Gultekin Isiklar
Personal Details
First Name: | Gultekin |
Middle Name: | |
Last Name: | Isiklar |
Suffix: | |
RePEc Short-ID: | pis25 |
| |
http://www.albany.edu/~gi7989 | |
Terminal Degree: | 2005 Department of Economics; University at Albany, State University of New York (SUNY) (from RePEc Genealogy) |
Affiliation
Department of Economics
University at Albany, State University of New York (SUNY)
Albany, New York (United States)http://www.albany.edu/econ/
RePEc:edi:dealbus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
- Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006.
"How quickly do forecasters incorporate news? Evidence from cross-country surveys,"
MPRA Paper
22065, University Library of Munich, Germany.
- Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
- Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725, September.
- Kajal Lahiri & Gultekin Isiklar, 2006.
"How Far Ahead Can We Forecast? Evidence From Cross-country Surveys,"
Discussion Papers
06-04, University at Albany, SUNY, Department of Economics.
- Isiklar, Gultekin & Lahiri, Kajal, 2007. "How far ahead can we forecast? Evidence from cross-country surveys," International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187.
- Gultekin Isiklar, 2005. "Structural VAR identification in asset markets using short-run market inefficiencies," Econometrics 0501001, University Library of Munich, Germany, revised 02 Jan 2005.
- Gultekin Isiklar, 2004.
"On aggregation bias in fixed-event forecast efficiency tests,"
Econometrics
0412011, University Library of Munich, Germany, revised 28 Dec 2004.
- Isiklar, Gultekin, 2005. "On aggregation bias in fixed-event forecast efficiency tests," Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
Articles
- Ilker Domac & Gultekin Isiklar & Magda Kandil, 2019.
"On the potential and Limitations of monetary policy in Turkey,"
Middle East Development Journal, Taylor & Francis Journals, vol. 11(2), pages 231-249, July.
- Ilker Domac & Gultekin Isiklar & Magda Kandil, 2019. "On the potential and Limitations of monetary policy in Turkey," Middle East Development Journal, Taylor & Francis Journals, vol. 11(2), pages 220-235, July.
- Isiklar, Gultekin & Lahiri, Kajal, 2007.
"How far ahead can we forecast? Evidence from cross-country surveys,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187.
- Kajal Lahiri & Gultekin Isiklar, 2006. "How Far Ahead Can We Forecast? Evidence From Cross-country Surveys," Discussion Papers 06-04, University at Albany, SUNY, Department of Economics.
- Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006.
"How quickly do forecasters incorporate news? Evidence from cross-country surveys,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
- Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725, September.
- Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," MPRA Paper 22065, University Library of Munich, Germany.
- Isiklar, Gultekin, 2005.
"On aggregation bias in fixed-event forecast efficiency tests,"
Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
- Gultekin Isiklar, 2004. "On aggregation bias in fixed-event forecast efficiency tests," Econometrics 0412011, University Library of Munich, Germany, revised 28 Dec 2004.
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006.
"How quickly do forecasters incorporate news? Evidence from cross-country surveys,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
- Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725, September.
- Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," MPRA Paper 22065, University Library of Munich, Germany.
Mentioned in:
Working papers
- Kajal Lahiri & Gultekin Isiklar, 2010.
"Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners,"
Discussion Papers
10-06, University at Albany, SUNY, Department of Economics.
Cited by:
- Ullrich Heilemann & Karsten Müller, 2018. "Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker [Few differences—on the accuracy of international forecasts and forecaster]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 195-233, December.
- Lahiri, Kajal & Zhao, Yongchen, 2019.
"International propagation of shocks: A dynamic factor model using survey forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
- Kajal Lahiri & Yongchen Zhao, 2018. "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers 2018-04, Towson University, Department of Economics, revised Sep 2018.
- Steffen Henzel & Elisabeth Wieland, 2013. "Synchronization and Changes in International Inflation Uncertainty," CESifo Working Paper Series 4194, CESifo.
- Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006.
"How quickly do forecasters incorporate news? Evidence from cross-country surveys,"
MPRA Paper
22065, University Library of Munich, Germany.
- Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
- Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725, September.
Cited by:
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013.
"Analyzing Fixed-event Forecast Revisions,"
Documentos de Trabajo del ICAE
2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
- Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
- Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019.
"The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU,"
EconPol Working Paper
22, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM 2019/67, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Reslow, André, 2019.
