Saeed Zaman

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

13

DOWNLOADS

598

SSRN CITATIONS
Rank 41,987

SSRN RANKINGS

Top 41,987

in Total Papers Citations

16

CROSSREF CITATIONS

1

Scholarly Papers (13)

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 Banks - Federal Reserve Bank of Cleveland and University of Akron
Downloads 159 (257,918)

Abstract:

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

2.

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 Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 84 (404,131)
Citation 4

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

3.

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 Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 83 (406,958)
Citation 2

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

4.

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 Banks - Federal Reserve Bank of Cleveland
Downloads 52 (516,108)

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Bayesian Vector-Autoregression, Forecasting, Monetary Policy

5.

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 Banks - Federal Reserve Bank of Cleveland
Downloads 45 (548,032)

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Inflation, Inflation forecasting, trimmed-mean estimators, Bayesian

6.

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 Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 43 (557,824)
Citation 5

Abstract:

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

7.

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 Banks - Federal Reserve Bank of Cleveland
Downloads 26 (657,288)

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

8.

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 Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 20 (702,672)

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

9.

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 Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 20 (702,672)
Citation 3

Abstract:

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

10.

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 Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 18 (718,671)
Citation 1

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

11.

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 Banks - Federal Reserve Bank of Cleveland
Downloads 18 (718,671)

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

12.

Improving Inflation Forecasts Using Robust Measures

FRB of Cleveland Working Paper No. 22-23
Number of pages: 58 Posted: 08 Aug 2022
Randal Verbrugge and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 7 (821,024)

Abstract:

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

13.

A Unified Framework to Estimate Macroeconomic Stars

FRB of Cleveland Working Paper No. 21-23R
Number of pages: 56 Posted: 18 Oct 2021
Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 23

Abstract:

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