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The ability of the term spread to predict output growth, recessions, and inflation : a survey

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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

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Forecasting in the presence of structural breaks and model uncertainty

Beladi, Hamid; Choi, Kwang - 2008

Forecasting macroeconomic variables using diffusion indexes in short samples with structural change / Anindya Banerjee, Massimiliano Marcellino, Igor Masten -- Predictive inference under model misspecification / Nii Ayi Armah, Norman R. Swanson -- Forecasting persistent data with possible...

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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach

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The predictive power of the yield spread for future economic expansions : evidence from a new approach

Ge̜bka, Bartosz; Wohar, Mark E. - In: Economic modelling 75 (2018), pp. 181-195

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The stock return predictability and stock price decomposition in the Chinese equity market

Ma, Jun; Su, Zhenhua; Wohar, Mark E. - In: Experiences and challenges in the development of the …, (pp. 150-170). 2015

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Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors

Sousa, Ricardo M.; Vivian, Andrew; Wohar, Mark E. - In: International review of economics & finance : IREF 41 (2016), pp. 122-143

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Can commodity returns forecast Canadian sector stock returns?

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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

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Location, location, location : currency effects and return predictability?

Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: Applied economics 47 (2015) 16/18, pp. 1883-1898

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