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Sebastian Fossati

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Fossati
Suffix:
RePEc Short-ID:pfo140
[This author has chosen not to make the email address public]
http://www.ualberta.ca/~sfossati
Department of Economics, University of Alberta, 8-14 Tory, Edmonton, AB, Canada T6G 2H4
(780) 492 3127
Twitter: @sebafossati
Terminal Degree: Department of Economics; University of Washington (from RePEc Genealogy)

Affiliation

Department of Economics
University of Alberta

Edmonton, Canada
https://www.ualberta.ca/economics/
RePEc:edi:deualca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sebastian Fossati & Xiao Li, 2025. "Exchange Rate Predictability and Financial Conditions," Working Papers 2025-06, University of Alberta, Department of Economics.
  2. Carlos Díaz & Sebastian Fossati & Nicolás Trajtenberg, 2021. "Stay at Home if You Can: COVID-19 Stay-at-Home Guidelines and Local Crime," Working Papers 2021-08, University of Alberta, Department of Economics.
  3. Sebastian Fossati & Joseph Marchand, 2020. "First to $15: Alberta's Minimum Wage Policy on Employment by Wages, Ages, and Places," Working Papers 2020-15, University of Alberta, Department of Economics.
  4. Sebastian Fossati, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-09, University of Alberta, Department of Economics.
  5. Sebastian Fossati, 2014. "Output Growth and Commodity Prices in Latin America: What Has Changed?," Working Papers 2014-11, University of Alberta, Department of Economics.
  6. Sebastian Fossati, 2013. "Forecasting U.S. Recessions with Macro Factors," Working Papers 2013-03, University of Alberta, Department of Economics.
  7. Sebastian Fossati, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-05, University of Alberta, Department of Economics.
  8. Sebastian Fossati, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-04, University of Alberta, Department of Economics.
  9. Sebastian Fossati, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.

Articles

  1. Sebastian Fossati & Joseph Marchand, 2024. "First to $15: Alberta’s Minimum Wage Policy on Employment by Wages, Ages, and Places," ILR Review, Cornell University, ILR School, vol. 77(1), pages 119-142, January.
  2. Carlos Díaz & Sebastian Fossati & Nicolás Trajtenberg, 2022. "Stay at home if you can: COVID‐19 stay‐at‐home guidelines and local crime," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 19(4), pages 1067-1113, December.
  3. Sebastian Fossati, 2017. "Output Growth And Structural Reform In Latin America: Have Business Cycles Changed?," Contemporary Economic Policy, Western Economic Association International, vol. 35(1), pages 62-75, January.
  4. Fossati Sebastian, 2016. "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
  5. Sebastian Fossati, 2015. "Forecasting US recessions with macro factors," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5726-5738, November.
  6. Sebastian Fossati, 2013. "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 368-384, May.
  7. Fossati, Sebastian, 2012. "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3070-3079.
  8. Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez, 2007. "Regional and international market integration of a small open economy," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 77-98, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sebastian Fossati, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-09, University of Alberta, Department of Economics.

    Cited by:

    1. Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
    2. Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
    3. Boriss Siliverstovs & Daniel S. Wochner, 2021. "State‐dependent evaluation of predictive ability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 547-574, April.
    4. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
    5. Boriss Siliverstovs & Daniel Wochner, 2019. "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," KOF Working papers 19-463, KOF Swiss Economic Institute, ETH Zurich.
    6. Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
    7. Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.

  2. Sebastian Fossati, 2013. "Forecasting U.S. Recessions with Macro Factors," Working Papers 2013-03, University of Alberta, Department of Economics.

    Cited by:

    1. Barış Soybilgen, 2020. "Identifying US business cycle regimes using dynamic factors and neural network models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 827-840, August.
    2. Baris Soybilgen, 2017. "Identifying Us Business Cycle Regimes Using Factor Augmented Neural Network Models," Working Papers 1703, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    3. Marius M. Mihai, 2020. "Do credit booms predict US recessions?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 887-910, September.
    4. Baumann, Ursel & Gomez-Salvador, Ramon & Seitz, Franz, 2019. "Detecting turning points in global economic activity," Working Paper Series 2310, European Central Bank.
    5. Sebastian Fossati, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-09, University of Alberta, Department of Economics.
    6. Soybilgen, Baris, 2018. "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper 94715, University Library of Munich, Germany.

  3. Sebastian Fossati, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-05, University of Alberta, Department of Economics.

    Cited by:

    1. Barış Soybilgen, 2020. "Identifying US business cycle regimes using dynamic factors and neural network models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 827-840, August.
    2. Marcelle Chauvet & Rafael R. S. Guimaraes, 2021. "Transfer Learning for Business Cycle Identification," Working Papers Series 545, Central Bank of Brazil, Research Department.
    3. Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
    4. Manzoor Ahmad & Zahoor Ul Haq & Javed Iqbal & Shehzad Khan, 2023. "Dating the Business Cycles: Research and Development (R&D) Expenditures and New Knowledge Creation in OECD Economies over the Business Cycles," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(4), pages 3929-3973, December.
    5. Sebastian Fossati, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-09, University of Alberta, Department of Economics.
    6. Alexander James & Yaser S. Abu-Mostafa & Xiao Qiao, 2019. "Nowcasting Recessions using the SVM Machine Learning Algorithm," Papers 1903.03202, arXiv.org, revised Jun 2019.
    7. Rafael R. S. Guimaraes, 2022. "Deep Learning Macroeconomics," Papers 2201.13380, arXiv.org.
    8. Giusto, Andrea & Piger, Jeremy, 2017. "Identifying business cycle turning points in real time with vector quantization," International Journal of Forecasting, Elsevier, vol. 33(1), pages 174-184.
    9. Soybilgen, Baris, 2018. "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper 94715, University Library of Munich, Germany.

