Details about Tamas Kiss

Access statistics for papers by Tamas Kiss.

Last updated 2024-11-08. Update your information in the RePEc Author Service.

Short-id: pki585

Working Papers

2024

1. US Interest Rates: Are Relations Stable?
   Working Papers, Örebro University, School of Business
2. VAR Models with Fat Tails and Dynamic Asymmetry
   Working Papers, Örebro University, School of Business

2023

3. Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data
   Working Papers, Örebro University, School of Business
   See also Journal Article Market participants or the random walk – who forecasts better? Evidence from micro-level survey data, Finance Research Letters, Elsevier (2023) (2023)

2022

4. Modelling Okun’s Law – Does non-Gaussianity Matter?
   Working Papers, Örebro University, School of Business
   See also Journal Article Modelling Okun’s law: Does non-Gaussianity matter?, Empirical Economics, Springer (2023) (2023)
5. Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt?
   Working Papers, Örebro University, School of Business

2021

6. Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
   Working Papers, Örebro University, School of Business
   See also Journal Article Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) (2023)
7. Predicting returns and dividend growth - the role of non-Gaussian innovations
   Working Papers, Örebro University, School of Business
   See also Journal Article Predicting returns and dividend growth — The role of non-Gaussian innovations, Finance Research Letters, Elsevier (2022) View citations (1) (2022)

2020

8. Corona, Crisis and Conditional Heteroscedasticity
   Working Papers, Örebro University, School of Business
   See also Journal Article Corona, crisis and conditional heteroscedasticity, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (1) (2021)
9. Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails
   Working Papers, Örebro University, School of Business
   See also Journal Article Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails, JRFM, MDPI (2021) (2021)

2019

10. Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog
    Working Papers in Economics, University of Gothenburg, Department of Economics

Journal Articles

2023

1. Market participants or the random walk – who forecasts better? Evidence from micro-level survey data
   Finance Research Letters, 2023, 54, (C)
   See also Working Paper Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data, Working Papers (2023) (2023)
2. Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations
   Journal of Forecasting, 2023, 42, (2), 347-368
   See also Working Paper Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances, Working Papers (2021) (2021)
3. Modelling Okun’s law: Does non-Gaussianity matter?
   Empirical Economics, 2023, 64, (5), 2183-2213
   See also Working Paper Modelling Okun’s Law – Does non-Gaussianity Matter?, Working Papers (2022) (2022)

2022

4. Long‐run predictability tests are even worse than you thought
   Journal of Applied Econometrics, 2022, 37, (7), 1334-1355 View citations (1)
5. Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
   Applied Economics, 2022, 54, (58), 6669-6686
6. Predicting returns and dividend growth — The role of non-Gaussian innovations
   Finance Research Letters, 2022, 46, (PA) View citations (1)
   See also Working Paper Predicting returns and dividend growth - the role of non-Gaussian innovations, Working Papers (2021) (2021)
7. The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
   Finance Research Letters, 2022, 46, (PA)

2021

8. Corona, crisis and conditional heteroscedasticity
   Applied Economics Letters, 2021, 28, (9), 755-759 View citations (1)
   See also Working Paper Corona, Crisis and Conditional Heteroscedasticity, Working Papers (2020) (2020)
9. Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
   JRFM, 2021, 14, (11), 1-17
   See also Working Paper Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails, Working Papers (2020) (2020)

2020

10. Fat tails in leading indicators
    Economics Letters, 2020, 193, (C) View citations (9)

2013

11. Developments in public debt in Hungary between 1998 and 2012: trends, reasons and effects
    MNB Bulletin (discontinued), 2013, 8, (Special), 14-22 View citations (2)