Macroeconomic uncertainty indices based on nowcast and forecast error distributions B Rossi, T Sekhposyan American Economic Review 105 (5), 650-655, 2015 | 369 | 2015 |
Okun’s law over the business cycle: was the great recession all that different? MT Owyang, T Sekhposyan Review 94 (5), 399-418, 2012 | 214 | 2012 |
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? B Rossi, T Sekhposyan International Journal of Forecasting 26 (4), 808-835, 2010 | 138 | 2010 |
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts B Rossi, T Sekhposyan Journal of Applied Econometrics 31 (3), 507-532, 2016 | 119* | 2016 |
Understanding the Sources of Macroeconomic Uncertainty B Rossi, T Sekhposyan, M Soupre Available at SSRN, 2016 | 118 | 2016 |
Alternative tests for correct specification of conditional predictive densities B Rossi, T Sekhposyan Journal of Econometrics 208 (2), 638-657, 2019 | 92 | 2019 |
Understanding models’ forecasting performance B Rossi, T Sekhposyan Journal of Econometrics 164 (1), 158-172, 2011 | 81 | 2011 |
Macroeconomic uncertainty indices for the euro area and its individual member countries B Rossi, T Sekhposyan Empirical Economics 53 (1), 41-62, 2017 | 79 | 2017 |
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set B Rossi, T Sekhposyan International Journal of Forecasting 30 (3), 662-682, 2014 | 74 | 2014 |
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR MW McCracken, MT Owyang, T Sekhposyan International Journal of Central Banking, Forthcoming, 2021 | 66* | 2021 |
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence L Hoesch, B Rossi, T Sekhposyan American Economic Journal: Macroeconomics 15 (3), 355-387, 2023 | 64 | 2023 |
The local effects of monetary policy N Francis, MT Owyang, T Sekhposyan The B.E. Journal of Macroeconomics (Advances) 12 (2), 2012 | 45* | 2012 |
Conditional predictive density evaluation in the presence of instabilities B Rossi, T Sekhposyan Journal of Econometrics 177 (2), 199-212, 2013 | 41 | 2013 |
Predicting relative forecasting performance: An empirical investigation E Granziera, T Sekhposyan International Journal of Forecasting 35 (4), 1636-1657, 2019 | 36 | 2019 |
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts G Ganics, B Rossi, T Sekhposyan Journal of Money, Credit and Banking, 2020 | 26 | 2020 |
Monetary policy uncertainty: A tale of two tails T Dahlhaus, T Sekhposyan Bank of Canada, 2018 | 19* | 2018 |
Evaluating forecast performance with state dependence F Odendahl, B Rossi, T Sekhposyan Journal of Econometrics 237 (2), 105220, 2023 | 15* | 2023 |
Output and unemployment: how do they relate today? MT Owyang, EK Vermann, T Sekhposyan The Regional Economist, 5-9, 2013 | 15 | 2013 |
The Fog of Numbers Ò Jordà, N Kouchekinia, C Merrill, T Sekhposyan FRBSF Economic Letter 2020 (20), 1-5, 2020 | 10 | 2020 |
Networking the yield curve: implications for monetary policy T Dalhaus, J Schaumburg, T Sekhposyan ECB Working Paper, 2021 | 5 | 2021 |