Saeed Zaman

Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

20

DOWNLOADS

1,805

TOTAL CITATIONS
Rank 21,802

SSRN RANKINGS

Top 21,802

in Total Papers Citations

29

Scholarly Papers (20)

1.

Are Banks Forward-Looking in Their Loan Loss Provisioning? Evidence from the Senior Loan Officer Opinion Survey (SLOOS)

FRB of Cleveland Working Paper No. 13-13r
Number of pages: 68 Posted: 15 Sep 2013 Last Revised: 29 Oct 2014
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland and University of Akron
Downloads 285 (220,028)

Abstract:

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Loan loss provisioning, forward-looking, income smoothing, capital management, early loss recognition

2.

Nowcasting U.S. Headline and Core Inflation

FRB of Cleveland Working Paper No. 14-03
Number of pages: 57 Posted: 25 May 2014 Last Revised: 10 Jan 2015
Edward S. Knotek and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 137 (430,310)
Citation 2

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inflation, nowcasting, forecasting, real-time data, professional forcasters, Greenbook

3.

Forecasting Inflation: Phillips Curve Effects on Services Price Measures

FRB of Cleveland Working Paper No. 1519
Number of pages: 38 Posted: 19 Oct 2015
Ellis W. Tallman and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 134 (437,962)
Citation 10

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Inflation forecasting, Phillips curve, disaggregated inflation forecasting models, trend-cycle model

4.

Post-COVID Inflation Dynamics: Higher for Longer

FRB of Cleveland Working Paper No. 23-06R, https://doi.org/10.26509/frbc-wp-202306r
Number of pages: 47 Posted: 17 Jan 2023 Last Revised: 21 Jun 2023
Randal Verbrugge and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 131 (445,840)

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Nonlinear Phillips Curve, Frequency Decomposition, Supply Price Pressures, Structural VAR, Nonlinear Impulse Response Functions, Welfare Analysis

5.

Nowcasting Inflation

FRB of Cleveland Working Paper No. 24-06, https://doi.org/10.26509/frbc-wp-202406
Number of pages: 24 Posted: 07 Mar 2024
Edward S. Knotek and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 129 (453,957)

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inflation, nowcasting, mixed-frequency models, survey nowcasts, real-time data

6.

Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting

FRB of Cleveland Working Paper No. 17-02
Number of pages: 90 Posted: 21 Mar 2017
Edward S. Knotek and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 116 (489,693)
Citation 4

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conditional forecasting, nowcasting, vector autoregressions, mixed-frequency models, Bayesian methods

7.

The Usefulness of the Median CPI in Bayesian Vars Used for Macroeconomic Forecasting and Policy

FRB Atlanta Working Paper No. 2016-13
Number of pages: 39 Posted: 18 Nov 2016 Last Revised: 30 Aug 2017
Brent Meyer and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Downloads 111 (505,914)
Citation 2

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inflation forecasting, trimmed-mean estimators, Bayesian vector autoregressions, conditional forecasting

8.

Improving Inflation Forecasts Using Robust Measures

FRB of Cleveland Working Paper No. 22-23R, https://doi.org/10.26509/frbc-wp-202223r
Number of pages: 41 Posted: 08 Aug 2022 Last Revised: 30 May 2023
Randal Verbrugge and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 104 (530,412)
Citation 3

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median PCE inflation, trimmed-mean PCE, disaggregate inflation, skewness, forecasting

9.

It's Not Just for Inflation: The Usefulness of the Median CPI in BVAR Forecasting

FRB of Cleveland Working Paper No. 13-03
Number of pages: 39 Posted: 15 Nov 2013
Brent Meyer and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Downloads 86 (599,153)

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Inflation, Inflation forecasting, trimmed-mean estimators, Bayesian

10.

A Medium Scale Forecasting Model for Monetary Policy

FRB of Cleveland Working Paper No. 11-28
Number of pages: 43 Posted: 29 Oct 2011
Kenneth R. Beauchemin and Saeed Zaman
University of Colorado at Boulder - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 78 (633,783)

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Bayesian Vector-Autoregression, Forecasting, Monetary Policy

11.

