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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model

Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228

Persistent link: https://www.econbiz.de/10011326254

Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement

McMillan, David G. - In: International review of financial analysis 35 (2014), pp. 90-101

Persistent link: https://www.econbiz.de/10010529621

Consumption and stock prices : evidence from a small international panel

McMillan, David G. - In: Journal of macroeconomics 36 (2013), pp. 76-88

Persistent link: https://www.econbiz.de/10009751139

A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth

McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400

Persistent link: https://www.econbiz.de/10009755542

Time varying stock return predictability : evidence from US sectors

Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10009728606

Openness and financial development : time series evidence for Turkey

Acikgoz, Senay; Balcilar, Mehmet; Saracoglu, Bedriye - In: International journal of banking, accounting and finance 4 (2012) 2, pp. 172-201

Persistent link: https://www.econbiz.de/10009619297

Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR

McMillan, David G. - In: International review of applied economics 26 (2012) 1, pp. 125-143

Persistent link: https://www.econbiz.de/10009419538

Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model

Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171

Persistent link: https://www.econbiz.de/10009760669

What drives the premium labour model, beta instability risk or human capital? : evidence for the UK

Soufian, Mona; McMillan, David G.; Horsburgh, Stuart - In: Managerial finance 39 (2013) 12, pp. 1188-1200

Persistent link: https://www.econbiz.de/10010197615

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MS-VAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011554324