Yongchen Zhao

Towson University - Department of Economics

Towson, MD 21204

United States

SCHOLARLY PAPERS

10

DOWNLOADS

363

CITATIONS

0

Scholarly Papers (10)

1.

Econometric Issues in Modeling Returns and Managerial Efficiency in the Hedge Fund Industry

Presented at the Special Issue of Managerial and Decision Economics conference “Effects of Alternative Investments on Entrepreneurship, Innovation, and Growth” conference, October 29, 2012, SUNY Global Center, NYC,
Number of pages: 24 Posted: 29 Jun 2012
Kajal Lahiri, Hany A. Shawky and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Towson University - Department of Economics
Downloads 63 (279,756)

Abstract:

2.

Machine Learning and Forecast Combination in Incomplete Panels

Number of pages: 55 Posted: 05 Dec 2013
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 56 (266,437)

Abstract:

On-line learning, Recursive algorithms, Unbalanced panel, SPF forecasts

The Yield Spread Puzzle and the Information Content of SPF Forecasts

Economics Letters, Forthcoming
Number of pages: 6 Posted: 05 Nov 2012
Kajal Lahiri, George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 23 (423,216)

Abstract:

Probability forecasts, Yield spread, Real-time data

The Yield Spread Puzzle and the Information Content of SPF Forecasts

CESifo Working Paper Series No. 3949
Number of pages: 8 Posted: 04 Oct 2012
Kajal Lahiri, George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 20 (440,111)

Abstract:

probability forecasts, yield spread, real-time data

4.

Quantifying Survey Expectations: A Critical Review and Generalization of the Carlson-Parkin Method

Number of pages: 33 Posted: 27 Nov 2013
Kajal Lahiri and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 25 (327,117)

Abstract:

HOPIT model, household survey data, quantification, inflation expectation

5.

On-Line Learning and Forecast Combination in Unbalanced Panels

Econometric Reviews, Forthcoming
Number of pages: 53 Posted: 29 Jan 2015
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 17 (382,556)

Abstract:

On-line learning, Recursive algorithms, Unbalanced panel, SPF forecasts

6.

Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors

Journal of Applied Econometrics, 2015
Number of pages: 32 Posted: 17 Jul 2015
Kajal Lahiri, George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 11 (391,308)

Abstract:

Forecasting, Consumption, Consumer Sentiment, Factor Models, Kalman Filter, Real-Time Data, Fluctuation test

7.

Testing the Value of Probability Forecasts for Calibrated Combining

Number of pages: 45 Posted: 27 Nov 2013
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 8 (461,224)

Abstract:

8.

Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set

Number of pages: 29 Posted: 20 Sep 2016
H.O. Stekler and Yongchen Zhao
George Washington University - Department of Economics and Towson University - Department of Economics
Downloads 0 (386,894)

Abstract:

forecasting recession, real-time data, probability forecast

9.

Determinants of Consumer Sentiment Over Business Cycles: Evidence from the U.S. Surveys of Consumers

Number of pages: 38 Posted: 23 Jul 2016
Kajal Lahiri and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 0 (420,404)

Abstract:

Consumer confidence, Cross-sectional heterogeneity, Asymmetry, News, Recessions

10.

Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms

Number of pages: 28 Posted: 19 Dec 2015
Yongchen Zhao
Towson University - Department of Economics
Downloads 0 (400,633)

Abstract:

Forecast combination, Exponential re-weighting, Shrinkage, Estimation error, Performance stability, Real-Time Data