"Inefficient Use of Competitors’ Forecasts?,"
Working Paper Series
2019:9, Uppsala University, Department of Economics.
- Reslow, André, 2019. "Inefficient Use of Competitors'Forecasts?," Working Paper Series 380, Sveriges Riksbank (Central Bank of Sweden).
- Sebastiano Manzan, 2011. "Differential Interpretation in the Survey of Professional Forecasters," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 993-1017, August.
- Mr. Martin Mühleisen & Ms. Kornelia Krajnyak & Mr. Stephan Danninger & Mr. David Hauner & Mr. Bennett W Sutton, 2005. "How Do Canadian Budget Forecasts Compare with Those of Other Industrial Countries?," IMF Working Papers 2005/066, International Monetary Fund.
- Lahiri, Kajal & Zhao, Yongchen, 2019.
"International propagation of shocks: A dynamic factor model using survey forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
- Kajal Lahiri & Yongchen Zhao, 2018. "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers 2018-04, Towson University, Department of Economics, revised Sep 2018.
- Jan-Egbert Sturm & Timo Wollmershäuser, 2008.
"The Stress of Having a Single Monetary Policy in Europe,"
KOF Working papers
08-190, KOF Swiss Economic Institute, ETH Zurich.
- Jan-Egbert Sturm & Timo Wollmershäuser, 2008. "The Stress of Having a Single Monetary Policy in Europe," CESifo Working Paper Series 2251, CESifo.
- Tara M. Sinclair, 2012.
"Characteristics and Implications of Chinese Macroeconomic Data Revisions,"
Working Papers
2012-09, The George Washington University, Institute for International Economic Policy.
- Sinclair, Tara M., 2019. "Characteristics and implications of Chinese macroeconomic data revisions," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1108-1117.
- Ulrich Heilemann & Susanne Schnorr-Bäcker, 2016. "Could The Start Of The German Recession 2008-2009 Have Been Foreseen? Evidence From Real-Time Data," Working Papers 2016-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014.
"Rationality and Momentum in Real Estate Investment Forecasts,"
Real Estate & Planning Working Papers
rep-wp2014-07, Henley Business School, University of Reading.
- Fotis Mouzakis & Dimitrios Papastamos & Simon Stevenson, 2015. "Rationality and Momentum in Real Estate Investment Forecasts," ERES eres2015_297, European Real Estate Society (ERES).
- Didier Nibbering & Richard Paap & Michel van der Wel, 2015.
"What Do Professional Forecasters Actually Predict?,"
Tinbergen Institute Discussion Papers
15-095/III, Tinbergen Institute, revised 13 Oct 2017.
- Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
- Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
- Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
- Frenkel, Michael & Rülke, Jan-Christoph & Zimmermann, Lilli, 2013. "Do private sector forecasters chase after IMF or OECD forecasts?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 217-229.
- López Moctezuma Gabriel & Capistrán Carlos, 2010.
"Forecast Revisions of Mexican Inflation and GDP Growth,"
Working Papers
2010-11, Banco de México.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
- Trabelsi, Emna, 2016.
"Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?,"
Research in International Business and Finance, Elsevier, vol. 38(C), pages 338-359.
- Emna Trabelsi, 2016. "Central Bank Transparency and the consensus forecast: What does The Economist poll of forecasters tell us?," Post-Print hal-01121434, HAL.
- Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
- Bruno Deschamps & Christos Ioannidis, 2014. "The Efficiency of Multivariate Macroeconomic Forecasts," Manchester School, University of Manchester, vol. 82(5), pages 509-523, September.
- Maritta Paloviita and Matti Viren, 2012. "Analyzing the relationships between survey forecasts for different variables and countries," Discussion Papers 76, Aboa Centre for Economics.
- Heilemann Ullrich & Schnorr-Bäcker Susanne, 2017. "Could the start of the German recession 2008–2009 have been foreseen? Evidence from Real-Time Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(1), pages 29-62, February.
- Eicher, Theo S. & Rollinson, Yuan Gao, 2023. "The accuracy of IMF crises nowcasts," International Journal of Forecasting, Elsevier, vol. 39(1), pages 431-449.
- Kajal Lahiri & Gultekin Isiklar, 2006.
"How Far Ahead Can We Forecast? Evidence From Cross-country Surveys,"
Discussion Papers
06-04, University at Albany, SUNY, Department of Economics.
- Isiklar, Gultekin & Lahiri, Kajal, 2007. "How far ahead can we forecast? Evidence from cross-country surveys," International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187.
