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~isPartOf:"Working papers / Brandeis University, Department of Economics and International Business School"
~person:"Pettenuzzo, Davide"
~subject:"1962-2011"
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1962-2011
Forecasting model
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Pettenuzzo, Davide
Timmermann, Allan
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Working papers / Brandeis University, Department of Economics and International Business School
Discussion paper / Centre for Economic Policy Research
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A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Roseen
-
2014
Persistent link: https://www.econbiz.de/10010505305
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2
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
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