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Financial variables and the simulated out-of-sample forecastability of US output growth since 1985 : an encompassing approach

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Are real interest rates really nonstaionary? : new evidence from tests with good size and power

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Testing the monetary model of exchange rate determination : new evidence from a century of data

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Monetary shocks and relative farm prices : a re-examination

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Anomalies and the expected market return

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Short interest and aggregate stock returns

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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...