Robust Econometric Inference for Stock Return Predictability von Kostakis, Alexandros, Magdalinos, Tassos, Stamatogiannis, Michalis P.

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Taking stock of long-horizon predictability tests: Are factor returns predictable? von Kostakis, Alexandros, Magdalinos, Tassos, Stamatogiannis, Michalis P.

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Forecasting the exchange rate using nonlinear Taylor rule based models von Wang, Rudan, Morley, Bruce, Stamatogiannis, Michalis P.

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Agricultural Commodity Price Shocks and Their Effect on Growth in Sub‐Saharan Africa von Addison, Tony, Ghoshray, Atanu, Stamatogiannis, Michalis P.

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Can we forecast better in periods of low uncertainty? The role of technical indicators von Ferrer Fernández, María, Henry, Ólan, Pybis, Sam, Stamatogiannis, Michalis P.

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Centurial evidence of breaks in the persistence of unemployment von Ghoshray, Atanu, Stamatogiannis, Michalis P.

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Testing for news and noise in non-stationary time series subject to multiple historical revisions von Hecq, Alain, Jacobs, Jan P.A.M., Stamatogiannis, Michalis P.

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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators von Lawford, Steve, Stamatogiannis, Michalis P.

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A study of cross-industry return predictability in the Chinese stock market von Ellington, Michael, Stamatogiannis, Michalis P., Zheng, Yawen

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Centurial evidence of breaks in the persistence of unemployment von Ghoshray, Atanu, Stamatogiannis, Michalis P.

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Robust econometric inference for stock return predictability von Kostakis, Alexandros, Magdalinos, Tassos, Stamatogiannis, Michalis P.

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Agricultural commodity price shocks and their effect on growth in sub-Saharan Africa von Addison, Tony, Ghoshray, Atanu, Stamatogiannis, Michalis P.

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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators von Stamatogiannis, Michalis P, Lawford, Steve

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