Tatevik Sekhposyan

Texas A&M University - Department of Economics

5201 University Blvd.

College Station, TX 77843-4228

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 47,800

SSRN RANKINGS

Top 47,800

in Total Papers Downloads

979

SSRN CITATIONS
Rank 7,894

SSRN RANKINGS

Top 7,894

in Total Papers Citations

97

CROSSREF CITATIONS

53

Scholarly Papers (13)

1.
Downloads 192 (174,055)
Citation 20

Understanding the Sources of Macroeconomic Uncertainty

Number of pages: 53 Posted: 19 May 2016 Last Revised: 04 Aug 2016
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Downloads 192 (173,942)
Citation 26

Abstract:

Loading...

Uncertainty, Risk, Ambiguity, Knightian Uncertainty, Survey of Professional Forecasters, Predictive Densities

Understanding the Sources of Macroeconomic Uncertainty

CEPR Discussion Paper No. DP11415
Number of pages: 55 Posted: 01 Aug 2016
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Downloads 0
  • Add to Cart

Abstract:

Loading...

Ambiguity, Knightian Uncertainty, Predictive Densities., risk, Survey of Professional Forecasters, uncertainty

2.

Understanding Models’ Forecasting Performance

Economic Research Initiatives at Duke (ERID) Working Paper No. 54
Number of pages: 39 Posted: 23 Aug 2010 Last Revised: 16 Sep 2010
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 191 (174,898)
Citation 1

Abstract:

Loading...

Forecasting, Instabilities, Forecast Evaluation, Overfitting, Exchange Rates

Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts

Economic Research Initiatives at Duke (ERID) Working Paper No. 109
Number of pages: 57 Posted: 25 Aug 2011 Last Revised: 19 Nov 2014
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 118 (260,974)
Citation 14

Abstract:

Loading...

Forecasting, forecast rationality, regression-based tests of forecasting ability, Greenbook forecasts, survey forecasts, real-time data

Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts

CEPR Discussion Paper No. DP11391
Number of pages: 38 Posted: 18 Jul 2016
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 1 (748,621)
  • Add to Cart

Abstract:

Loading...

forecast rationality, Forecasting, Greenbook, Monetary policy, real-time data, survey

4.

Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?

Economic Research Initiatives at Duke (ERID) Working Paper No. 12
Number of pages: 27 Posted: 11 Sep 2008
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 119 (258,239)
Citation 4

Abstract:

Loading...

Output Forecasts, Inflation Forecasts, Model Selection, Structural Change, Forecast Evaluation, Real-time Data

5.

Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR

FRB St. Louis Working Paper No. 2015-30
Number of pages: 36 Posted: 14 Oct 2015 Last Revised: 03 Jan 2019
Michael W. McCracken, Michael Owyang and Tatevik Sekhposyan
Federal Reserve Banks - Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis - Research Division and Texas A&M University - Department of Economics
Downloads 104 (283,980)

Abstract:

Loading...

Vector autoregression, Blocking model, Stacked vector autoregression, Mixed-frequency estimation, Bayesian methods, Nowcasting, Forecasting

6.

Alternative Tests for Correct Specification of Conditional Predictive Densities

Number of pages: 42 Posted: 25 Jun 2013 Last Revised: 21 Nov 2018
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 90 (311,842)
Citation 15

Abstract:

Loading...

Predictive Density, Probability Integral Transform, Kolmogorov-Smirnov Test, Carmer-von Mises Test, Forecast Evaluation

7.

The Local Effects of Monetary Policy

Federal Reserve Bank of Saint Louis Working Papers 2009-048
Number of pages: 44 Posted: 26 Sep 2009 Last Revised: 16 Feb 2013
Neville Francis, Michael Owyang and Tatevik Sekhposyan
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and Texas A&M University - Department of Economics
Downloads 60 (391,420)
Citation 2

Abstract:

Loading...

monetary policy channels, Bayesian vector autoregression, Markov chain Monte Carlo model comparison

Predicting Relative Forecasting Performance: An Empirical Investigation

Bank of Finland Research Discussion Paper No. 23/2018
Number of pages: 43 Posted: 08 Nov 2018 Last Revised: 16 Nov 2018
Eleonora Granziera and Tatevik Sekhposyan
Bank of Finland and Texas A&M University - Department of Economics
Downloads 22 (577,579)

Abstract:

Loading...

Conditional Predictive Ability, Model Selection, Model Averaging, Inflation Forecasts, Output Growth Forecasts

Predicting Relative Forecasting Performance: An Empirical Investigation

Bank of Finland Research Discussion Papers (2018); ISBN 978-952-323-248-8
Number of pages: 43 Posted: 03 Dec 2018
Eleonora Granziera and Tatevik Sekhposyan
Bank of Finland and Texas A&M University - Department of Economics
Downloads 16 (620,352)
Citation 1

Abstract:

Loading...

Conditional Predictive Ability, Model Selection, Model Averaging, Inflation Forecasts, Output Growth Forecasts

9.

Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set

Number of pages: 44 Posted: 11 Oct 2012 Last Revised: 28 May 2013
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 28 (523,334)
Citation 8

Abstract:

Loading...

Predictive Density Evaluation, Structural Change, Output Growth Forecasts, Inflation Forecasts

10.

Conditional Predictive Density Evaluation in the Presence of Instabilities

Number of pages: 34 Posted: 14 Dec 2012 Last Revised: 01 Mar 2013
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 24 (547,030)
Citation 8

Abstract:

Loading...

Predictive Density, Dynamic Mis-specifi…cation, Instability, Structural Change, Forecast Evaluation

From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts

Number of pages: 47 Posted: 10 Jan 2020
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Banco de España, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 7 (689,801)
Citation 2

Abstract:

Loading...

Survey of Professional Forecasters, Density Forecasts, Forecast Combination, Predictive Density, Probability Integral Transform, Uncertainty, Real-time.

From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty From Survey Density Forecasts

Banco de Espana Working Paper No. 1947
Number of pages: 53 Posted: 10 Jan 2020
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Banco de España, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 7 (689,801)
Citation 2

Abstract:

Loading...

Survey of Professional Forecasters, density forecasts, forecast combination, predictive density, probability integral transform, uncertainty, real-time

From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts

CEPR Discussion Paper No. DP14267
Number of pages: 50 Posted: 14 Jan 2020
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Banco de España, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

12.

Comparing Forecast Performance with State Dependence

CEPR Discussion Paper No. DP15217
Number of pages: 42 Posted: 12 Sep 2020
Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan
Banque de France, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 0 (732,249)
  • Add to Cart

Abstract:

Loading...

Forecast evaluation, Pockets of Predictability, State Dependence

13.

Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence

CEPR Discussion Paper No. DP14456
Number of pages: 45 Posted: 03 Mar 2020
Lukas Hoesch, Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 0 (732,249)
Citation 1
  • Add to Cart

Abstract:

Loading...

Forecasting, Information Channel of Monetary Policy, Instabilities, monetary policy