Tucker McElroy

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

4600 Silver Hill Road

Washington, DC 20233-9100

United States

SCHOLARLY PAPERS

8

DOWNLOADS

638

SSRN CITATIONS
Rank 36,395

SSRN RANKINGS

Top 36,395

in Total Papers Citations

27

CROSSREF CITATIONS

1

Scholarly Papers (8)

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 133 (399,519)
Citation 7

Abstract:

Loading...

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
Haverford College - Department of Economics, U.S. Census Bureau - Center for Statistical Research and Methodology and American University - Department of Economics
Downloads 126 (416,381)

Abstract:

Loading...

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 116 (442,996)
Citation 1

Abstract:

Loading...

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 72 (601,505)

Abstract:

Loading...

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 61 (655,737)

Abstract:

Loading...

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 53 (700,534)
Citation 4

Abstract:

Loading...

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

7.

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 39 (794,468)

Abstract:

Loading...

8.

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 38 (801,963)

Abstract:

Loading...

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