- Loungani, Prakash & Stekler, Herman & Tamirisa, Natalia, 2013.
"Information rigidity in growth forecasts: Some cross-country evidence,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 605-621.
- Ms. Natalia T. Tamirisa & Mr. Prakash Loungani & Mr. Herman O. Stekler, 2011. "Information Rigidity in Growth Forecasts: Some Cross-Country Evidence," IMF Working Papers 2011/125, International Monetary Fund.
- Klaus-Peter Hellwig, 2018. "Overfitting in Judgment-based Economic Forecasts: The Case of IMF Growth Projections," IMF Working Papers 2018/260, International Monetary Fund.
- Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016.
"Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
- Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," Munich Reprints in Economics 43488, University of Munich, Department of Economics.
- Alfredo Pistelli M., 2012. "Análisis de Sesgos y Eficiencia en Proyecciones de Consensus Forecasts," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(1), pages 98-104, April.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009.
"Disagreement among Forecasters in G7 Countries,"
Macroeconomics and Finance Series
200906, University of Hamburg, Department of Socioeconomics.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
- Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
- Klein, Tony, 2022. "Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 264-286.
- Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
- Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
- Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay, 2010. "Home Bias in Currency Forecasts," Working Papers 272010, Hong Kong Institute for Monetary Research.
- Simionescu, Mihaela, 2014. "New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 18(1), pages 112-129, December.
- Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno, 2016. "How accurate are professional forecasts in Asia? Evidence from ten countries," International Journal of Forecasting, Elsevier, vol. 32(1), pages 154-167.
- Mihaela Simionescu, 2015. "A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania," Working Papers of Institute for Economic Forecasting 150206, Institute for Economic Forecasting.
- Lahiri, Kajal & Sheng, Xuguang, 2010.
"Learning and heterogeneity in GDP and inflation forecasts,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
- Lahiri, Kajal & Sheng, Xuguang, 2009. "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper 21448, University Library of Munich, Germany.
- Kajal Lahiri & Xuguang Sheng, 2009. "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers 09-05, University at Albany, SUNY, Department of Economics.
- Franses, Ph.H.B.F. & Welz, M., 2020.
"Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?,"
Econometric Institute Research Papers
EI-1687, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Max Welz, 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," JRFM, MDPI, vol. 13(3), pages 1-8, March.
- Iregui, Ana María & Núñez, Héctor M. & Otero, Jesús, 2021. "Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 290-314.
- Thomas Jobert & Lionel Persyn, 2012.
"Quelques constats sur les prévisions conjoncturelles de la croissance française,"
Revue d'économie politique, Dalloz, vol. 122(6), pages 833-849.
- Thomas Jobert & Lionel Persyn, 2011. "Quelques constats sur les prévisions conjoncturelles de la croissance française," Working Papers halshs-00721673, HAL.
- Sun, Yuying & Wang, Shouyang & Zhang, Xun, 2018. "How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach," Economic Modelling, Elsevier, vol. 68(C), pages 506-513.
- Jalles, João Tovar, 2017. "On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 175-189.
- Ager, P. & Kappler, M. & Osterloh, S., 2009.
"The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach,"
International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
- Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
- Timmermann, Allan & Patton, Andrew, 2011.
"Forecast Rationality Tests Based on Multi-Horizon Bounds,"
CEPR Discussion Papers
8194, C.E.P.R. Discussion Papers.
- Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
- Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
- Klein, Tony, 2021. "Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock," QBS Working Paper Series 2021/07, Queen's University Belfast, Queen's Business School.
- Cepparulo, Alessandra & Gastaldi, Francesca & Giuriato, Luisa & Sacchi, Agnese, 2011. "Budgeting versus implementing fiscal policy:the Italian case," MPRA Paper 32474, University Library of Munich, Germany.
- Peter Tillmann, 2011. "Reputation and Forecast Revisions: Evidence from the FOMC," MAGKS Papers on Economics 201128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Philip Hans Franses, 2020. "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 927-933, September.
- Dovern, Jonas & Weisser, Johannes, 2011.
"Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
- Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465.
- Jonas Dovern & Johannes Weisser, 2009. "Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7," Jena Economics Research Papers 2009-091, Friedrich-Schiller-University Jena.
- Döhrn, Roland & Schmidt, Christoph M., 2010.
