towson University, Department of Economics View citations (5)
   Also in Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2015) View citations (4)
   See also Journal Article The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms, Empirical Economics, Springer (2021) (2021)
6. The Nordhaus Test with Many Zeros
   Working Papers, Towson University, Department of Economics View citations (2)
   Also in CESifo Working Paper Series, CESifo (2020) View citations (2)
   See also Journal Article The Nordhaus test with many zeros, Economics Letters, Elsevier (2020) View citations (2) (2020)

2019

7. Updates to Household Inflation Expectations: Signal or Noise?
   Working Papers, Towson University, Department of Economics View citations (4)
   See also Journal Article Updates to household inflation expectations: Signal or noise?, Economics Letters, Elsevier (2019) View citations (4) (2019)

2018

8. Inflation Expectations in India: Learning from Household Tendency Surveys
   Working Papers, Towson University, Department of Economics View citations (3)
   See also Journal Article Inflation expectations in India: Learning from household tendency surveys, International Journal of Forecasting, Elsevier (2019) View citations (10) (2019)
9. International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts
   Working Papers, Towson University, Department of Economics View citations (1)
   See also Journal Article International propagation of shocks: A dynamic factor model using survey forecasts, International Journal of Forecasting, Elsevier (2019) View citations (7) (2019)

2016

10. Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers
    Working Papers, Towson University, Department of Economics View citations (20)
    See also Journal Article Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers, Journal of Business Cycle Research, Springer (2016) View citations (23) (2016)
11. Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
    Also in Working Papers, Towson University, Department of Economics (2016)
    See also Journal Article Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set, Journal of Business Cycle Research, Springer (2020) View citations (1) (2020)

2015

12. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
    Working Papers, Towson University, Department of Economics View citations (24)
    See also Journal Article Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (35) (2016)

2013

13. Determinants of Consumer Sentiment: Evidence from Household Survey Data
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
14. Machine Learning and Forecast Combination in Incomplete Panels
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (6)
15. Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
16. Testing the Value of Probability Forecasts for Calibrated Combining
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Journal Article Testing the value of probability forecasts for calibrated combining, International Journal of Forecasting, Elsevier (2015) View citations (8) (2015)

2012

17. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
18. The Yield Spread Puzzle and the Information Content of SPF Forecasts
    CESifo Working Paper Series, CESifo View citations (1)
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) View citations (5)
    See also Journal Article The yield spread puzzle and the information content of SPF forecasts, Economics Letters, Elsevier (2013) View citations (13) (2013)

Journal Articles

2024

1. Uncertainty of household inflation expectations: Reconciling point and density forecasts
   Economics Letters, 2024, 234, (C)
   See also Working Paper Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts, Working Papers (2023) (2023)

2023

2. Internal consistency of household inflation expectations: Point forecasts vs. density forecasts
   International Journal of Forecasting, 2023, 39, (4), 1713-1735 View citations (4)

2022

3. Sports team performance and revenue of out-of-stadium vending operations
   Applied Economics Letters, 2022, 29, (1), 8-11
4. Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses
   Journal of Forecasting, 2022, 41, (4), 810-828 View citations (3)
   See also Working Paper Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses, Working Papers (2021) View citations (1) (2021)

2021

5. The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms
   Empirical Economics, 2021, 61, (1), 173-199
   See also Working Paper Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms, Working Papers (2020) View citations (5) (2020)

2020

6. Nowcasting in real time using popularity priors
   International Journal of Forecasting, 2020, 36, (3), 1173-1180 View citations (1)
   See also Working Paper Nowcasting in Real Time Using Popularity Priors, Working Papers (2020) View citations (3) (2020)
7. Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
   Journal of Business Cycle Research, 2020, 16, (2), 77-97 View citations (1)
   See also Working Paper Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set, Working Papers (2016) (2016)
8. The Nordhaus test with many zeros
   Economics Letters, 2020, 193, (C) View citations (2)
   See also Working Paper The Nordhaus Test with Many Zeros, Working Papers (2020) View citations (2) (2020)

2019

9. Inflation expectations in India: Learning from household tendency surveys
   International Journal of Forecasting, 2019, 35, (3), 980-993 View citations (10)
   See also Working Paper Inflation Expectations in India: Learning from Household Tendency Surveys, Working Papers (2018) View citations (3) (2018)
10. International propagation of shocks: A dynamic factor model using survey forecasts
    International Journal of Forecasting, 2019, 35, (3), 929-947 View citations (7)
    See also Working Paper International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts, Working Papers (2018) View citations (1) (2018)
11. Updates to household inflation expectations: Signal or noise?
    Economics Letters, 2019, 181, (C), 95-98 View citations (4)
    See also Working Paper Updates to Household Inflation Expectations: Signal or Noise?, Working Papers (2019) View citations (4) (2019)

2017

12. Online learning and forecast combination in unbalanced panels
    Econometric Reviews, 2017, 36, (1-3), 257-288 View citations (17)

2016

13. Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers
    Journal of Business Cycle Research, 2016, 12, (2), 187-215 View citations (23)
    See also Working Paper Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers, Working Papers (2016) View citations (20) (2016)
14. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
    Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (35)
    See also Working Paper Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors, Working Papers (2015) View citations (24) (2015)

2015

15. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
    International Journal of Forecasting, 2015, 31, (1), 51-62 View citations (19)
16. Testing the value of probability forecasts for calibrated combining
    International Journal of Forecasting, 2015, 31, (1), 113-129 View citations (8)
    See also Working Paper Testing the Value of Probability Forecasts for Calibrated Combining, Discussion Papers (2013) (2013)

2014

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

2013

18. The yield spread puzzle and the information content of SPF forecasts
    Economics Letters, 2013, 118, (1), 219-221 View citations (13)
    See also Working Paper The Yield Spread Puzzle and the Information Content of SPF Forecasts, CESifo Working Paper Series (2012) View citations (1) (2012)