Concepedia

Jeremy Berkowitz

JB

22

Publications

2.8K

Citations

18

H-Index

1996

Active since

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, statistics, and business.

Top concepts

FinanceBusinessStatisticsEconomicsManagementEngineeringEconometricsForecastingMacroeconomicsRisk Management

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 · 892 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +14

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

Jeremy Berkowitz, James M. O’Brien · The Journal of Finance · 2002 · 545 citations

Financial Data, Financial Risk Management, Risk Model Validation +19

Recent developments in bootstrapping time series

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

Long-Horizon Exchange Rate Predictability?

Jeremy Berkowitz, Lorenzo Giorgianni · The Review of Economics and Statistics · 2001 · 208 citations

Monetary Policy, Economics, International Finance +12

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

Engineering, Economic Inquiry, Dynamic Equilibrium Economies +21

Rows per page

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