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Yongchen Zhao
Yongchen Zhao
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Title
Cited by
Cited by
Year
Forecasting consumption: The role of consumer confidence in real time with many predictors
K Lahiri, G Monokroussos, Y Zhao
Journal of Applied Econometrics, 2015
1102015
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
K Lahiri, Y Zhao
International Journal of Forecasting 31 (1), 51-62, 2015
492015
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers
K Lahiri, Y Zhao
Journal of Business Cycle Research, 1-29, 2016
412016
The yield spread puzzle and the information content of SPF forecasts
K Lahiri, G Monokroussos, Y Zhao
Economics Letters 118 (1), 219-221, 2013
222013
Online learning and forecast combination in unbalanced panels
K Lahiri, H Peng, Y Zhao
Econometric Reviews, 1-32, 2016
192016
Factors Determining Consumer Sentiment-Evidence from Household Survey Data
K Lahiri, Y Zhao
Proceedings of the New York State Economics Association 4 (1), 97-106, 2011
142011
Determinants of Consumer Sentiment: Evidence from Household Survey Data
K Lahiri, Y Zhao
Discussion Papers from University at Albany, SUNY, Department of Economics …, 2013
13*2013
Testing the value of probability forecasts for calibrated combining
K Lahiri, H Peng, Y Zhao
International journal of forecasting 31 (1), 113-129, 2015
92015
Forecasting consumption in real time: The role of consumer confidence in surveys
K Lahiri, G Monokroussos, Y Zhao
University at Albany, SUNY, Department of Economics Discussion Papers, 2012
92012
Machine learning and forecast combination in incomplete panels
K Lahiri, H Peng, Y Zhao
Available at SSRN 2359523, 2013
82013
Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
Y Zhao
Available at SSRN 2705188, 2015
42015
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
K Lahiri, HA Shawky, Y Zhao
Managerial and Decision Economics 35 (2), 172-187, 2014
42014
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
K Lahiri, Y Zhao
University at Albany, SUNY, Department of Economics Discussion Papers, 2013
22013
Evaluating the Value of Probability Forecasts in the Sense of Merton
K Lahiri, H Peng, Y Zhao
7th New York camp econometrics, 2012
12012
On Estimating the Failure Probability of Hedge Funds
K Lahiri, H Shawky, Y Zhao
Research in Finance 27, 85-119, 2011
12011
Predicting US Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
HO Stekler, Y Zhao
2016
Past Presentations and Events
Z An, T Sinclair, J Smith, YH Zhao, K Hubrich, NR Ericsson
Policy, 2014
2014
Essays on forecasting with survey data and many predictors: Combination, evaluation, and applications
Y Zhao
STATE UNIVERSITY OF NEW YORK AT ALBANY, 2014
2014
Quantifying Heterogeneous Survey Expectations
K Lahiri, Y Zhao
2013
Econometric Issues in Modeling Returns and Managerial Efficiency in the Hedge Fund Industry
K Lahiri, HA Shawky, Y Zhao
Special Issue of Managerial and Decision Economics conference “Effects of …, 2012
2012
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Articles 1–20