Department of Economics
6708 Pine Street MH 332S
Omaha, NE 68182
University of Nebraska at Omaha
in Total Papers Downloads
in Total Papers Citations
Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets
Taylor rules, stationarity, cointegration
Asset pricing, Commodity markets, Equity markets, Industry-level returns, Information and market efficiency, Predictability, Underreaction
Unobserved Components model, trend-cycle decomposition
stock price decomposition, state-space model, weak identification
China, forecast, import, export, macroeconomics, forecast combinations
Temperature, CO2, Stationarity, VAR
price decomposition, state-space model, Chinese equity market
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3983.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Foreign exchange, monetary fundamentals, non-linearity, regime switching
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: manc.
File name: manc2281.
File name: j-9957.
Brexit, Economic Uncertainty, Machine Learning
Dynamic Probit Models, Support Vector Machines, U.S. Recessions
File name: FIRE.
informational sufficiency, FAVAR, stock returns
Quantile structural VAR, fiscal policy, stock prices, house prices, partisan conflict
File name: BOER.
dynamic general‐to‐specific, inflation forecasting
consumption-wealth ratio, housing returns
financial variables, predictive regression model, real stock returns, structural breaks
Volatility, regime change
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 4.114 seconds