Tatevik Sekhposyan
Personal Details
First Name: | Tatevik |
Middle Name: | |
Last Name: | Sekhposyan |
Suffix: | |
RePEc Short-ID: | pse339 |
[This author has chosen not to make the email address public] | |
http://www.tateviksekhposyan.org/ | |
Terminal Degree: | Department of Economics; University of North Carolina-Chapel-Hill (from RePEc Genealogy) |
Affiliation
Department of Economics
Texas A&M University
College Station, Texas (United States)https://liberalarts.tamu.edu/economics/
RePEc:edi:detamus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Dahlhaus, Tatjana & Sekhposyan, Tatevik, 2024. "Survey-based Monetary Policy Uncertainty and its Asymmetric Effects," CEPR Discussion Papers 19131, C.E.P.R. Discussion Papers.
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021.
"Evaluating Forecast Performance with State Dependence,"
Working Papers
1295, Barcelona School of Economics.
- Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023. "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, vol. 237(2).
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
- Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021.
"Networking the Yield Curve: Implications for Monetary Policy,"
Staff Working Papers
21-4, Bank of Canada.
- Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021. "Networking the yield curve: implications for monetary policy," Working Paper Series 2532, European Central Bank.
- Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020. "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers 15217, C.E.P.R. Discussion Papers.
- Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020.
"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
Working Papers
1158, Barcelona School of Economics.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
- Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019.
"From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts,"
Working Papers
1947, Banco de España.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
- Granziera, Eleonora & Sekhposyan, Tatevik, 2018.
"Predicting relative forecasting performance: An empirical investigation,"
Bank of Finland Research Discussion Papers
23/2018, Bank of Finland.
- Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
- Tatjana Dahlhaus & Tatevik Sekhposyan, 2018. "Monetary Policy Uncertainty: A Tale of Two Tails," Staff Working Papers 18-50, Bank of Canada.
- Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016.
"Understanding the Sources of Macroeconomic Uncertainty,"
Working Papers
920, Barcelona School of Economics.
- Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016. "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers 11415, C.E.P.R. Discussion Papers.
- Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2018.
- Rossi, Barbara & Sekhposyan, Tatevik, 2016.
"Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts,"
CEPR Discussion Papers
11391, C.E.P.R. Discussion Papers.
- Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
- Barbara Rossi & Tatevik Sekhposyany, 2014. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015.
"Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR,"
Working Papers
2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
- Barbara Rossi & Tatevik Sekhposyan, 2015.
"Macroeconomic uncertainty indices based on nowcast and forecast error distributions,"
Economics Working Papers
1477, Department of Economics and Business, Universitat Pompeu Fabra.
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions," American Economic Review, American Economic Association, vol. 105(5), pages 650-655, May.
- Barbara Rossi & Tatevik Sekhposyan, 2015.
"Alternative Tests for Correct Specification of Conditional Predictive Densities,"
Working Papers
758, Barcelona School of Economics.
- Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
- Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries," Working Papers 820, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2013.
"Conditional predictive density evaluation in the presence of instabilities,"
Economics Working Papers
1368, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara & Sekhposyan, Tatevik, 2013. "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
- Barbara Rossi & Tatevik Sehkposyan, 2013. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2013.
"Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set,"
Economics Working Papers
1370, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara & Sekhposyan, Tatevik, 2014. "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
- Barbara Rossi & Tatevik Sehkposyan, 2013. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2011. "Forecast Optimality Tests in the Presence of Instabilities," Working Papers 11-18, Duke University, Department of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2010.
"Understanding Models' Forecasting Performance,"
Working Papers
10-56, Duke University, Department of Economics.
- Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
- Tatevik Sekhposyan & Barbara Rossi, 2009. "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers 09-06, Duke University, Department of Economics.
- Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009.
"The local effects of monetary policy,"
Working Papers
2009-048, Federal Reserve Bank of St. Louis.
- Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012. "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-38, March.
- Tatevik Sekhposyan & Barbara Rossi, 2008.
"Has modelsí forecasting performance for US output growth and inflation changed over time, and when?,"
Working Papers
09-02, Duke University, Department of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2010. "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers 10-16, Duke University, Department of Economics.
Articles
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023.
"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
- Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
- Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023.
"Evaluating forecast performance with state dependence,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021.
"Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
- Òscar Jordà & Noah Kouchekinia & Colton Merrill & Tatevik Sekhposyan, 2020. "The Fog of Numbers," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(20), pages 1-5, July.
- Rossi, Barbara & Sekhposyan, Tatevik, 2019.
"Alternative tests for correct specification of conditional predictive densities,"
Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Granziera, Eleonora & Sekhposyan, Tatevik, 2019.