"Information or Institution? – On the Determinants of Forecast Accuracy,"
Ruhr Economic Papers
201, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Döhrn Roland & Schmidt Christoph M., 2011. "Information or Institution?: On the Determinants of Forecast Accuracy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 9-27, February.
- Franses, Ph.H.B.F. & Maassen, N.R., 2015. "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers EI2015-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
- Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014.
"Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel,"
Working Papers
2014-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2014. "Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel," IMF Working Papers 2014/031, International Monetary Fund.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2015. "Information rigidities: Comparing average and individual forecasts for a large international panel," International Journal of Forecasting, Elsevier, vol. 31(1), pages 144-154.
- Andrew J. Patton & Allan Timmermann, 2008. "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers 2008-54, Department of Economics and Business Economics, Aarhus University.
- Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
- Franses, Ph.H.B.F., 2019. "Professional Forecasters and January," Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June.
- Kajal Lahiri & Gultekin Isiklar, 2006.
"How Far Ahead Can We Forecast? Evidence From Cross-country Surveys,"
Discussion Papers
06-04, University at Albany, SUNY, Department of Economics.
- Isiklar, Gultekin & Lahiri, Kajal, 2007. "How far ahead can we forecast? Evidence from cross-country surveys," International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187.
Cited by:
- Stan Hurn & Jing Tian & Lina Xu, 2021. "Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 525-547, December.
- Carlos Diaz Vela, 2016.
"Extracting the Information Shocks from the Bank of England Inflation Density Forecasts,"
Discussion Papers in Economics
16/13, Division of Economics, School of Business, University of Leicester.
- Carlos DÃaz, 2018. "Extracting information shocks from the Bank of England inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(3), pages 316-326, April.
- Heilemann, Ullrich & Stekler, Herman, 2007. "Introduction to "The future of macroeconomic forecasting"," International Journal of Forecasting, Elsevier, vol. 23(2), pages 159-165.
- Stefan Günnel & Karl-Heinz Tödter, 2009. "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(3), pages 273-292, August.
- Lahiri, Kajal & Wang, J. George, 2013. "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, vol. 29(1), pages 175-190.
- Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
- Kappler, Marcus, 2007. "Projecting the Medium-Term: Outcomes and Errors for GDP Growth," ZEW Discussion Papers 07-068, ZEW - Leibniz Centre for European Economic Research.
- Lahiri, Kajal & Zhao, Yongchen, 2019.
"International propagation of shocks: A dynamic factor model using survey forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
- Kajal Lahiri & Yongchen Zhao, 2018. "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers 2018-04, Towson University, Department of Economics, revised Sep 2018.
- Ken Miyajima & James Yetman, 2018.
"Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions,"
BIS Working Papers
759, Bank for International Settlements.
- Ken Miyajima & James Yetman, 2019. "Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions," Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4499-4515, September.
- Tara M. Sinclair, 2012.
"Characteristics and Implications of Chinese Macroeconomic Data Revisions,"
Working Papers
2012-09, The George Washington University, Institute for International Economic Policy.
- Sinclair, Tara M., 2019. "Characteristics and implications of Chinese macroeconomic data revisions," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1108-1117.
- H.O. Stekler & Huixia Zhang, 2013. "An evaluation of Chinese economic forecasts," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(4), pages 251-259, November.
- Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
- López Moctezuma Gabriel & Capistrán Carlos, 2010.
"Forecast Revisions of Mexican Inflation and GDP Growth,"
Working Papers
2010-11, Banco de México.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
- Conrad, Christian & Lahiri, Kajal, 2023. "Heterogeneous expectations among professional forecasters," ZEW Discussion Papers 23-062, ZEW - Leibniz Centre for European Economic Research.
- António Brandão Moniz, 2008. "Assessing scenarios on the future of work," Enterprise and Work Innovation Studies, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology, vol. 4(4), pages 91-106, November.
- Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
- Suarez, Javier & ,, 2018.
"The Procyclicality of Expected Credit Loss Provisions,"
CEPR Discussion Papers
13135, C.E.P.R. Discussion Papers.
- Jorge Abad & Javier Suarez, 2018. "The Procyclicality of Expected Credit Loss Provisions," Working Papers wp2018_1806, CEMFI.
- Herman O. Stekler & Raj M. Talwar, 2011. "Economic Forecasting in the Great Recession," Working Papers 2011-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Galimberti, Jaqueson K. & Moura, Marcelo L., 2010.
