Discussion paper DP7392 Dynamic Trading with Predictable Returns and Transaction Costs Lasse Heje Pedersen Nicolae Bogdan Garleanu 2 Aug 2009 Financial Economics G11 G12
Discussion paper DP7127 Learning in Financial Markets Pietro Veronesi Luboš Pástor 23 Jan 2009 Financial Economics G0
Discussion paper DP6594 (Un)Predictability and Macroeconomic Stability Domenico Giannone Antonello D’Agostino Paolo Surico 23 Dec 2007 International Macroeconomics C22 C53 E37 E47
Discussion paper DP6223 Asset Pricing with Adaptive Learning Chryssi Giannitsarou Eva Carceles-Poveda 23 Apr 2007 Financial Economics International Macroeconomics D83 D84 G12
Discussion paper DP6122 Random Walk Expectations and the Forward Discount Puzzle Philippe Bacchetta Eric van Wincoop 14 Feb 2007 International Macroeconomics E4 F3 G1
Discussion paper DP6076 Predictive Systems: Living with Imperfect Predictors Robert F. Stambaugh Luboš Pástor 14 Feb 2007 Financial Economics G1
Discussion paper DP5770 Predictability in Financial Markets: What Do Survey Expectations Tell Us? Philippe Bacchetta Eric van Wincoop Elmar Mertens 30 Jul 2006 Financial Economics International Macroeconomics F31 G12 G14
Discussion paper DP5485 Forecasting Economic Aggregates by Disaggregates David Hendry Kirstin Hubrich 30 Jan 2006 International Macroeconomics C51 C53 E31
Discussion paper DP4910 The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation Carlo A. Favero Ulf Söderström Iryna Kaminska 23 Feb 2005 International Macroeconomics E27 E37 E43
Discussion paper DP3070 A Multivariate Model of Strategic Asset Allocation John Y Campbell Luis Viceira Yeung Lewis Chan 11 Nov 2001 Financial Economics G12
Discussion paper DP2346 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies Michael Rockinger Giovanni Urga 31 Jan 2000 Financial Economics Transition Economics C22 G14 G15