Department of Economics
6708 Pine Street MH 332S
Omaha, NE 68182
University of Nebraska at Omaha
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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.
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
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