Jing Tian

University of Tasmania

Dr

French Street

Sandy Bay

Tasmania, 7250

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

6

DOWNLOADS

97

CITATIONS

0

Scholarly Papers (6)

1.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

FRB of Philadelphia Working Paper No. 13-22
Number of pages: 34 Posted: 25 May 2013
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 29 (469,379)

Abstract:

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trend-cycle decomposition, data revision, state-space form

2.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

CIRANO - Scientific Publications 2013s-23
Number of pages: 37 Posted: 19 Oct 2013
University of Tasmania, University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 24 (495,861)

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trend-cycle decomposition, data revision, state-space form

3.

On the Correspondence between Data Revision and Trend-Cycle Decomposition

CAMA Working Paper No. 16/2012
Number of pages: 12 Posted: 28 Mar 2012
University of Tasmania, University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 20 (518,734)

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data revisions, state-space models, Kalman filter, Kalman smoother, trend-cycle decomposition

4.

Trend-Cycle-Seasonal Interactions: Identification and Estimation

CAMA Working Paper No. 57/2017
Number of pages: 39 Posted: 08 Sep 2017
De Nederlandsche Bank, University of Groningen - Faculty of Economics and Business, University of Manchester - School of Social Sciences and University of Tasmania
Downloads 12 (566,065)

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Trend-Cycle-Seasonal Decomposition, Unobserved Components, Seasonal Adjustment, Employment, Great Recession

5.

A State Space Approach to Evaluate Multi-Horizon Forecasts

CAMA Working Paper No. 67/2017
Number of pages: 52 Posted: 02 Nov 2017
Thomas Goodwin and Jing Tian
University of Tasmania and University of Tasmania
Downloads 10 (578,470)

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Rational Forecasts, Implicit Forecasts, Forecast Revision Structure, Weather Forecasts

6.

Improving Equity Premium Forecasts by Incorporating Structural Break Uncertainty

Accounting & Finance, Vol. 58, pp. 619-656, 2018
Number of pages: 38 Posted: 23 Oct 2018
Jing Tian and Qing Zhou
University of Tasmania and Department of Applied Finance and Actuarial Studies, Macquarie University
Downloads 2 (635,457)
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Structural break uncertainty, Out‐of‐sample forecast, Equity premium