Davide Pettenuzzo : Citation Profile

Are you Davide Pettenuzzo?

Brandeis University

12

H index

12

i10 index

775

Citations

RESEARCH PRODUCTION:

14

Articles

43

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 48
   Journals where Davide Pettenuzzo has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 22 (2.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe516
   Updated: 2024-04-18    RAS profile: 2021-01-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Korobilis, Dimitris (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Pettenuzzo.

Is cited by:

Korobilis, Dimitris (24)

Rossi, Barbara (23)

GUPTA, RANGAN (20)

Ravazzolo, Francesco (18)

Maheu, John (17)

Koop, Gary (17)

Wang, Yudong (16)

Huber, Florian (15)

Verona, Fabio (13)

Pesaran, Mohammad (12)

Perron, Pierre (12)

Cites to:

Campbell, John (39)

Stambaugh, Robert (24)

Clark, Todd (23)

Marcellino, Massimiliano (21)

Watson, Mark (19)

Timmermann, Allan (18)

Geweke, John (16)

Pesaran, Mohammad (15)

Goyal, Amit (15)

Lettau, Martin (14)

Koop, Gary (14)

Main data

Where Davide Pettenuzzo has published?

Journals with more than one article published# docs
Journal of Econometrics5

Working Papers Series with more than one paper published# docs
Working Papers / Brandeis University, Department of Economics and International Business School17
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
Working Paper series / Rimini Centre for Economic Analysis2
CESifo Working Paper Series / CESifo2
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Davide Pettenuzzo (2024 and 2023)

YearTitle of citing document
2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

Full description at Econpapers || Download paper

2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

Full description at Econpapers || Download paper

2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

Full description at Econpapers || Download paper

2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

Full description at Econpapers || Download paper

2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

Full description at Econpapers || Download paper

2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

Full description at Econpapers || Download paper

2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

Full description at Econpapers || Download paper

2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

Full description at Econpapers || Download paper

2023The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395.

Full description at Econpapers || Download paper

2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

Full description at Econpapers || Download paper

2023Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121.

Full description at Econpapers || Download paper

2023Payout suspensions during the Covid-19 pandemic. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000496.

Full description at Econpapers || Download paper

2023Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541.

Full description at Econpapers || Download paper

2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

Full description at Econpapers || Download paper

2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

Full description at Econpapers || Download paper

2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

Full description at Econpapers || Download paper

2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

Full description at Econpapers || Download paper

2023The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262.

Full description at Econpapers || Download paper

2023Long-term adjusted volatility: Powerful capability in forecasting stock market returns. (2023). Li, Yan ; Liu, Jing ; Qiu, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000467.

Full description at Econpapers || Download paper

2023Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908.

Full description at Econpapers || Download paper

2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

Full description at Econpapers || Download paper

2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

Full description at Econpapers || Download paper

2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

Full description at Econpapers || Download paper

2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

Full description at Econpapers || Download paper

2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

Full description at Econpapers || Download paper

2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

Full description at Econpapers || Download paper

2023The sum of all fears: Forecasting international returns using option-implied risk measures. (2023). Toupin, Dominique ; Power, Gabriel J ; Gagnon, Marie-Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002813.

Full description at Econpapers || Download paper

2023Wheat price volatility regimes over 140 years: An analysis of daily price ranges. (2023). Huss, Matthias ; Zimmermann, Heinz ; Haase, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000363.

Full description at Econpapers || Download paper

2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

Full description at Econpapers || Download paper

2023Structural Breaks in Seemingly Unrelated Regression Models. (2023). Parsaeian, Shahnaz. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202308.

Full description at Econpapers || Download paper

2023Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.

Full description at Econpapers || Download paper

2023The response of household debt to COVID-19 using a neural networks VAR in OECD. (2023). Ongena, Steven ; Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02325-2.

Full description at Econpapers || Download paper

2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

Full description at Econpapers || Download paper

2023Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822.

Full description at Econpapers || Download paper

2023Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Predictive power of the implied volatility term structure in the fixed?income market. (2023). Li, Xiaowei ; Huang, Jeffrey ; Hsieh, Peilin ; Chen, Renraw. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:349-383.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023.

Full description at Econpapers || Download paper

Works by Davide Pettenuzzo:

YearTitleTypeCited
2020Machine Learning Econometrics: Bayesian algorithms and methods In: Papers.
[Full Text][Citation analysis]		paper2
2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Cash Flow News and Stock Price Dynamics In: Journal of Finance.
[Full Text][Citation analysis]		article6
2019Cash Flow News and Stock Price Dynamics.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Optimal portfolio choice under decision-based model combinations In: Working Paper.
[Full Text][Citation analysis]		paper36
2015Optimal Portfolio Choice under Decision-Based Model Combinations.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2014Optimal Portfolio Choice under Decision-Based Model Combinations.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2016Optimal Portfolio Choice Under Decision?Based Model Combinations.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2016Bayesian Compressed Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]		paper52
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2019Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2017Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions In: Working Papers.
[Full Text][Citation analysis]		paper28
2019Adaptive hierarchical priors for high-dimensional vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2018Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2017Forecasting Stock Returns: A Predictor-Constrained Approach In: Working Papers.
[Full Text][Citation analysis]		paper19
2018Forecasting Stock Returns: A Predictor-Constrained Approach.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2020Forecasting stock returns: A predictor-constrained approach.(2020) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2018High-frequency Cash Flow Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis In: Working Papers.
[Full Text][Citation analysis]		paper17
2014Granger causality, exogeneity, cointegration, and economic policy analysis.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2008Return Predictability under Equilibrium Constraints on the Equity Premium In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Forecasting Stock Returns under Economic Constraints In: Working Papers.
[Full Text][Citation analysis]		paper141
2013Forecasting Stock Returns under Economic Constraints.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2014Forecasting stock returns under economic constraints.(2014) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		article
2014Bond Return Predictability: Economic Value and Links to the Macroeconomy In: Working Papers.
[Full Text][Citation analysis]		paper32
2016Bond Return Predictability: Economic Value and Links to the Macroeconomy.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2014Bond Return Predictability: Economic Value and Links to the Macroeconomy.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2019Bond Return Predictability: Economic Value and Links to the Macroeconomy.(2019) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2014A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper2
2014A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2016Option-Implied Equity Premium Predictions via Entropic TiltinG In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Option-Implied Equity Premium Predictions via Entropic TiltinG.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019Option-Implied Equity Premium Predictions via Entropic Tilting.(2019) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014To Predict the Equity Market, Consult Economic Theory In: Rosenberg Global Financial Briefs.
[Full Text][Citation analysis]		paper0
2004‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper230
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 230		paper
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 230		paper
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 230		paper
2006Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 230		article
2006Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper44
2006Learning, Structural Instability and Present Value Calculations.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2006Learning, structural instability and present value calculations.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2006Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2007Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2006Learning, structural instability and present value calculations.(2006) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2016Forecasting Macroeconomic Variables under Model Instability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2017Forecasting Macroeconomic Variables Under Model Instability.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2020Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2011Predictability of stock returns and asset allocation under structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article87
2016A MIDAS approach to modeling first and second moment dynamics In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
2016Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper6
2005The Forecasing time series subject to multiple structure breaks In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team