Expectations: Their Formation and Interest Rate Effects," American
Expectations and the U.S. Wage-Price Dynamics," Proceedings of the
Econometric Society European Meeting 1979, Selected Econometric
Papers in Memory of Stefan Valavanis, (ed. E. G. Charatsis), North-Holland Publishing Co., 1981, 421-436.
Joint Study of Expectations Formation and the Shifting Phillips Curve," Journal
of Monetary Economics, July 1977, 347-359.
of Rational Expectations and the Fisher Effect," (with J. S. Lee), Southern
Economic Journal, October 1979.
"On the Constancy of Real Interest
Rates," Economics Letters, 3, 1979, 45-48.
Expectations and the Short-Run Phillips Curves," (with J. S. Lee), Journal
of Macroeconomics, Spring 1979, 167-190.
"Rational Expectations and the Short-run
Phillips Curves: Reply and Further Results," Journal of
Macroeconomics, Vol. 2, No. 2, 1980, 187-191.
Economists Know More Than Laymen? A Time Series
Analysis of Experts' and Laymen's Expectations," (with R. P. H. Fishe). Time Series
Analysis (Eds. O. D. Anderson and M. R. Perryman).
North-Holland Publishing Company, 1981.
Empirical Study on the Econometric Implications of Rational Expectations
Hypothesis," Empirical Economics, December 1981, 111-127.
"On the Constancy of Real Interest Rates
and the Mundell Effect," (with J.S. Lee). Journal of Banking and Finance,
"A Time Series Analysis of Popular
Expectations Data on Inflation and Interest Rates," (with G. S. Maddala and R. P. H. Fishe). Applied Time
Series Analysis of Economic Data. (Ed. A. Zellner). U. S. Bureau of Census, 1984, 278-289. (with discussions).
"On the Variability of Real Interest
Rates, Business Cycles and the Livingston Data," (with M.Zaporowski). Journal of Banking and Finance,
"On the Normality of Probability
Distributions of Inflation and GNP Forecasts," (with C.Teigland),
International Journal of Forecasting, 1986, No. 3, 269-279.
"More Flexible Use of Survey Data on
Expectations in Macroeconomic Models," (with M. Zaporowski). Journal of Business and Economic
"Equality of the Real Interest Rates: Dollar/Deutsche Mark, 1975-85,” Invited paper, Proceeding of the ASA Meetings (Business and Economic Statistics), 1986, 92-95.
"Inflation Uncertainty and Interest Rates," (with C. Teigland and M. Zaporowski). Invited paper, American Statistical Association: Proceedings of the Business and Economic Statistics Section, 1987, 431-435.
"A Model for Ex Ante Real Interest Rate
and Derived Inflation Forecasts," (with T. Kinal). Journal of the American
Statistical Association, September 1988, 665-673.
"Interest Rates and the Subjective Probability Distribution of Price Forecasts", (with C. Teigland and M. Zaporowski). Journal of Money, Credit and Banking, May 1988, 233-247.
"A Comparison of Alternative Real Rate
Estimates," (with M. Zaporowski). Oxford Bulletin of Economics and
Statistics, August 1988, 303-312.
“Tests for Unbiasedness in the Long-run Using Survey Data," (with T. S. Chun), International Economic Journal, Summer 1989, 27-42.
the Use of Dispersion Measures from NAPM Surveys in Business Cycle
Forecasting," (with S. Dasgupta). Journal of Forecasting,
Framework for Analyzing Survey Forecasts Using Three-Dimensional Panel
Data," (with A. Davies). Journal of Econometrics, 1995,
the Rational Expectations Hypothesis Using Panel Data on
Multi-Period Forecasts," (with A. Davies), Analysis of Panels
and Limited Dependent Variable Models, (Eds. C. Hsiao et al.),
Cambridge Univ. Press, 1999,
"How Quickly Do Forecasters Incorporate News? Evidence from Cross-country Surveys", (with G. Isikler and P. Loungani), Journal of Applied Econometrics, 21, 2006, 703-725.
"How Far Ahead Can We Forecast? Evidence from Cross-Country Surveys" (with G. Isiklar), International Journal of Forecasting, 23, 2007, 167-187.
Awarded best IJF paper during 2006-2007.
“Evolution of Forecast Disagreement in a Bayesian Learning Model”, (with X. Sheng), Journal of Econometrics, 144, 2008, 325-340.
“A Model of Social Security Disability Insurance Using Matched SIPP/Administrative Data”, (with J. Song and B. Wixon), Journal of Econometrics, 145, 2008, 4-20.
“Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners”, (with G. Isiklar). Development Macroeconomics , Essays in Memory of Anita Ghatak (Eds. S. Ghatak and P. Levine), Routledge, 2009, 123-162.
"Comment on Forecasting
Economic and Financial Variables with Global VARs" by M. Hashem Pesaran, T. Schuermann and L. V.
Smith. International Journal of Forecasting, Vol. 25, Issue 4,
October-December 2009, 689-692.
"Editorial: Applied Bayesian Forecasting in Economics", (with G. Martin), International Journal of Forecasting, Special Issue, Vol. 26, No. 2, 2010, 211-213.
"Learning and Heterogeneity in GDP and Inflation Forecasts", (with X. Sheng), International Journal of Forecasting (special issue on Bayesian Forecasting in Economics), 26, 2010, 265-292.
"An Assessment of Growth Forecasts for India", (with P. Loungani), Economic and Political Weekly, Vol. XLV, No. 3, January 16, 2010, 61-65.
"Measuring Forecast Uncertainty by Disagreement: The Missing Link", Journal of Applied Econometrics, 2010, 25: 514-538.
“Analyzing Three-Dimensional Panel Data of Forecasts”, (with A. Davies and X. Sheng). Oxford Handbook of Economic Forecasting, eds. M.P. Clements and D.F. Hendry, 2010. Oxford University Press, 473-495.
“Nowcasting US GDP: The role of ISM Business Surveys” (with G. Monokroussos), International Journal of Forecasting, Special issue on Flash Indicators, 29 (4), 2013, 644–658.
“Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors” (with G. Monokroussos and Y. Zhao), Forthcoming in Journal of Applied Econometrics, 2015.