Sekhposyan, Tatevik Associate Professor

academic article

• McCracken, M. W., Owyang, M. T., & Sekhposyan, T. (2021). Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR. INTERNATIONAL JOURNAL OF CENTRAL BANKING.  18(5), 327-367.
  
• Dalhaus, T., Schaumburg, J., & Sekhposyan, T. (2021). Networking the Yield Curve: Implications for Monetary Policy
  
• Odendahl, F., Rossi, B., & Sekhposyan, T. (2020). Comparing Forecast Performance with State Dependence
  
• Hoesch, L., Rossi, B., & Sekhposyan, T. (2020). Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence
  
• Ganics, G., Rossi, B., & Sekhposyan, T. (2020). From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty From Survey Density Forecasts
  
• Ganics, G., Rossi, B., & Sekhposyan, T. (2020). From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts
  
• Ganics, G., Rossi, B., & Sekhposyan, T. (2019). From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts
  
• Granziera, E., & Sekhposyan, T. (2019). Predicting relative forecasting performance: An empirical investigation. INTERNATIONAL JOURNAL OF FORECASTING.  35(4), 1636-1657.
  
• Granziera, E., & Sekhposyan, T. (2018). Predicting Relative Forecasting Performance: An Empirical Investigation
  
• Rossi, B., & Sekhposyan, T. (2017). Macroeconomic uncertainty indices for the Euro Area and its individual member countries. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna.  53(1), 41-62.
  
• Rossi, B., Sekhposyan, T., & Soupre, M. (2016). Understanding the Sources of Macroeconomic Uncertainty
  
• Rossi, B., & Sekhposyan, T. (2016). Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
  
• Rossi, B., & Sekhposyan, T. (2016). Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts. Journal of Applied Econometrics.  31(3), 507-532.
  
• Rossi, B., & Sekhposyan, T. (2015). Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions. American Economic Review.  105(5), 650-655.
  
• Rossi, B., & Sekhposyan, T. (2014). Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set. INTERNATIONAL JOURNAL OF FORECASTING.  30(3), 662-682.
  
• Rossi, B., & Sekhposyan, T. (2013). Conditional predictive density evaluation in the presence of instabilities. Journal of Econometrics.  177(2), 199-212.
  
• Owyang, M. T., Vermann, E. K., & Sekhposyan, T. (2013). Output and unemployment: how do they relate today?. The Regional Economist.  5-9.
  
• Owyang, M. T., & Sekhposyan, T. (2012). Okun's law over the business cycle: Was the great recession all that different?. Review of the Federal Reserve Bank of St. Louis.  94(5), 399-418.
  
• Francis, N., Owyang, M. T., & Sekhposyan, T. (2012). The Local Effects of Monetary Policy. The B.E. Journal of Macroeconomics.  12(2),
  
• Rossi, B., & Sekhposyan, T. (2011). Understanding models forecasting performance. Journal of Econometrics.  164(1), 158-172.
  
• Rossi, B., & Sekhposyan, T. (2010). Have economic models forecasting performance for US output growth and inflation changed over time, and when?. INTERNATIONAL JOURNAL OF FORECASTING.  26(4), 808-835.