Yongchen Zhao

Towson University - Department of Economics

Towson, MD 21204

United States

SCHOLARLY PAPERS

15

DOWNLOADS

650

SSRN CITATIONS
Rank 32,099

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Top 32,099

in Total Papers Citations

7

CROSSREF CITATIONS

17

Scholarly Papers (15)

1.

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 95 (305,125)
Citation 3

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

2.

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 86 (324,829)

Abstract:

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forecasting recession, real-time data, probability forecast

3.

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 72 (360,405)
Citation 1

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

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 68 (371,723)
Citation 1

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HOPIT model, household survey data, quantification, inflation expectation

5.

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 68 (371,723)
Citation 1

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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 29 (538,220)

Abstract:

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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 24 (570,534)

Abstract:

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probability forecasts, yield spread, real-time data

7.

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 48 (438,494)
Citation 1

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

8.

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 44 (454,354)
Citation 1

Abstract:

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

9.

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 38 (479,960)
Citation 1

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

10.

Nowcasting in Real Time Using Popularity Priors

Number of pages: 18 Posted: 07 Mar 2020
George Monokroussos and Yongchen Zhao
Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 20 (579,164)

Abstract:

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Gibbs Sampling, Factor Models, Kalman Filter, Real-Time Data, Google Trends, Monetary Policy, Great Recession

11.

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 19 (585,797)
Citation 1

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12.

Inflation Expectations in India: Learning From Household Tendency Surveys

Number of pages: 40 Posted: 09 Sep 2018
Abhiman Das, Kajal Lahiri and Yongchen Zhao
Indian Institute of Management Ahmedabad, State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 18 (592,333)

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Hierarchical Ordered Probit Model, Quantification, Tendency Survey, Disagreement, Indian Inflation

13.

International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts

Number of pages: 45 Posted: 29 Oct 2018
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 12 (633,379)
Citation 1

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GDP Growth, Business Cycle Connectedness, Transmission of Shocks, Common International Shocks, Panel VAR Model, Blue Chip Surveys

14.

The Nordhaus Test with Many Zeros

CESifo Working Paper No. 8350
Number of pages: 12 Posted: 10 Jun 2020
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 5 (684,180)

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15.

Updates to Household Inflation Expectations: Signal or Noise?

Number of pages: 9 Posted: 20 May 2019
Yongchen Zhao
Towson University - Department of Economics
Downloads 4 (691,720)
Citation 1

Abstract:

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inflation expectations, revisions to expectations, household surveys, rational inattention