Yongchen Zhao

Towson University - Department of Economics

Towson, MD 21204

United States

SCHOLARLY PAPERS

15

DOWNLOADS

1,580

TOTAL CITATIONS
Rank 28,211

SSRN RANKINGS

Top 28,211

in Total Papers Citations

33

Scholarly Papers (15)

1.

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 and Towson University - Department of Economics
Downloads 208 (301,763)
Citation 5

Abstract:

Loading...

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

2.

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, Wayfair LLC and Towson University - Department of Economics
Downloads 180 (344,774)
Citation 6

Abstract:

Loading...

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

3.

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 and Towson University - Department of Economics
Downloads 172 (358,699)
Citation 5

Abstract:

Loading...

HOPIT model, household survey data, quantification, inflation expectation

4.

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 162 (377,807)

Abstract:

Loading...

forecasting recession, real-time data, probability forecast

5.

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 160 (381,788)
Citation 3

Abstract:

Loading...

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

6.

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 132 (446,197)
Citation 4

Abstract:

Loading...

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

7.

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 and Towson University - Department of Economics
Downloads 109 (516,300)
Citation 1

Abstract:

Loading...

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

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, Wayfair LLC and Towson University - Department of Economics
Downloads 53 (791,078)
Citation 1

Abstract:

Loading...

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, Wayfair LLC and Towson University - Department of Economics
Downloads 47 (835,318)

Abstract:

Loading...

probability forecasts, yield spread, real-time data

9.

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, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Towson University - Department of Economics
Downloads 97 (560,150)
Citation 1

Abstract:

Loading...

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 60 (730,337)
Citation 1

Abstract:

Loading...

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

11.

Nowcasting in Real Time Using Popularity Priors

Number of pages: 18 Posted: 07 Mar 2020
George Monokroussos and Yongchen Zhao
Wayfair LLC and Towson University - Department of Economics
Downloads 53 (773,981)

Abstract:

Loading...

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

12.

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 49 (801,289)
Citation 1

Abstract:

Loading...

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 and Towson University - Department of Economics
Downloads 42 (854,304)
Citation 2

Abstract:

Loading...

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 and Towson University - Department of Economics
Downloads 32 (943,055)
Citation 2

Abstract:

Loading...

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 24 (1,027,676)
Citation 1

Abstract:

Loading...

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