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Optimal univariate inflation forecasting with symmetric stable shocks
Bidarkota, Prasad V.; McCulloch, J. Huston - In: Journal of applied econometrics 13 (1998) 6, pp. 654-670
Persistent link: https://www.econbiz.de/10001377006
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Do measures of investor sentiment predict returns?
Neal, Robert S.; Wheatley, Simon M. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10001256374
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Stock returns as predictors of interest rates and inflation
Titman, Sheridan - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001063201
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The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Sampson, Michael J. - In: Journal of applied econometrics 6 (1991) 1, pp. 67-76
Persistent link: https://www.econbiz.de/10001100785
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Using 10-K text to gauge financial constraints
Bodnaruk, Andrij; Loughran, Tim; McDonald, Bill - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 623-646
Persistent link: https://www.econbiz.de/10011431008
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Anticipating long-term stock market volatility
Conrad, Christian; Stürmer, Karin - In: Journal of applied econometrics 30 (2015) 7, pp. 1090-1114
Persistent link: https://www.econbiz.de/10011431726
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Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
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Firm default prediction : a Bayesian model-averaging approach
Traczynski, Jeffrey - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1211-1245
Persistent link: https://www.econbiz.de/10011743938
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Dynamic portfolio choice with linear rebalancing rules
Moallemi, Ciamac C.; Sağlam, Mehmet - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1247-1278
Persistent link: https://www.econbiz.de/10011743945
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621