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1
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2019
Persistent link: https://www.econbiz.de/10012205777
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2
High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin
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2022
Persistent link: https://www.econbiz.de/10012887586
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3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
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4
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
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2020
Persistent link: https://www.econbiz.de/10012253930
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5
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012321115
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Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
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7
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
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8
Good connections : bank specialization and the tariff elasticity of exports
Berthou, Antoine
;
Mayer, Thierry
;
Mésonnier, Jean-Stéphane
-
2021
Persistent link: https://www.econbiz.de/10012490477
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9
Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
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2019
Persistent link: https://www.econbiz.de/10012206550
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10
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
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2020
Persistent link: https://www.econbiz.de/10012214041
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