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DateTitle Authors
2011 Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial marketsGuidolin, Massimo / Ravazzolo, Francesco / Tortora, Andrea Donato
2012 Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo / Hyde, Stuart
2013 Do we need non-linear models to predict REIT returns?Case, Brad / Guidolin, Massimo / Yildirim, Yildiray
2008 Managing disinflation under uncertaintyTesfaselassie, Mewael F. / Schaling, Eric
2013 Evaluating point and density forecasts of DSGE modelsWolters, Maik H.
2013 Mining big data using parsimonious factor and shrinkage methodsKim, Hyun Hak / Swanson, Norman
2013 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep / Swanson, Norman R.
2013 Prediction and simulation using simple models characterized by nonstationarity and seasonalitySwanson, Norman / Urbach, Richard
2013 Testing for structural stability of factor augmented forecasting modelsValentina Corradi / Norman Swanson
2013 Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in GermanyMenz, Jan-Oliver / Poppitz, Philipp

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