Jing Tian
Jing Tian
Tasmanian School of Business and Economics, University of Tasmania
Verified email at utas.edu.au - Homepage
TitleCited byYear
Forecast combinations under structural break uncertainty
J Tian, HM Anderson
International Journal of Forecasting 30 (1), 161-175, 2014
242014
Trend in cycle or cycle in trend? New structural identifications for unobserved-components models of US real GDP
M Dungey, JPAM Jacobs, J Tian, S Van Norden
Macroeconomic Dynamics 19 (4), 776-790, 2015
132015
Trend–cycle–seasonal interactions: identification and estimation
I Hindrayanto, JPAM Jacobs, DR Osborn, J Tian
Macroeconomic Dynamics, 1-26, 2018
42018
The role of structural breaks in forecasting trends and output gaps in real GDP of the G-7 countries
M Dungey, J Jacob, J Tian
mimeo, 2015
32015
Are per capita CO2 emissions increasing among OECD countries? A test of trends and breaks
S Yamazaki, J Tian, F Doko Tchatoka
Applied Economics Letters 21 (8), 569-572, 2014
32014
Improving equity premium forecasts by incorporating structural break uncertainty
J Tian, Q Zhou
Accounting & Finance 58, 619-656, 2018
22018
Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks
M Dungey, JPAM Jacobs, J Tian
Applied Economics 49 (45), 4554-4566, 2017
22017
On the correspondence between data revision and trend-cycle decomposition
M Dungey, JPAM Jacobs, J Tian, S van Norden
Applied Economics Letters 20 (4), 316-319, 2013
22013
Forecasting Under Structural Break Uncertainty
J Tian, HM Anderson
Monash Econometrics and Business Statistics Working Papers, 2011
22011
Forecasting the unemployment rate when the forecast loss function is asymmetric
J Tian
School of Economics and Finance, Faculty of Business, University of Tasmania, 2009
12009
Economic Value of Stock Return Forecasts: An Assessment on Market Efficiency and Forecasting Accuracy
J Tian
Journal of Business and Economics, The Australian National University, 2007
12007
A state space approach to evaluate multi-horizon forecasts
T Goodwin, J Tian
CAMA Working Paper, 2017
2017
The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements
W Yao, J Tian
University of Tasmania, 2015
2015
Trend-cycle decomposition: implications from an exact structural identification
MH Dungey, JPAM Jacobs, J Tian, S Van Norden
CIRANO-Scientific Publications 2013s-23, 2013
2013
On trend-cycle decomposition and data revision
M Dungey, J Jacobs, J Tian, S van Norden
Research Report, 2012
2012
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Articles 1–15