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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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Cash flow news and stock price dynamics
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - 2019
Persistent link: https://www.econbiz.de/10012206550
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin - 2022
Persistent link: https://www.econbiz.de/10012887586
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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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Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2022
Persistent link: https://www.econbiz.de/10012939995
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Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - 2020
Persistent link: https://www.econbiz.de/10012253930
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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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Macroeconomic uncertainty and vector autoregressions
Forni, Mario; Gambetti, Luca; Sala, Luca - 2021
Persistent link: https://www.econbiz.de/10012417673
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The main business cycle shock(s) : frequency-band estimation of the number of dynamic factors
Avarucci, Marco; Cavicchioli, Maddalena; Forni, Mario; … - 2022
Persistent link: https://www.econbiz.de/10013188777