Macro variables and international stock return predictability von Rapach, David E., Wohar, Mark E., Rangvid, Jesper

Volltext

Testing the monetary model of exchange rate determination: new evidence from a century of data von Rapach, David E., Wohar, Mark E.

Volltext

Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? von Rapach, David E., Wohar, Mark E.

Volltext

International Evidence on the Long-Run Impact of Inflation von Rapach, David E.

Volltext

The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior von Rapach, David E., Wohar, Mark E.

Volltext

Testing the monetary model of exchange rate determination: a closer look at panels von Rapach, David E., Wohar, Mark E.

Volltext

Forecasting in the Presence of Structural Breaks and Model Uncertainty von Rapach, David E, Wohar, Mark E

Volltext

Valuation ratios and long-horizon stock price predictability von Rapach, David E., Wohar, Mark E.

Volltext

Are real interest rates really nonstationary? New evidence from tests with good size and power von Rapach, David E., Weber, Christian E.

Volltext

Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests von Rapach, David E.

Volltext

The long-run relationship between inflation and real stock prices von Rapach, David E.

Volltext

The persistence in international real interest rates von Rapach, David E., Wohar, Mark E.

Volltext

Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach von Rapach, David E., Weber, Christian E.

Volltext

Forecasting: theory and practice von Petropoulos, F, Apiletti, D, Assimakopoulos, V, Babai, MZ, Barrow, DK, Ben Taieb, S, Bergmeir, C, Bessa, RJ, Bijak, J, Boylan, JE, Browell, J, Carnevale, C, Castle, JL, Cirillo, P, Clements, MP, Cordeiro, C, Cyrino Oliveira, FL, De Baets, S, Dokumentov, A, Ellison, J, Fiszeder, P, Franses, PH, Frazier, DT, Gilliland, M, Gönül, MS, Goodwin, P, Grossi, L, Grushka-Cockayne, Y, Guidolin, M, Gunter, U, Guo, X, Guseo, R, Harvey, N, Hendry, DF, Hollyman, R, Januschowski, T, Jeon, J, Jose, VRR, Kang, Y, Koehler, AB, Kolassa, S, Kourentzes, N, Leva, S, Li, F, Litsiou, K, Makridakis, S, Martin, GM, Martinez, AB, Meeran, S, Modis, T, Nikolopoulos, K, Önkal, D, Paccagnini, A, Panagiotelis, A, Panapakidis, I, Pavía, JM, Pedio, M, Pedregal, DJ, Pinson, P, Ramos, P, Rapach, DE, Reade, JJ, Rostami-Tabar, B, Rubaszek, M, Sermpinis, G, Shang, HL, Spiliotis, E, Syntetos, AA, Talagala, PD, Talagala, TS, Tashman, L, Thomakos, D, Thorarinsdottir, T, Todini, E, Trapero Arenas, JR, Wang, X, Winkler, RL, Yusupova, A, Ziel, F

Volltext bestellen

Monetary shocks and relative farm prices: a re-examination von Isaac, Alan G., Rapach, David E.

Volltext

Forecasting Stock Return Volatility in the Presence of Structural Breaks von Rapach, David E., Strauss, Jack K., Wohar, Mark E.

Volltext

Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change von Banerjee, Anindya, Marcellino, Massimiliano, Masten, Igor

Volltext

Forecasting with Small Macroeconomic VARs in the Presence of Instabilities von Clark, Todd E., McCracken, Michael W.

Volltext

A Source of Long Memory in Volatility von Hyung, Namwon, Poon, Ser-Huang, Granger, Clive W.J.

Volltext

Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 von Clements, Michael P., Hendry, David F.

Volltext