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

SCHOLARLY PAPERS

6

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

Dividend growth, High-frequency cash flow news, Present value model

2.

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 51 (402,837)

Abstract:

Loading...

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

3.

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 27 (504,893)
Citation 2

Abstract:

Loading...

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

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 Finan├žas, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 12 (621,137)

Abstract:

Loading...

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 Finan├žas, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 0
  • Add to Cart

Abstract:

Loading...

Inflation uncertainty, monetary policy shocks, term structure

5.

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 1 (680,841)
  • Add to Cart

Abstract:

Loading...

Bloomberg survey, Economic forecasting, multiple testing, superior predictive skills

6.

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

Abstract:

Loading...