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~person:"Pierdzioch, Christian"
~person:"Timmermann, Allan"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Finanzkrise
Prognoseverfahren
USA
115
United States
115
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47
Estimation
45
Forecasting model
44
Theorie
41
Theory
39
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32
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32
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English
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Pierdzioch, Christian
Timmermann, Allan
Gupta, Rangan
80
Bordo, Michael D.
29
Marcellino, Massimiliano
29
Baghestani, Hamid
28
Stulz, René M.
28
Diebold, Francis X.
27
Watson, Mark W.
25
Rossi, Barbara
24
Gorton, Gary
22
Ravazzolo, Francesco
21
Swanson, Norman R.
21
Adrian, Tobias
20
Balcilar, Mehmet
20
Stock, James H.
20
Gerardi, Kristopher
19
Goldberg, Linda S.
19
Koopman, Siem Jan
18
Willen, Paul
18
Clark, Todd E.
17
Miller, Stephen M.
17
Mishkin, Frederic S.
17
Sufi, Amir
17
Clements, Michael P.
16
Kilian, Lutz
16
Tallman, Ellis W.
16
Wohar, Mark E.
16
Cecchetti, Stephen G.
15
Chinn, Menzie David
15
Ghysels, Eric
15
Giannone, Domenico
15
McCracken, Michael W.
15
Guo, Hui
14
Mian, Atif
14
Nagel, Stefan
14
Sarno, Lucio
14
White, Eugene N.
14
Wright, Jonathan H.
14
Ang, Andrew
13
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5
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3
Discussion paper / Department of Economics, University of California San Diego
2
Energy economics
2
Finmap working paper
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of econometrics
2
Journal of empirical finance
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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1
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ECONIS (ZBW)
45
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1
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
2
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
5
Pockets of predictability
Farmer, Leland
;
Schmidt, Lawrence
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011915958
Saved in:
6
How stable are financial prediction models? : Evidence from US and international stock market data
Paye, Bradley S.
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001752971
Saved in:
7
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Saved in:
8
Market timing and return prediction under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001662209
Saved in:
9
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
10
Disagreement and biases in inflation expectations
Capistrán Carmona, Carlos
;
Timmermann, Allan
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
2/3
,
pp. 365-396
Persistent link: https://www.econbiz.de/10003831116
Saved in:
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