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Investing for the long run when returns are predictable
Barberis, Nicholas, (2000)
An international dynamic asset pricing model
Hodrick, Robert J., (1999)
Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
Elusive return predictability: reply to the discussion
Timmermann, Allan, (2008)
Common Factors in Latin America's Business Cycles
Timmermann, Allan, (2006)
An Evaluation of the World Economic Outlook Forecasts