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Forecasting commodity price in...
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1
Discussion on forecasting commodity price indexes using macroeconomic and financial predictors
Groen, Jan J. J.
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 844-846
Persistent link: https://www.econbiz.de/10010516046
Saved in:
2
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
3
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
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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
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
6
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
8
Learning, specification search and market efficiency : with an application to the Danish stock market
Timmermann, Allan
- In:
The Scandinavian journal of economics
95
(
1993
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10001142623
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9
Forecast combinations
Timmermann, Allan
-
2005
Persistent link: https://www.econbiz.de/10003294317
Saved in:
10
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
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