RESEARCH

 

 

 

 

PUBLICATIONS:

Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007), with Gianni Amisano, Journal of Business and Economic Statistics, 25, 177-190

 

Tests of Conditional Predictive Ability (2006), with Halbert White, Econometrica, 74, 1545-1578

Appendix with additional empirical results

 

How Stable is the Forecasting Performance of the Yield Curve for Output Growth?  (2006), with Barbara Rossi, Oxford Bulletin of Economics and Statistics, 68, 783-795

 

Evaluation and Combination of Conditional Quantile Forecasts (2005), with Ivana Komunjer, Journal of Business and Economic Statistics, 23, 416-431

 

Aggregation of Space-Time Processes (2004), with Clive W. J. Granger, Journal of Econometrics, 118, 7-26

 

 

 

 

 

PAPERS UNDER REVISION:

Detecting and Predicting Forecast Breakdowns (2005), with Barbara Rossi (revise and resubmit Review of Economic Studies)

 

Hypernormal Densities (2002), with Andreas Gottschling, Christian Haefke and Halbert White (revise and resubmit Journal of Econometrics)

 

A Warp-Speed Method for Conducting Monte Carlo Experiments Involving Bootstrap Estimators (2007) with Dimitris Politis and Halbert White

 

 

 

 

WORKING PAPERS:

 

Model Selection and Forecast Comparison in Unstable Environments, with Barbara Rossi

 

The Value of Theory for Macroeconomic and Financial Forecasting, with Gianni Amisano

 

Predicting U.S. Business Cycles: A New Look at the Forecasting Ability of Nonlinear Models, with Jeremy Piger