Discussion paper DP18033 Breaks in the Phillips Curve: Evidence from Panel Data Simon Smith Allan Timmermann Jonathan Wright 28 Mar 2023 Asset Pricing C11 C22 E51 E52
Discussion paper DP18032 Warp Speed Price Moves: Jumps after Earnings Announcements Kim Christensen Allan Timmermann Bezirgen Veliyev 28 Mar 2023 Asset Pricing C10
Discussion paper DP17123 Forecasting with panel data: estimation uncertainty versus parameter heterogeneity M. Hashem Pesaran Andreas Pick Allan Timmermann 19 Mar 2022 Financial Economics C33 C53
Discussion paper DP16145 Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 12 May 2021 Financial Economics
Discussion paper DP16109 Have Risk Premia Vanished? Simon Smith Allan Timmermann 4 May 2021 Financial Economics
Discussion paper DP15917 Conditional Rotation Between Forecasting Models Yinchu Zhu Allan Timmermann 14 Mar 2021 Financial Economics C53 C32 C18
Discussion paper DP15875 Search and Predictability of Prices in the Housing Market Stig Møller Thomas Pedersen Erik Christian Montes Schütte Allan Timmermann 3 Mar 2021 Financial Economics C10 E17 G10 R3
Discussion paper DP14921 Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 23 Jun 2020 Financial Economics
Discussion paper DP14112 Do Any Economists Have Superior Forecasting Skills? Ritong Qu Allan Timmermann Yinchu Zhu 12 Nov 2019 Financial Economics
Discussion paper DP14117 Cash Flow News and Stock Price Dynamics Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 12 Nov 2019 Financial Economics
Discussion paper DP14097 Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil Rafael Burjack Ritong Qu Allan Timmermann 4 Nov 2019 Financial Economics
Discussion paper DP13746 Comparing Forecasting Performance with Panel Data Allan Timmermann Yinchu Zhu 21 May 2019 Financial Economics