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subject:"Monetary policy"
subject:"United States"
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~type:"article"
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Monetary policy
United States
Forecasting model
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62
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62
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30
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16
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16
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11
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Timmermann, Allan
Woodford, Michael
62
Franses, Philip Hans
50
Gupta, Rangan
46
Clements, Michael P.
45
McCallum, Bennett T.
38
Christiano, Lawrence J.
36
Diebold, Francis X.
36
Svensson, Lars E. O.
36
Goodhart, Charles A. E.
35
Hendry, David F.
35
Pierdzioch, Christian
35
Devereux, Michael B.
33
Heckman, James J.
31
Di Bartolomeo, Giovanni
30
Hughes Hallett, Andrew
29
Walsh, Carl E.
29
Petropoulos, Fotios
28
Serletis, Apostolos
28
Swanson, Norman R.
27
Ireland, Peter N.
26
Taylor, John B.
26
Arestis, Philip
25
Chari, Varadarajan V.
25
Rudebusch, Glenn D.
25
Belke, Ansgar
24
Marcellino, Massimiliano
24
Moosa, Imad A.
24
Sargent, Thomas J.
24
Blinder, Alan S.
23
Fabozzi, Frank J.
23
Galí, Jordi
23
Hall, Robert Ernest
23
Hyndman, Rob J.
23
Koop, Gary
23
Levine, Paul
23
Makridakis, Spyros G.
23
Schmitt-Grohé, Stephanie
23
Semmler, Willi
23
Sims, Christopher A.
23
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International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
Journal of forecasting
2
The review of economic studies
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Handbook of economic forecasting ; 1
1
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1
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1
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1
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ECONIS (ZBW)
33
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1
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
6
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
8
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
9
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
10
Disagreement and biases in inflation expectations
Capistrán Carmona, Carlos
;
Timmermann, Allan
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
2/3
,
pp. 365-396
Persistent link: https://www.econbiz.de/10003831116
Saved in:
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