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Term structure forecasts of inflation

Robertson, Donald - 1991

Persistent link: https://www.econbiz.de/10000130902

The predictive space or if x predicts y, what does y tell us about x?

Robertson, Donald; Wright, Stephen - 2012

Persistent link: https://www.econbiz.de/10009544828

Miller and Modigliani, preditive return regressions and cointegration

Alessandri, Piergiorgio; Robertson, Donald; Wright, Stephen - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 181-207

Persistent link: https://www.econbiz.de/10003679734

Permanent vs transitory components and economic fundamentals

Garratt, Anthony; Robertson, Donald; Wright, Stephen - In: Journal of applied econometrics 21 (2006) 4, pp. 521-542

Persistent link: https://www.econbiz.de/10003338662

Dividends, total cash flow to shareholders, and predictive return regressions

Robertson, Donald; Wright, Stephen - In: The review of economics and statistics 88 (2006) 1, pp. 91-99

Persistent link: https://www.econbiz.de/10003310682

R2 bounds for predictive models : what univariate properties tell us about multivariate predictability

Mitchell, James; Robertson, Donald; Wright, Stephen - 2018

Persistent link: https://www.econbiz.de/10011903669

Permanents vs transitory components and economic fundamentals

Garratt, Anthony (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002587881

Term Structure Forecasts of Inflation : Some Further Results

Blake, Neil; Henry, S.B; Robertson, Donald - 2003

New evidence is presented on the information content of expected inflation derived from index-linked and conventional yield curves. Using monthly data the tests are done over three expectations horizons: 6, 12 and 24 months. In each case we find that there is little information content in this...

Persistent link: https://www.econbiz.de/10014092929

R2 bounds for predictive models : what univariate properties tell us about multivariate predictability

Mitchell, James; Robertson, Donald; Wright, Stephen - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 681-695

Persistent link: https://www.econbiz.de/10012179363