Department of Economics Texas A&M University 3060 Allen Building, 4228 TAMU College Station, TX 77843-4228 E-mail: tsekhposyan (at) tamu (dot) edu             tatevik (dot) sekhposyan (at) gmail (dot) com Phone: +1 979-862-8857 Office Hours: By appointment only

Curriculum Vita

Research Statement

The Economics Department at TAMU will be hosting the 27th Annual Meeting of the Midwest Econometrics Group on October 20th and October 21st, 2017. The deadline for paper submission is July 31st.  

Slides for the 2015 Armenian Economic Association Workshop on "Forecasting Techniques and Forecast Evaluation"

Research Fields 

Macroeconomics, Time Series (Classical and Bayesian) Econometrics, Forecasting

Academic Publications

• "Macroeconomic Uncertainty Indices for the Euro Area and its Individual Member Countries" (with Barbara Rossi), Empirical Economics 53(1), 2017, 41-62. (Working paper with more robustness results, Matlab codes)
       → Macroeconomic Uncertainty Indices in Excel
  
  
• "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts" (with Barbara Rossi), Journal of Applied Econometrics 31(3), 2016, 507-532. (Appendix, Matlab codes)
  
  
• "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions" (with Barbara Rossi), American Economic Review: Papers & Proceedings 105(5), 2015, 650-655. (Appendix, Replication Matlab codes)
       → Matlab codes for updating the series as new data become available
       → Macroeconomic Uncertainty Index in Excel, last updated in November, 2016
  
  
• "Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set" (with Barbara Rossi), International Journal of Forecasting 30(3), 2014, 662-682. (Matlab codes, Comment)
  
  
• "Conditional Predictive Density Evaluation in the Presence of Instabilities," (with Barbara Rossi), Journal of Econometrics 177(2), 2013, 199-212. (Matlab codes) 
  
  
• "Okun’s Law over the Business Cycle: Was the Great Recession All That Different?" (with Michael Owyang), Federal Reserve Bank of St. Louis Review, September/October 2012, 94(5), 399-418. (Matlab codes)
  
  
• "The Local Effects of Monetary Policy," (with Neville Francis and Michael Owyang), The B.E. Journal of Macroeconomics 12 (2) (Advances), 2012. (Appendix, Matlab codes)
  
  
• "Understanding Models' Forecasting Performance," (with Barbara Rossi), Journal of Econometrics 164 (1), 2011, 158-172. (Matlab codes)
  
  
• "Have Economic Models' Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?" (with Barbara Rossi), International Journal of Forecasting 26 (4), 2010, 808-835. (Appendix, Matlab codes)

Policy Publication

• "Output and Unemployment: How Do They Relate Today?" (with Michael Owyang and E. Katarina Vermann), Federal Reserve Bank of St. Louis The Regional Economist, October 2013, 5-9. (Mentioned in: Real Time Economics: Secondary Sources & Conversable Economist