A Unified Framework to Estimate Macroeconomic Stars

FRB of Cleveland Working Paper No. 21-23R2, https://doi.org/10.26509/frbc-wp-202123r2
Number of pages: 47 Posted: 18 Oct 2021 Last Revised: 03 Jun 2024
Saeed Zaman
Federal Reserve Bank of Cleveland
Downloads 75 (647,389)
Citation 2

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state-space model, Bayesian analysis, time-varying parameters, natural rates, survey expectations, COVID-19 pandemic

12.

The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model

FRB of Cleveland Working Paper No. 23-03, https://doi.org/10.26509/frbc-wp-202303
Number of pages: 50 Posted: 09 Jan 2023 Last Revised: 09 May 2023
Randal Verbrugge and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 61 (719,187)

Abstract:

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Nonlinear Phillips Curve, Frequency Decomposition, Supply Price Pressures, Structural VAR, Nonlinear Impulse Response Functions, Welfare Analysis

13.

Forecasting Core Inflation and Its Goods, Housing, and Supercore Components

FRB of Cleveland Working Paper No. 23-34, https://doi.org/10.26509/frbc-wp-202334
Number of pages: 45 Posted: 21 Dec 2023
Todd E. Clark, Matthew Gordon and Saeed Zaman
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 59 (730,577)

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Supercore inflation, forecast aggregation, Bayesian vector autoregression, scenario analysis

14.

Credit Market Information Feedback

FRB of Cleveland Working Paper No. 1515
Number of pages: 12 Posted: 06 Oct 2015
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, University of Akron and Federal Reserve Bank of Cleveland
Downloads 54 (761,377)

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bank franchise value, asset quality, credit demand, information, expectations

15.

Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach

FRB of Cleveland Working Paper No. 20-31
Number of pages: 49 Posted: 26 Oct 2020
Edward S. Knotek and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 50 (787,576)

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mixed-frequency models, inflation, density nowcasts, density combinations

16.

Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach

FRB of Cleveland Working Paper No. 20-17
Number of pages: 46 Posted: 23 Jun 2020
Edward S. Knotek and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 47 (808,897)
Citation 1

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consumption, energy prices, asymmetry, multivariate threshold models, nonlinear structural impulse response

17.

Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy

FRB of Cleveland Working Paper No. 18-09
Number of pages: 53 Posted: 28 Jun 2018
Ellis W. Tallman and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 42 (846,370)
Citation 3

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Bayesian analysis, relative entropy, survey forecasts, nowcasts, density forecasts, real-time data

18.

The Effect of Component Disaggregation on Measures of the Median and Trimmed-Mean CPI

FRB of Cleveland Working Paper No. 24-02, https://doi.org/10.26509/frbc-wp-202402
Number of pages: 77 Posted: 04 Jan 2024
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 41 (854,422)
Citation 1

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inflation measurement, median CPI, trimmed-mean CPI, trend inflation, disaggregates of inflation

19.

Oil Price Fluctuations and US Banks

FRB of Cleveland Working Paper No. 24-11, https://doi.org/10.26509/frbc-wp-202411
Number of pages: 47 Posted: 30 May 2024
Paolo Gelain, Marco Lorusso and Saeed Zaman
Federal Reserve Bank of Cleveland, University of Newcastle - Newcastle University Business School and Federal Reserve Bank of Cleveland
Downloads 34 (915,010)

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oil market shocks, Bayesian SVAR models, sign restrictions, bank credit

20.

The Distributional Predictive Content of Measures of Inflation Expectations

FRB of Cleveland Working Paper No. 23-31, https://doi.org/10.26509/frbc-wp-202331
Number of pages: 53 Posted: 01 Dec 2023
James Mitchell and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 31 (942,971)
Citation 1

Abstract:

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inflation expectations measures, inflation, density forecasts, quantile predictive regressions, non-Gaussian models, nonlinearities