Selected Publications

"On the Real-Time Predictive Content of Financial Conditions Indices for Growth"
with  Aaron Amburgey
Journal of Applied Econometrics, March 2023, Vol. 38, No. 2, pp. 137-163
Working Paper
https://doi.org/10.1002/jae.2943

"Diverging Tests of Equal Predictive Ability"
Econometrica, July, Vol. 88, No. 4, pp. 1753-1754
Working Paper
https://doi.org/10.3982/ecta17523

"Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors"
with  Todd E. Clark and  Elmar Mertens
Review of Economics and Statistics, March, Vol. 102, No. 1, pp. 17-33
Working Paper
https://doi.org/10.1162/rest_a_00809

"Advances in Forecast Evaluation"
with  Todd E. Clark
Elsevier Handbook of Economic Forecasting, September 2013, Vol. 2B, pp. 1107-1202

"Asymptotics for Out-of-Sample Tests of Granger Causality"
Journal of Econometrics, October 2007, Vol. 140, No. 2, pp. 719-752

"Tests of Equal Forecast Accuracy and Encompassing for Nested Models"
with  Todd E. Clark
Journal of Econometrics, November 2001, Vol. 105, No. 1, pp. 85-110

"Regression-Based Tests of Predictive Ability"
with  Kenneth D. West
International Economic Review, November 1998, Vol. 39, No. 4, pp. 817-40