  4. Sebastian Fossati, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-04, University of Alberta, Department of Economics.

    Cited by:

    1. Stefano Grassi & Tommaso Proietti, 2010. "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series EERI_RP_2010_25, Economics and Econometrics Research Institute (EERI), Brussels.
    2. Kazuki Hiraga, 2011. "New Methods for Testing the Sustainability of Government Debt," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-020, Keio/Kyoto Joint Global COE Program.
    3. Sebastian Fossati, 2013. "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 368-384, May.
    4. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
    5. Pitarakis, Jean-Yves, 2014. "A joint test for structural stability and a unit root in autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 577-587.
    6. Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, vol. 5(2), pages 1-10, April.

  5. Sebastian Fossati, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.

    Cited by:

    1. Sebastian Fossati, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-04, University of Alberta, Department of Economics.
    2. Kaddour Hadri & Eiji Kurozumi & Daisuke Yamazaki, 2015. "Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests," Manchester School, University of Manchester, vol. 83(6), pages 676-700, December.

Articles

  1. Sebastian Fossati & Joseph Marchand, 2024. "First to $15: Alberta’s Minimum Wage Policy on Employment by Wages, Ages, and Places," ILR Review, Cornell University, ILR School, vol. 77(1), pages 119-142, January.

    Cited by:

    1. Lestari Agusalim & Hermanto Siregar & Lukytawati Anggraeni & Sri Mulatsih, 2025. "The Heterogeneous Effects of a Minimum Wage Policy on Hours Worked and Real Wages in Indonesia," Economic Research Guardian, Mutascu Publishing, vol. 15(1), pages 88-115, June.

  2. Sebastian Fossati, 2017. "Output Growth And Structural Reform In Latin America: Have Business Cycles Changed?," Contemporary Economic Policy, Western Economic Association International, vol. 35(1), pages 62-75, January.

    Cited by:

    1. Oscar V. De la Torre-Torres & José Álvarez-García & María de la Cruz del Río-Rama, 2024. "An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading," Mathematics, MDPI, vol. 12(3), pages 1-20, February.

  3. Fossati Sebastian, 2016. "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
    See citations under working paper version above.
  4. Sebastian Fossati, 2015. "Forecasting US recessions with macro factors," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5726-5738, November.
    See citations under working paper version above.
  5. Sebastian Fossati, 2013. "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 368-384, May.
    See citations under working paper version above.
  6. Fossati, Sebastian, 2012. "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3070-3079.
    See citations under working paper version above.
  7. Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez, 2007. "Regional and international market integration of a small open economy," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 77-98, May.

    Cited by:

    1. Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, "undated". "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236127, Agricultural and Applied Economics Association.
    2. Lanfranco, Bruno A. & Ferraro, Bruno & Rostan, Francisco, 2015. "Beef Cattle in the MERCOSUR bloc: Integrated or Separate Markets?," 2015 Conference, August 9-14, 2015, Milan, Italy 212030, International Association of Agricultural Economists.
    3. Varela, Gonzalo & Aldaz-Carroll, Enrique & Iacovone, Leonardo, 2012. "Determinants of market integration and price transmission in Indonesia," Policy Research Working Paper Series 6098, The World Bank.
    4. Fabio L. Mattos & Rodrigo Lanna Franco da Silveira, 2018. "The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission," IJFS, MDPI, vol. 6(2), pages 1-17, April.
    5. Varela, Gonzalo J., 2012. "Incomplete, slow, and asymmetric price transmission in ten product markets of Bolivia," Policy Research Working Paper Series 6291, The World Bank.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. University of Alberta Economists (UAE)
  2. Alberta Centre for Labour Market Research (ACLMR)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2011-06-18 2011-06-18 2011-07-21 2017-09-17
  2. NEP-FOR: Forecasting (3) 2011-06-18 2013-04-13 2017-09-17
  3. NEP-ETS: Econometric Time Series (2) 2011-06-18 2011-07-21
  4. NEP-LMA: Labor Markets - Supply, Demand, and Wages (2) 2020-12-07 2023-02-13
  5. NEP-URE: Urban and Real Estate Economics (2) 2021-10-18 2023-02-13
  6. NEP-BEC: Business Economics (1) 2011-06-18
  7. NEP-CBA: Central Banking (1) 2011-06-18
  8. NEP-FDG: Financial Development and Growth (1) 2025-09-22
  9. NEP-GRO: Economic Growth (1) 2014-10-17
  10. NEP-IFN: International Finance (1) 2025-09-22
  11. NEP-LAM: Central and South America (1) 2014-10-17
  12. NEP-LAW: Law and Economics (1) 2021-10-18
  13. NEP-MAC: Macroeconomics (1) 2014-10-17
  14. NEP-ORE: Operations Research (1) 2011-06-18

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