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Andrew B. Martinez

Personal Details

First Name:Andrew
Middle Name:B.
Last Name:Martinez
Suffix:
RePEc Short-ID:pma1768
https://sites.google.com/view/andrewbmartinez/
Twitter: @andrewbmartinez
Terminal Degree:2018 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

(90%) Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/

:

Manor Rd. Building, Oxford, OX1 3UQ
RePEc:edi:sfeixuk (more details at EDIRC)

(5%) Economic Research
Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
http://www.clevelandfed.org/Research/

: 216.579.2000

1455 East 6th St., Cleveland OH 44114
RePEc:edi:efrbcus (more details at EDIRC)

(5%) Research Program on Forecasting
Department of Economics
George Washington University

Washington, District of Columbia (United States)
http://www.gwu.edu/~forcpgm/

: (202) 994-6150
(202) 994-6147
(202) 994-6150
RePEc:edi:pfgwuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martinez, Andrew, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Paper 1717, Federal Reserve Bank of Cleveland.
  2. 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.
  3. Jennifer Castle & David Hendry, 2016. "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers 809, University of Oxford, Department of Economics.
  4. 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, Research Program on Forecasting.

Articles

  1. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, Open Access Journal, vol. 5(3), pages 1-27, September.
  2. 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.
  3. 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.

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. 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.

    Cited by:

    1. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016. "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
    2. Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers 1184, Board of Governors of the Federal Reserve System (U.S.).
    3. Michael Clements, 2016. "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2016-08, Henley Business School, Reading University.
    4. Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
    5. Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
    6. Håvard Hungnes, 2018. "Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations," Discussion Papers 871, Statistics Norway, Research Department.

  2. 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, Research Program on Forecasting.

    Cited by:

    1. Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, Research Program on Forecasting.
    2. 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.
    3. Gamber, Edward N. & Liebner, Jeffrey P., 2017. "Comment on “How Biased are US Government Forecasts of the Federal Debt?”," International Journal of Forecasting, Elsevier, vol. 33(2), pages 560-562.

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.

    Cited by:

    1. 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.
    2. Tsuchiya, Yoichi, 2016. "Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 189-201.
    3. Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, Research Program on Forecasting.

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 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.
  1. NEP-ECM: Econometrics (3) 2016-04-16 2016-11-20 2017-11-12. Author is listed
  2. NEP-FOR: Forecasting (2) 2016-04-16 2017-11-12. Author is listed
  3. NEP-ORE: Operations Research (1) 2016-04-16. Author is listed

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