Discussion paper DP8194 Forecast Rationality Tests Based on Multi-Horizon Bounds Allan Timmermann Andrew Patton 17 Jan 2011 Financial Economics C22 C52 C53
Discussion paper DP7679 Decentralized Investment Management: Evidence from the Pension Fund Industry David Blake Ian Tonks Allan Timmermann Russ Wermers 7 Feb 2010 Financial Economics G11 G23
Discussion paper DP7671 Common Factors in Latin America?s Business Cycles Allan Timmermann Marco Aiolfi Luís Catão 31 Jan 2010 Financial Economics E32 F41 N10
Discussion paper DP7656 Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability Allan Timmermann Marco Aiolfi Marius Rodriguez 24 Jan 2010 Financial Economics C22 G17
Discussion paper DP7188 Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications Allan Timmermann Jun Liu 1 Mar 2009 Financial Economics G11
Discussion paper DP7139 Variable Selection and Inference for Multi-period Forecasting Problems M. Hashem Pesaran Allan Timmermann Andreas Pick 28 Jan 2009 Financial Economics International Macroeconomics C53 E27
Discussion paper DP6526 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts Allan Timmermann Andrew Patton 12 Oct 2007 Financial Economics C53 E37
Discussion paper DP6188 Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach Allan Timmermann Massimo Guidolin 16 Mar 2007 Financial Economics C53 G12
Discussion paper DP6158 Economic Forecasting Allan Timmermann Graham Elliott 2 Mar 2007 Financial Economics C53
Discussion paper DP5361 Forecast Combinations Allan Timmermann 17 Nov 2005 Financial Economics C22 C53
Discussion paper DP4649 Optimal Forecast Combination Under Regime Switching Allan Timmermann Graham Elliott 23 Oct 2004 International Macroeconomics C53
Discussion paper DP4636 Forecasting Time Series Subject to Multiple Structural Breaks M. Hashem Pesaran Allan Timmermann Davide Pettenuzzo 23 Sep 2004 Financial Economics C11 C15 C53