Concepedia

Jeremy Berkowitz

JB

Statistics

Publications

22

Citations

2.8K

H-Index

18

Active since

1996

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

University of Houston

University of California, Irvine

University of Pennsylvania

Jeremy Berkowitz is an author at Federal Reserve specializing in finance, business, and economics.

Publications per year

1996–2009

22

Publications

22

Testing Density Forecasts, With Applications to Risk Management

Jeremy Berkowitz · Journal of Business and Economic Statistics · 2001 · 899 citations

Business, Finance, Risk Management +17

How Accurate Are Value‐at‐Risk Models at Commercial Banks?

Jeremy Berkowitz, James M. O’Brien · The Journal of Finance · 2002 · 547 citations

Business, Economics, Finance +17

Recent developments in bootstrapping time series

Jeremy Berkowitz, Lutz Kilian · Econometric Reviews · 2000 · 334 citations · Full text

Social Sciences, Economics, Econometrics +13

Long-Horizon Exchange Rate Predictability?

Jeremy Berkowitz, Lorenzo Giorgianni · The Review of Economics and Statistics · 2001 · 207 citations

Social Sciences, Economics, Econometrics +11

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

Francis X. Diebold, Lee L. Ohanian, Jeremy Berkowitz · The Review of Economic Studies · 1998 · 159 citations

Social Sciences, Agricultural Economics, Economics +17

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