Saeed Zaman

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

12

DOWNLOADS

521

SSRN CITATIONS
Rank 42,624

SSRN RANKINGS

Top 42,624

in Total Papers Citations

16

CROSSREF CITATIONS

1

Scholarly Papers (12)

1.

Are Banks Forward-Looking in Their Loan Loss Provisioning? Evidence from the Senior Loan Officer Opinion Survey (SLOOS)

Number of pages: 68 Posted: 15 Sep 2013 Last Revised: 29 Oct 2014
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Akron
Downloads 143 (257,917)

Abstract:

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Loan loss provisioning, forward-looking, income smoothing, capital management, early loss recognition

2.

Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting

Number of pages: 90 Posted: 21 Mar 2017
Edward S. Knotek and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 83 (375,176)
Citation 4

Abstract:

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conditional forecasting, nowcasting, vector autoregressions, mixed-frequency models, Bayesian methods

3.

Nowcasting U.S. Headline and Core Inflation

Number of pages: 57 Posted: 25 May 2014 Last Revised: 10 Jan 2015
Edward S. Knotek and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 70 (413,078)
Citation 2

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inflation, nowcasting, forecasting, real-time data, professional forcasters, Greenbook

4.

A Medium Scale Forecasting Model for Monetary Policy

Number of pages: 43 Posted: 29 Oct 2011
Kenneth R. Beauchemin and Saeed Zaman
University of Colorado at Boulder - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 48 (494,095)

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Bayesian Vector-Autoregression, Forecasting, Monetary Policy

5.

Forecasting Inflation: Phillips Curve Effects on Services Price Measures

Number of pages: 38 Posted: 19 Oct 2015
Ellis W. Tallman and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 42 (520,993)
Citation 5

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Inflation forecasting, Phillips curve, disaggregated inflation forecasting models, trend-cycle model

6.

It's Not Just for Inflation: The Usefulness of the Median CPI in BVAR Forecasting

Number of pages: 39 Posted: 15 Nov 2013
Brent Meyer and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 39 (535,454)

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Inflation, Inflation forecasting, trimmed-mean estimators, Bayesian

7.

Credit Market Information Feedback

Number of pages: 12 Posted: 06 Oct 2015
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, University of Akron and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 21 (643,085)

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bank franchise value, asset quality, credit demand, information, expectations

8.

Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy

Number of pages: 53 Posted: 28 Jun 2018
Ellis W. Tallman and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 19 (657,339)
Citation 3

Abstract:

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Bayesian analysis, relative entropy, survey forecasts, nowcasts, density forecasts, real-time data

9.

The Usefulness of the Median CPI in Bayesian Vars Used for Macroeconomic Forecasting and Policy

Number of pages: 39 Posted: 18 Nov 2016 Last Revised: 30 Aug 2017
Brent Meyer and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 17 (671,663)

Abstract:

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inflation forecasting, trimmed-mean estimators, Bayesian vector autoregression, conditional forecasting

10.

Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach

Number of pages: 46 Posted: 23 Jun 2020
Edward S. Knotek and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 14 (694,348)
Citation 1

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consumption, energy prices, asymmetry, multivariate threshold models, nonlinear structural impulse response

11.

Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach

Number of pages: 49 Posted: 26 Oct 2020
Edward S. Knotek and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 13 (702,142)

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mixed-frequency models, inflation, density nowcasts, density combinations

12.

A Unified Framework to Estimate Macroeconomic Stars

Number of pages: 78 Posted: 18 Oct 2021
Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 12 (710,035)

Abstract:

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state-space model, Bayesian analysis, time-varying parameters, natural rates, survey expectations, COVID-19 pandemic