SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Can structural change explain the Meese-Rogoff puzzle?
16 references·2 citing·34 second hop
Can structural change explain the Meese-Rogoff puzzle? (2014)Can structural change explain the Meese-R…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …The Econometrics of Financial Markets (1997)The Econometrics of Financial…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyEfficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Dividend yields and expected stock returns (1988)Dividend yields and expected …Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Narratology and Other Disciplines (2021)Narratology and Other Discipl…A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change (2019)A Cointegrated VAR Analysis o…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2007

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
2,916 cited

Cited by

  • 2019A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change32 cited
  • 2021Narratology and Other Disciplines0 cited