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~person:"Timmermann, Allan"
~subject:"Business cycle"
~subject:"Economic growth"
~subject:"Estimation"
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Business cycle
Economic growth
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Theorie
193
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186
Prognoseverfahren
100
Forecasting model
97
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44
Zeitreihenanalyse
39
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38
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38
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31
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Timmermann, Allan
Scheide, Joachim
184
Kose, M. Ayhan
181
Caporale, Guglielmo Maria
132
Gern, Klaus-Jürgen
120
Christiano, Lawrence J.
114
Caballero, Ricardo J.
110
Gil-Alaña, Luis A.
107
Beaudry, Paul
105
Döpke, Jörg
102
Pesaran, M. Hashem
102
Gupta, Rangan
100
Acemoglu, Daron
99
Kuntze, Oscar-Erich
99
Castelnuovo, Efrem
97
Taylor, Alan M.
96
Boss, Alfred
95
Meier, Carsten-Patrick
94
Gertler, Mark
89
Portier, Franck
88
Bordo, Michael D.
86
Diebold, Francis X.
85
Marcellino, Massimiliano
84
Jordà, Òscar
83
Fernández-Villaverde, Jesús
80
Eichengreen, Barry
79
Nierhaus, Wolfgang
78
Aghion, Philippe
77
Kehoe, Patrick J.
74
Koopman, Siem Jan
74
Basu, Susanto
73
Watson, Mark W.
73
Bloom, Nicholas
72
Galí, Jordi
72
Berg, Gerard J. van den
71
Caggiano, Giovanni
71
Canova, Fabio
69
Kilian, Lutz
69
Terrones, Marco E.
69
Benhabib, Jess
68
Semmler, Willi
68
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2
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Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper series / LSE Financial Markets Group
4
Journal of econometrics
3
Working papers / Brandeis University, Department of Economics and International Business School
3
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2
Cambridge working papers in economics
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
Saved in:
2
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
3
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:
4
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
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
6
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
7
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:
8
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
9
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Perez-Quiros, Gabriel
;
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001587542
Saved in:
10
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
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