"Predicting relative forecasting performance: An empirical investigation,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
- Granziera, Eleonora & Sekhposyan, Tatevik, 2018. "Predicting relative forecasting performance: An empirical investigation," Bank of Finland Research Discussion Papers 23/2018, Bank of Finland.
- Barbara Rossi & Tatevik Sekhposyan, 2017. "Macroeconomic uncertainty indices for the Euro Area and its individual member countries," Empirical Economics, Springer, vol. 53(1), pages 41-62, August.
- Barbara Rossi & Tatevik Sekhposyan, 2016.
"Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
- Barbara Rossi & Tatevik Sekhposyany, 2014. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
- Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
- Barbara Rossi & Tatevik Sekhposyan, 2015.
"Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions,"
American Economic Review, American Economic Association, vol. 105(5), pages 650-655, May.
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic uncertainty indices based on nowcast and forecast error distributions," Economics Working Papers 1477, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara & Sekhposyan, Tatevik, 2014.
"Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
- Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
- Barbara Rossi & Tatevik Sehkposyan, 2013. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
- Michael T. Owyang & Tatevik Sekhposyan & E. Katarina Vermann, 2013. "Output and unemployment: how do they relate today?," The Regional Economist, Federal Reserve Bank of St. Louis, issue October.
- Rossi, Barbara & Sekhposyan, Tatevik, 2013.
"Conditional predictive density evaluation in the presence of instabilities,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
- Barbara Rossi & Tatevik Sehkposyan, 2013. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
- Barbara Rossi & Tatevik Sekhposyan, 2013. "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers 1368, Department of Economics and Business, Universitat Pompeu Fabra.
- Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012.
"The Local Effects of Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-38, March.
- Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009. "The local effects of monetary policy," Working Papers 2009-048, Federal Reserve Bank of St. Louis.
- Michael T. Owyang & Tatevik Sekhposyan, 2012. "Okun’s law over the business cycle: was the great recession all that different?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 399-418.
- Rossi, Barbara & Sekhposyan, Tatevik, 2011.
"Understanding models' forecasting performance,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
- Barbara Rossi & Tatevik Sekhposyan, 2010. "Understanding Models' Forecasting Performance," Working Papers 10-56, Duke University, Department of Economics.
- Rossi, Barbara & Sekhposyan, Tatevik, 2010. "Have economic models' forecasting performance for US output growth and inflation changed over time, and when?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 808-835, October.
Chapters
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2023. "Markov Switching Rationality," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 35-64, Emerald Group Publishing Limited.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 26 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.- NEP-FOR: Forecasting (15) 2008-09-13 2009-07-28 2011-09-05 2014-05-24 2014-06-28 2015-05-09 2015-10-25 2016-07-23 2020-01-13 2020-01-27 2020-02-03 2020-07-20 2020-07-27 2021-05-31 2021-09-20. Author is listed
- NEP-CBA: Central Banking (10) 2008-09-13 2009-07-28 2009-10-31 2011-09-05 2018-10-08 2020-03-09 2020-03-16 2020-03-23 2021-02-01 2021-03-29. Author is listed
- NEP-ECM: Econometrics (9) 2008-09-13 2011-09-05 2014-05-24 2014-06-28 2015-10-25 2016-08-07 2020-01-13 2021-05-31 2021-09-20. Author is listed
- NEP-MAC: Macroeconomics (9) 2015-04-19 2015-05-09 2016-08-07 2018-10-08 2020-01-27 2020-07-20 2021-02-01 2021-03-29 2021-09-20. Author is listed
- NEP-MON: Monetary Economics (8) 2009-10-31 2014-06-28 2018-10-08 2020-03-09 2020-03-16 2020-03-23 2020-07-20 2021-03-29. Author is listed
- NEP-ORE: Operations Research (7) 2015-10-25 2020-01-13 2020-02-03 2020-03-09 2020-03-16 2020-03-23 2020-07-20. Author is listed
- NEP-ETS: Econometric Time Series (4) 2011-09-05 2014-05-24 2015-10-25 2021-09-20
- NEP-CSE: Economics of Strategic Management (3) 2016-08-07 2016-08-07 2016-08-07
- NEP-BEC: Business Economics (1) 2008-09-13
- NEP-FDG: Financial Development and Growth (1) 2009-07-28
- NEP-GEO: Economic Geography (1) 2009-10-31
- NEP-ISF: Islamic Finance (1) 2021-09-20
- NEP-MST: Market Microstructure (1) 2015-10-25
- NEP-RMG: Risk Management (1) 2016-08-07
- NEP-UPT: Utility Models and Prospect Theory (1) 2016-08-07
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