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Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators
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Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators (2019)Improving Nigeria’s Inflation Forecast wi…International Journal of Energy Economics and Policy (2024)International Journal of Ener…Journal of Economics and Sustainable Development (2019)Journal of Economics and Sust…Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (2017)Revisiting the oil price and …Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Is the Phillips Curve Alive a…Has oil price predicted stock returns for over a century? (2014)Has oil price predicted stock…Festschrift in Honor of Peter Schmidt (2014)Festschrift in Honor of Peter…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Predicting returns with financial ratios (2004)Predicting returns with finan…Critical values for multiple structural change tests (2003)Critical values for multiple …Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…What is an Oil Shock? (2000)What is an Oil Shock?Predictive regressions (1999)Predictive regressionsAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Discretion versus policy rules in practice (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)On the links between stock and commodity markets' volatility (2013)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Asset returns and inflation (1977)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient tests of stock return predictability☆ (2006)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Stock Returns and the Term Structure (1985)Expected Stock Returns and Variance Risk Premia (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The short of it: Investor sentiment and anomalies (2011)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Modelling structural breaks, long memory and stock market volatility: an overview (2004)Dealing with Structural Breaks (2005)Inequality and Unsustainable Growth: Two Sides of the Same Coin? (2017)Comprehensive Board Diversity and Quality of Corporate Social Responsibility Disclosure: Evidence from an Emerging Market (2017)Revisiting the environmental Kuznets curve (EKC) hypothesis in India: the effects of energy consumption and democracy (2019)From Poverty to Disaster and Back: a Review of the Literature (2020)Does financial development asymmetrically affect CO2emissions in China? An application of the nonlinear autoregressive distributed lag (NARDL) model (2018)Can innovation shocks determine CO2 emissions (CO2e) in the OECD economies? A new perspective (2019)Revisiting the CO2 emission-induced EKC hypothesis in South Asia: the role of Export Quality Improvement (2020)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2019Journal of Economics and Sustainable Development1,705 cited
  • 1999Predictive regressions1,614 cited
  • 2004Predicting returns with financial ratios1,002 cited
  • 2003Critical values for multiple structural change tests860 cited
  • 2024International Journal of Energy Economics and Policy841 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2015Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation749 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2014Festschrift in Honor of Peter Schmidt579 cited
  • 2014Has oil price predicted stock returns for over a century?351 cited

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  • 2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach344 cited
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