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Yongchen Zhao, Ph.D. - Publications

Affiliations: 
2014 Economics State University of New York, Albany, Albany, NY, United States 
Area:
General Economics, Finance, Commerce-Business Economics
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14 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Zhao Y. Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms Empirical Economics. 1-27. DOI: 10.2139/Ssrn.2705188  0.351
2020 Monokroussos G, Zhao Y. Nowcasting in Real Time Using Popularity Priors International Journal of Forecasting. 36: 1173-1180. DOI: 10.1016/J.Ijforecast.2020.03.004  0.366
2020 Lahiri K, Zhao Y. The Nordhaus test with many zeros Economics Letters. 193: 109308. DOI: 10.1016/J.Econlet.2020.109308  0.521
2019 Lahiri K, Zhao Y. International propagation of shocks: A dynamic factor model using survey forecasts International Journal of Forecasting. 35: 929-947. DOI: 10.1016/J.Ijforecast.2019.04.002  0.524
2019 Das A, Lahiri K, Zhao Y. Inflation expectations in India: Learning from household tendency surveys International Journal of Forecasting. 35: 980-993. DOI: 10.1016/J.Ijforecast.2019.03.007  0.527
2019 Zhao Y. Updates to household inflation expectations: Signal or noise? Economics Letters. 181: 95-98. DOI: 10.1016/J.Econlet.2019.05.017  0.324
2016 Lahiri K, Peng H, Zhao Y. Online learning and forecast combination in unbalanced panels Econometric Reviews. 1-32. DOI: 10.1080/07474938.2015.1114550  0.506
2016 Lahiri K, Zhao Y. Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers Journal of Business Cycle Research. 12: 187-215. DOI: 10.1007/s41549-016-0010-5  0.434
2015 Lahiri K, Peng H, Zhao Y. Testing the Value of Probability Forecasts for Calibrated Combining. International Journal of Forecasting. 31: 113-129. PMID 25530646 DOI: 10.1016/J.Ijforecast.2014.03.005  0.539
2015 Lahiri K, Zhao Y. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method International Journal of Forecasting. 31: 51-62. DOI: 10.1016/J.Ijforecast.2014.06.003  0.521
2015 Lahiri K, Monokroussos G, Zhao Y. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors Journal of Applied Econometrics. 31: 1254-1275. DOI: 10.1002/Jae.2494  0.544
2014 Lahiri K, Shawky HA, Zhao Y. Modeling hedge fund returns: Selection, nonlinearity and managerial efficiency Managerial and Decision Economics. 35: 172-187. DOI: 10.1002/Mde.2652  0.516
2013 Lahiri K, Monokroussos G, Zhao Y. The yield spread puzzle and the information content of SPF forecasts Economics Letters. 118: 219-221. DOI: 10.1016/J.Econlet.2012.10.022  0.516
2011 Lahiri K, Shawky HA, Zhao Y. On Estimating the Failure Probability of Hedge Funds Research in Finance. 27: 85-119. DOI: 10.1108/S0196-3821(2011)0000027005  0.44
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