Tucker McElroy

U.S. Census Bureau - Center for Statistical Research and Methodology

4600 Silver Hill Road

Washington, DC 20233-9100

United States

  • U.S. Census Bureau - Center for Statistical Research and Methodology

SCHOLARLY PAPERS

8

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782

TOTAL CITATIONS
Rank 35,988

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12

Scholarly Papers (8)

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1.

Expectation Formation Following Large Unexpected Shocks

Review of Economics and Statistics, Forthcoming
Number of pages: 56 Posted: 19 Mar 2018 Last Revised: 16 Apr 2020
Scott R. Baker, Tucker McElroy and Xuguang Simon Sheng
Northwestern University, Kellogg School of Management, Department of Finance, U.S. Census Bureau - Center for Statistical Research and Methodology and American University - Department of Economics
Downloads 194 (331,295)
Citation 7

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Expectation Formation, Heterogeneous Agents, Information Rigidity, Learning, Natural Disasters, Uncertainty Shock

2.

The Term Structure of Uncertainty: New Evidence from Survey Expectations

Number of pages: 49 Posted: 06 Aug 2019 Last Revised: 07 May 2020
Carola Binder, Tucker McElroy and Xuguang Simon Sheng
The University of Texas at Austin, TX, USA, U.S. Census Bureau - Center for Statistical Research and Methodology and American University - Department of Economics
Downloads 163 (386,880)

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Density Forecasts, Perceived Persistence, Term Structure, Subjective Uncertainty

3.

Multi-Step Ahead Forecasting of Vector Time Series

FRB of St. Louis Working Paper No. 2012-060B
Number of pages: 29 Posted: 08 Dec 2012 Last Revised: 26 Sep 2014
Tucker McElroy and Michael W. McCracken
U.S. Census Bureau - Center for Statistical Research and Methodology and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 125 (479,924)
Citation 1

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Euro Area, Fertility Rates, Frequency Domain, Housing Starts, Multivariate Time Series, VAR Models

4.

Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass Filtering

FEDS Working Paper No. 2007-68
Number of pages: 34 Posted: 17 Jul 2008
Tucker McElroy and Thomas M. Trimbur
U.S. Census Bureau - Center for Statistical Research and Methodology and University of Cambridge - Faculty of Economics and Politics
Downloads 81 (646,164)

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Continuous time processes, cycles, Hodrick-Prescott filter, linear filtering, signal extraction, turning points

5.

The Multivariate Bullwhip Effect

Gabelli School of Business, Fordham University Research Paper No. 2865975
Number of pages: 38 Posted: 08 Nov 2016
Chaitra Nagaraja and Tucker McElroy
Fordham University - Gabelli School of Business and U.S. Census Bureau - Center for Statistical Research and Methodology
Downloads 71 (695,664)

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Supply Chain Management, Multivariate Time Series, Cross-Correlated Demand

6.

Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation

FEDS Working Paper No. 2012-45
Number of pages: 45 Posted: 20 Dec 2012
Tucker McElroy and Thomas M. Trimbur
U.S. Census Bureau - Center for Statistical Research and Methodology and University of Cambridge - Faculty of Economics and Politics
Downloads 60 (759,367)
Citation 4

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co-integration, common trends, filters, multivariate models, stochastic trends, unobserved components

7.

Augmented Information Rigidity Test

Number of pages: 35 Posted: 18 Nov 2021
Tucker McElroy and Xuguang Simon Sheng
U.S. Census Bureau - Center for Statistical Research and Methodology and American University - Department of Economics
Downloads 48 (852,755)

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Forecast evaluation, information rigidity, overreaction, panel data, Survey of Professional Forecasters

8.

Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence

US Census Bureau Center for Economic Studies Paper No. CES-WP-17-11
Number of pages: 72 Posted: 27 Jan 2017
Henry R. Hyatt and Tucker McElroy
U.S. Census Bureau - Center for Economic Studies and U.S. Census Bureau - Center for Statistical Research and Methodology
Downloads 40 (913,439)

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