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Sensitivity of impulse responses to small low-frequency comovements : reconciling the evidence on the effects of technology shocks
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10009355691
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Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 295-318). 2023
Persistent link: https://www.econbiz.de/10014313744
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Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi; Gospodinov, Nikolaj; Maynard, Alex; … - In: Journal of empirical finance 68 (2022), pp. 190-215
Persistent link: https://www.econbiz.de/10013464486