Allan Timmermann

University of California, San Diego (UCSD) - Rady School of Management

9500 Gilman Drive

Rady School of Management

La Jolla, CA 92093

United States

  • University of California, San Diego (UCSD) - Rady School of Management

SCHOLARLY PAPERS

12

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5

CROSSREF CITATIONS

8

Scholarly Papers (12)

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1.

Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model

Downloads 944 ( 37,513)
Citation 3

Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model

Swedish House of Finance Research Paper No. 20-18
Number of pages: 55 Posted: 24 Sep 2020 Last Revised: 13 May 2022
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 942 (37,072)
Citation 6

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COVID-19; high-frequency cash flows; dividend suspensions; predictive density modeling, Bayesian estimation

Dividend Suspensions and Cash Flow Risk During the Covid-19 Pandemic

CEPR Discussion Paper No. DP14921
Number of pages: 42 Posted: 29 Jun 2020
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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2.

Firm Value and Payout Suspensions During Financial Market Distress

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Firm Value and Payout Suspensions During Financial Market Distress

Swedish House of Finance Research Paper No. 21-10
Number of pages: 64 Posted: 10 Apr 2021 Last Revised: 05 Aug 2022
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 759 (49,784)
Citation 2

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Dividend and buyback suspensions; value of cash; pecking order theory; high frequency data; financial market distress, Covid-19

Outlasting the Pandemic: Corporate Payout and Financing Decisions During COVID-19

CEPR Discussion Paper No. DP16145
Number of pages: 55 Posted: 14 May 2021
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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3.

Have Risk Premia Vanished?

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Have Risk Premia Vanished?

CEPR Discussion Paper No. DP16109
Number of pages: 70 Posted: 24 May 2021
Simon Smith and Allan Timmermann
Board of Governors of the Federal Reserve System and University of California, San Diego (UCSD) - Rady School of Management
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4.

Cash Flow News and Stock Price Dynamics

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Citation 4

Cash Flow News and Stock Price Dynamics

CEPR Discussion Paper No. DP14117
Number of pages: 92 Posted: 04 Dec 2019
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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Citation 3
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Dividend growth, High-frequency cash flow news, Present value model

5.

Do Any Economists Have Superior Forecasting Skills?

Number of pages: 72 Posted: 12 Nov 2019
Ritong Qu, Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 210 (217,855)
Citation 1

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Economic forecasting; superior predictive skills; panel data; multiple hypothesis testing; bootstrap; Bloomberg survey

6.

Comparing Forecasting Performance with Panel Data

Number of pages: 63 Posted: 28 May 2019
Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 102 (387,278)
Citation 2

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Economic forecasting, Panel Data; Factor Models, Panel Diebold-Mariano Test, GDP growth, Inflation Forecasts

7.

Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity

Downloads 49 (575,481)

Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity

CESifo Working Paper No. 9690
Number of pages: 61 Posted: 15 Apr 2022
M. Hashem Pesaran, Andreas Pick and Allan Timmermann
University of Southern California - Department of Economics, Erasmus University Rotterdam (EUR) and University of California, San Diego (UCSD) - Rady School of Management
Downloads 49 (586,639)

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forecasting, panel data, heterogeneity, forecast evaluation, forecast combination, shrinkage, pooling

Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity

CEPR Discussion Paper No. DP17123
Number of pages: 62 Posted: 29 Mar 2022
M. Hashem Pesaran, Andreas Pick and Allan Timmermann
University of Southern California - Department of Economics, Erasmus University Rotterdam (EUR) and University of California, San Diego (UCSD) - Rady School of Management
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Forecast combination, Forecast evaluation, Heterogeneity, panel data, pooling, Shrinkage

8.

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

Downloads 29 (693,102)

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

Number of pages: 64 Posted: 12 Nov 2019
Rafael Burjack, Ritong Qu and Allan Timmermann
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 29 (713,281)

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Monetary policy transmission; Economic uncertainty; Term premia

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

CEPR Discussion Paper No. DP14097
Number of pages: 67 Posted: 15 Nov 2019
Rafael Burjack, Ritong Qu and Allan Timmermann
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
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Inflation uncertainty, monetary policy shocks, term structure

9.

Do Any Economists Have Superior Forecasting Skills?

CEPR Discussion Paper No. DP14112
Number of pages: 75 Posted: 04 Dec 2019
Ritong Qu, Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 3 (930,146)
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Bloomberg survey, Economic forecasting, multiple testing, superior predictive skills

10.

Conditional Rotation between Forecasting Models

CEPR Discussion Paper No. DP15917
Number of pages: 88 Posted: 15 Mar 2021
Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
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11.

Search and Predictability of Prices in the Housing Market

CEPR Discussion Paper No. DP15875
Number of pages: 63 Posted: 15 Mar 2021
Stig Møller, Thomas Pedersen, Erik Christian Montes Schütte, Erik Christian Montes Schütte and Allan Timmermann
Aarhus University - CREATES, Aarhus University - Department of Economics and Business Economics, Aarhus UniversityAarhus University - CREATES and University of California, San Diego (UCSD) - Rady School of Management
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12.

Forecasting Methods in Finance

Annual Review of Financial Economics, Vol. 10, pp. 449-479, 2018
Posted: 08 Nov 2018
Allan Timmermann
University of California, San Diego (UCSD) - Rady School of Management

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