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Economic
"Inflationary
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Econometric Society European Meeting 1979, Selected Econometric
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"A
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"Tests
of Rational Expectations and the Fisher Effect," (with J. S. Lee), Southern
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"On the Constancy of Real Interest
Rates," Economics Letters, 3, 1979, 45-48.
"Rational
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of Macroeconomics, Spring 1979, 167-190.
"Rational Expectations and the Short-run
Phillips Curves: Reply and Further Results," Journal of
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"Do
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North-Holland Publishing Company, 1981.
"An
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"On the Constancy of Real Interest Rates
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"A Time Series Analysis of Popular
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"On the Variability of Real Interest
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"On the Normality of Probability
Distributions of Inflation and GNP Forecasts," (with C.Teigland),
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"More Flexible Use of Survey Data on
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Statistics, 1987
(January), 69-76.
"Equality of the Real Interest Rates:
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Meetings (Business and Economic Statistics), 1986, 92-95.
"Inflation Uncertainty and Interest
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Invited paper, American Statistical Association:
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1987, 431-435.
"A Model for Ex Ante Real Interest Rate
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Statistical Association, September 1988, 665-673.
"Interest Rates and the Subjective
Probability Distribution of Price Forecasts", (with C. Teigland
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�Tests
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"On
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"A
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"Re-examining
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"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
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Forecasting, eds. M.P. Clements and D.F. Hendry, 2010. Oxford
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�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.
"Determinants of Consumer
Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers"
(with Y. Zhao), Journal of Business
Cycle Research, Vol. 12 (2), Dec. 2016, 187-215.
"International
propagation of shocks: A dynamic factor model using survey forecasts"
(with Y. Zhao), International Journal of
Forecasting, 35 (2019) 929-947.
"Inflation expectations in
India: Learning from household tendency surveys" (with A. Das and Y.
Zhao), International Journal of
Forecasting, 35 (3), July-September 2019, 980-993.
"Estimating
Macroeconomic Uncertainty and Discord using Info-Metrics" (with W. Wang). In (A. Golan et al. Eds.)
Innovations in Info-metrics: A
Cross-disciplinary perspective on Information and Information processing,
Oxford University Press, 2019 forthcoming.