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Saeed Zaman
Person

Saeed Zaman

Senior Research Economist
Areas of Expertise applied macroeconomics, forecasting, monetary policy
Department Research
Education
  • BS,
  • Computer System Engineering,
  • GIK Institute of Engineering Sciences and Technology,
  • 2000
  • MS,
  • Computer Science,
  • University of Southern California,
  • 2002
  • MA,
  • Economics,
  • Cleveland State University,
  • 2012
  • PhD,
  • Economics,
  • University of Strathclyde,
  • 2021

Saeed Zaman is a Senior research economist in the Research Department at the Federal Reserve Bank of Cleveland. His research interests include inflation and prices, macroeconomic nowcasting and forecasting, Bayesian econometrics, and monetary policy. He contributes to the development of macroeconomic forecasting and policy models at the Cleveland Fed.

Dr. Zaman earned his PhD in economics from the University of Strathclyde, Glasgow. He holds an MS in computer science from the University of Southern California, an MA in economics from Cleveland State University, and a BS in computer engineering from the GIK Institute of Engineering Sciences and Technology in Pakistan.

Featured Publications

  • "A Unified Framework to Estimate Macroeconomic Stars”. The Review of Economics and Statistics, 2025, https://doi.org/10.1162/rest_a_01570.
  • “Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach.” With Edward S. Knotek II. Energy Economics, 2021, 95:105127.
  • “Nowcasting US Headline and Core Inflation.” With Edward S. Knotek II. Journal of Money, Credit, and Banking, 2017, 49(5): 931–968.
  • “Forecasting Inflation: Phillips Curve Effects on Services Price Measures.” With Ellis W. Tallman. International Journal of Forecasting, 2017, 33(2): 442–457.
  • “Evidence of Forward-Looking Loan-Loss Provisioning with Credit Market Information.” With Lakshmi Balasubramanyan and James B. Thomson. Journal of Financial Services Research, 2017, 52(3): 191–223.
  • "Improving Inflation Forecasts Using Robust Measures," With Randal Verbrugge, International Journal of Forecasting, accepted.
  • "The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model," With Randal Verbrugge, Energy Economics, accepted.
  • “Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach,” With Edward Knotek II, International Journal of Forecasting, 2022 (October). 
  • “Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach.” With Edward S. Knotek II. Energy Economics, 2021, 95: 105127.
  • “Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy.” With Ellis W. Tallman. International Journal of Forecasting, 2020, 36(2): 373–398.
  • “Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting.” With Edward Knotek II. International Journal of Forecasting, 2019, 35(4): 1708-1724.
  • “The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy.” With Brent Meyer, Empirical Economics, 2019, 57(2): 603–630. 
  • “Nowcasting US Headline and Core Inflation.” With Edward S. Knotek II. Journal of Money, Credit, and Banking, 2017, 49(5): 931–968.
  • “Forecasting Inflation: Phillips Curve Effects on Services Price Measures.” With Ellis W. Tallman. International Journal of Forecasting, 2017, 33(2): 442–457.
  • “Evidence of Forward-Looking Loan–Loss Provisioning with Credit Market Information.” With Lakshmi Balasubramanyan and James B. Thomson. Journal of Financial Services Research, 2017, 52(3): 191–223.
  • “Credit Market Information Feedback.” With Lakshmi Balasubramanyan, Ben Craig, and James B. Thomson. Atlantic Economic Journal, 2016, 44(3): 405–407.