"Taylor Rules and Exchange Rate Predictability in Emerging Economies,"
Insper Working Papers
wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Galimberti, Jaqueson K. & Moura, Marcelo L., 2013. "Taylor rules and exchange rate predictability in emerging economies," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1008-1031.
- Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020.
"A textual analysis of Bank of England growth forecasts,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
- Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018. "A Textual Analysis of the Bank of England Growth Forecasts," Working Papers 2018-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised May 2019.
- Dovern, Jonas & Jannsen, Nils, 2017.
"Systematic errors in growth expectations over the business cycle,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 760-769.
- Dovern, Jonas & Jannsen, Nils, 2015. "Systematic errors in growth expectations over the business cycle," Kiel Working Papers 1989, Kiel Institute for the World Economy (IfW Kiel).
- Marc-Oliver Pohle, 2020. "The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation," Papers 2005.01835, arXiv.org.
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014. "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers 2014/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011.
"Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts,"
Centre for Growth and Business Cycle Research Discussion Paper Series
159, Economics, The University of Manchester.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2014. "Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts," KOF Working papers 14-360, KOF Swiss Economic Institute, ETH Zurich.
- Alfredo Pistelli M., 2012. "Análisis de Sesgos y Eficiencia en Proyecciones de Consensus Forecasts," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(1), pages 98-104, April.
- Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
- Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
- Mr. Ken Miyajima & James Yetman, 2018. "Inflation Expectations Anchoring Across Different Types of Agents: the Case of South Africa," IMF Working Papers 2018/177, International Monetary Fund.
- Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
- Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno, 2016. "How accurate are professional forecasts in Asia? Evidence from ten countries," International Journal of Forecasting, Elsevier, vol. 32(1), pages 154-167.
- Lahiri, Kajal & Sheng, Xuguang, 2010.
"Learning and heterogeneity in GDP and inflation forecasts,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
- Lahiri, Kajal & Sheng, Xuguang, 2009. "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper 21448, University Library of Munich, Germany.
- Kajal Lahiri & Xuguang Sheng, 2009. "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers 09-05, University at Albany, SUNY, Department of Economics.
- Martinez, Andrew & Schibuola, Alex, 2021. "The Expectations Gap: An Alternative Measure of Economic Slack," Working Papers 11284, George Mason University, Mercatus Center.
- Sun, Yuying & Wang, Shouyang & Zhang, Xun, 2018. "How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach," Economic Modelling, Elsevier, vol. 68(C), pages 506-513.
- Ager, P. & Kappler, M. & Osterloh, S., 2009.
"The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach,"
International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
- Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
- Oller, Lars-Erik & Teterukovsky, Alex, 2007. "Quantifying the quality of macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 23(2), pages 205-217.
- Mehrotra, Aaron & Yetman, James, 2018. "Are inflation targets credible? A novel test," Economics Letters, Elsevier, vol. 167(C), pages 67-70.
- Siddhartha S. Bora & Ani L. Katchova & Todd H. Kuethe, 2023. "The accuracy and informativeness of agricultural baselines," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(4), pages 1116-1148, August.
- Galimberti, Jaqueson K. & Moura, Marcelo L., 2016. "Improving the reliability of real-time output gap estimates using survey forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 358-373.
- Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2013.
"Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel,"
IMF Working Papers
2013/056, International Monetary Fund.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79936, Verein für Socialpolitik / German Economic Association.
- Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
- Kajal Lahiri, 2012. "Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17," Discussion Papers 12-10, University at Albany, SUNY, Department of Economics.
- Herman O. Stekler, 2008. "What Do We Know About G-7 Macro Forecasts?," Working Papers 2008-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers 2010-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Döhrn, Roland & Schmidt, Christoph M., 2010.
"Information or Institution? – On the Determinants of Forecast Accuracy,"
Ruhr Economic Papers
201, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Döhrn Roland & Schmidt Christoph M., 2011. "Information or Institution?: On the Determinants of Forecast Accuracy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 9-27, February.
- Franses, Ph.H.B.F. & Maassen, N.R., 2015. "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers EI2015-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Breitung, Jörg & Knüppel, Malte, 2018.
"How far can we forecast? Statistical tests of the predictive content,"
Discussion Papers
07/2018, Deutsche Bundesbank.
- Jörg Breitung & Malte Knüppel, 2021. "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(4), pages 369-392, June.
- Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014.
"Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel,"
Working Papers
2014-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2014. "Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel," IMF Working Papers 2014/031, International Monetary Fund.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2015. "Information rigidities: Comparing average and individual forecasts for a large international panel," International Journal of Forecasting, Elsevier, vol. 31(1), pages 144-154.
- Roberts Bryan W, 2009. "The Macroeconomic Impacts of the 9/11 Attack: Evidence from Real-Time Forecasting," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 15(2), pages 341-367, July.
- Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
- Roy Batchelor, 2007. "Forecaster Behaviour and Bias in Macroeconomic Forecasts," ifo Working Paper Series 39, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Vereda, Luciano & Savignon, João & Gouveia da Silva, Tarciso, 2024. "A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1069-1084.
- Jing Tian & Firmin Doko Tchatoka & Thomas Goodwin, 2022. "Are internally consistent forecasts rational?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1338-1355, November.
- Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June.
- Gultekin Isiklar, 2004.
"On aggregation bias in fixed-event forecast efficiency tests,"
Econometrics
0412011, University Library of Munich, Germany, revised 28 Dec 2004.
- Isiklar, Gultekin, 2005. "On aggregation bias in fixed-event forecast efficiency tests," Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
Cited by:
- Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
- Bruno Deschamps, 2015. "Are aggregate corporate earnings forecasts unbiased and efficient?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 803-818, November.
- Kajal Lahiri & Yongchen Zhao, 2020.
"The Nordhaus Test with Many Zeros,"
Working Papers
2020-05, Towson University, Department of Economics, revised Jun 2020.
- Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," CESifo Working Paper Series 8350, CESifo.
- Lahiri, Kajal & Zhao, Yongchen, 2020. "The Nordhaus test with many zeros," Economics Letters, Elsevier, vol. 193(C).
- Kevin Mongeon, 2015. "A Market Test for Ethnic Discrimination in the National Hockey League," Journal of Sports Economics, , vol. 16(5), pages 460-481, June.
- Ager, P. & Kappler, M. & Osterloh, S., 2009.
"The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach,"
International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
- Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
Articles
- Ilker Domac & Gultekin Isiklar & Magda Kandil, 2019.
"On the potential and Limitations of monetary policy in Turkey,"
Middle East Development Journal, Taylor & Francis Journals, vol. 11(2), pages 231-249, July.
- Ilker Domac & Gultekin Isiklar & Magda Kandil, 2019. "On the potential and Limitations of monetary policy in Turkey," Middle East Development Journal, Taylor & Francis Journals, vol. 11(2), pages 220-235, July.
Cited by:
- Ngomba Bodi, Francis Ghislain, 2022. "External constraint and procyclicality of monetary policy of the Bank of Central African States (BEAC)," MPRA Paper 116375, University Library of Munich, Germany.
- Karaaslan, Abdulkerim & Gezen, Mesliha, 2022. "The evaluation of renewable energy resources in Turkey by integer multi-objective selection problem with interval coefficient," Renewable Energy, Elsevier, vol. 182(C), pages 842-854.
- Isiklar, Gultekin & Lahiri, Kajal, 2007.
"How far ahead can we forecast? Evidence from cross-country surveys,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187.
See citations under working paper version above.
- Kajal Lahiri & Gultekin Isiklar, 2006. "How Far Ahead Can We Forecast? Evidence From Cross-country Surveys," Discussion Papers 06-04, University at Albany, SUNY, Department of Economics.
- Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006.
"How quickly do forecasters incorporate news? Evidence from cross-country surveys,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
- Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725, September.
See citations under working paper version above.- Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," MPRA Paper 22065, University Library of Munich, Germany.
- Isiklar, Gultekin, 2005.
"On aggregation bias in fixed-event forecast efficiency tests,"
Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
See citations under working paper version above.
- Gultekin Isiklar, 2004. "On aggregation bias in fixed-event forecast efficiency tests," Econometrics 0412011, University Library of Munich, Germany, revised 28 Dec 2004.
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This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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.- NEP-ECM: Econometrics (2) 2005-01-02 2005-01-09
- NEP-CFN: Corporate Finance (1) 2005-01-09
- NEP-CWA: Central and Western Asia (1) 2010-06-18
- NEP-EEC: European Economics (1) 2005-01-09
- NEP-ETS: Econometric Time Series (1) 2005-01-09
- NEP-FMK: Financial Markets (1) 2005-01-09
- NEP-FOR: Forecasting (1) 2010-06-18
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