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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
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2019
Persistent link: https://www.econbiz.de/10012205777
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2
Cash flow news and stock price dynamics
Pettenuzzo, Davide
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Sabbatucci, Riccardo
;
Timmermann, Allan
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2019
Persistent link: https://www.econbiz.de/10012206550
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3
The rate of return on real estate : long-run micro-level evidence
Chambers, David
;
Spaenjers, Christophe
;
Steiner, Eva
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2021
Persistent link: https://www.econbiz.de/10012415142
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4
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
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2024
Persistent link: https://www.econbiz.de/10014520837
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5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
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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
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2022
Persistent link: https://www.econbiz.de/10012939995
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7
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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8
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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9
The expected return on risky assets : international long-run evidence
Kuvshinov, Dmitry
;
Zimmermann, Kaspar
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2020
Persistent link: https://www.econbiz.de/10012504320
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10
Equity premium predictability over the business cycle
Mönch, Emanuel
;
Stein, Tobias
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2021
Persistent link: https://www.econbiz.de/10012589652
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