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Andrew B. Martinez

Personal Details

First Name:Andrew
Middle Name:B.
Last Name:Martinez
Suffix:
RePEc Short-ID:pma1768
[This author has chosen not to make the email address public]
https://sites.google.com/view/andrewbmartinez/
Mastodon: @andrewbmartinez@econtwitter.net
Bluesky: @andrewbmartinez.bsky.social
Terminal Degree:2019 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

(1%) Economic Research
Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
https://www.clevelandfed.org/our-research/
RePEc:edi:efrbcus (more details at EDIRC)

(5%) Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/
RePEc:edi:sfeixuk (more details at EDIRC)

(89%) Department of the Treasury
Government of the United States

Washington, District of Columbia (United States)
http://www.treasury.gov/
RePEc:edi:tregvus (more details at EDIRC)

(5%) H.O. Stekler Research Program on Forecasting
Center for Economic Research
Department of Economics
George Washington University

Washington, District of Columbia (United States)
https://cer.columbian.gwu.edu/ho-stekler-research-program-forecasting
RePEc:edi:pfgwuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025. "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers 2025-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  2. Andrew B. Martinez, 2025. "How do Macroeconomic Expectations React to Extreme Weather Shocks?," Working Papers 2025-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  3. William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  4. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022. "The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022," Working Papers 2022-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  5. David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers 2021-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  6. Martinez, Andrew & Schibuola, Alex, 2021. "The Expectations Gap: An Alternative Measure of Economic Slack," Working Papers 11284, George Mason University, Mercatus Center.
  7. Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damages," Working Papers 2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  8. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  9. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  10. Andrew B. Martinez, 2020. "Extracting Information from Different Expectations," Working Papers 2020-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  11. Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
  12. David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
  13. Jennifer Castle & David Hendry, 2016. "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers 809, University of Oxford, Department of Economics.
  14. Andrew Martinez, 2014. "How Good Are U.S. Government Forecasts of the Federal Debt?," Economics Series Working Papers 727, University of Oxford, Department of Economics.
  15. Andrew B. Martinez, 2011. "Comparing Government Forecasts of the United States’ Gross Federal Debt," Working Papers 2011-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.

Articles

  1. Andrew B. Martinez & Neil R. Ericsson, 2025. "Improving empirical models and forecasts with saturation-based machine learning," Annals of Operations Research, Springer, vol. 346(1), pages 447-487, March.
  2. Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023. "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, vol. 126(C).
  3. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  4. David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, vol. 9(4), pages 1-14, December.
  5. Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, vol. 8(2), pages 1-24, May.
  6. Andrew B. Martinez, 2020. "Improving normalized hurricane damages," Nature Sustainability, Nature, vol. 3(7), pages 517-518, July.
  7. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, vol. 5(3), pages 1-27, September.
  8. Hendry, David F. & Martinez, Andrew B., 2017. "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, vol. 33(2), pages 359-372.
  9. Martinez, Andrew B., 2015. "How good are US government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 312-324.

Chapters

  1. Andrew B. Martinez & Andrew J. Wilson, 2024. "Forecasting the macroeconomic effects of physical climate risk," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 15, pages 396-424, Edward Elgar Publishing.
  2. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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-FOR: Forecasting (6) 2015-08-19 2016-04-16 2017-11-12 2021-01-18 2021-03-08 2022-03-21. Author is listed
  2. NEP-ECM: Econometrics (4) 2016-04-16 2016-11-20 2017-11-12 2021-01-18
  3. NEP-MON: Monetary Economics (3) 2020-11-16 2022-09-19 2022-11-28
  4. NEP-BIG: Big Data (2) 2020-07-20 2020-11-16
  5. NEP-ENE: Energy Economics (2) 2022-09-19 2022-11-28
  6. NEP-ENV: Environmental Economics (2) 2020-07-20 2025-02-03
  7. NEP-HIS: Business, Economic and Financial History (2) 2022-09-19 2022-11-28
  8. NEP-MAC: Macroeconomics (2) 2020-11-16 2021-12-06
  9. NEP-ORE: Operations Research (2) 2016-04-16 2021-12-06
  10. NEP-URE: Urban and Real Estate Economics (2) 2020-07-20 2024-08-26
  11. NEP-BAN: Banking (1) 2022-03-21
  12. NEP-CBA: Central Banking (1) 2024-08-26
  13. NEP-CWA: Central and Western Asia (1) 2022-03-21
  14. NEP-ETS: Econometric Time Series (1) 2021-01-18
  15. NEP-GEN: Gender (1) 2021-12-06
  16. NEP-LAB: Labour Economics (1) 2021-12-06
  17. NEP-UPT: Utility Models and Prospect Theory (1) 2022-03-21

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