1

Granger causality, exogeneity, cointegration, and economic policy analysis

Year:
2014
Language:
english
File:
PDF, 387 KB
english, 2014
2

Cash Flow News and Stock Price Dynamics

Year:
2020
Language:
english
File:
PDF, 3.06 MB
english, 2020
3

Forecasting stock returns under economic constraints

Year:
2014
Language:
english
File:
PDF, 2.26 MB
english, 2014
4

Predictability of stock returns and asset allocation under structural breaks

Year:
2011
Language:
english
File:
PDF, 2.01 MB
english, 2011
5

A MIDAS approach to modeling first and second moment dynamics

Year:
2016
Language:
english
File:
PDF, 945 KB
english, 2016
7

Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions

Year:
2017
Language:
english
File:
PDF, 4.93 MB
english, 2017
8

Bayesian compressed vector autoregressions

Year:
2018
Language:
english
File:
PDF, 932 KB
english, 2018
10

Adaptive hierarchical priors for high-dimensional vector autoregressions

Year:
2019
Language:
english
File:
PDF, 1.75 MB
english, 2019