Details about Anandamayee Majumdar
Access statistics for papers by Anandamayee Majumdar.
Last updated 2024-07-05. Update your information in the RePEc Author Service.
Short-id: pma2208
Jump to Journal Articles
Working Papers
2024
- Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments
Working Papers, University of Pretoria, Department of Economics
2021
- Bayesian Testing Of Granger Causality In Functional Time Series
Papers, arXiv.org 
See also Journal Article Bayesian Testing of Granger Causality in Functional Time Series, Journal of Quantitative Economics, Springer (2022) (2022)
- Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2021) (2021)
2020
- Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
Working Papers, University of Pretoria, Department of Economics
See also Journal Article Time-varying risk aversion and forecastability of the US term structure of interest rates, Finance Research Letters, Elsevier (2021) View citations (1) (2021)
2017
- Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article Predicting stock market movements with a time-varying consumption-aggregate wealth ratio, International Review of Economics & Finance, Elsevier (2019) View citations (5) (2019)
2016
- Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach, The Quarterly Review of Economics and Finance, Elsevier (2017) View citations (21) (2017)
- The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
Working Papers, University of Pretoria, Department of Economics
See also Journal Article The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach, Open Economies Review, Springer (2017) View citations (10) (2017)
2015
- Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
Working Papers, University of Pretoria, Department of Economics View citations (6)
See also Journal Article Comparing the forecasting ability of financial conditions indices: The case of South Africa, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (7) (2018)
- Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
Working Papers, University of Pretoria, Department of Economics View citations (27)
See also Journal Article Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis, Finance Research Letters, Elsevier (2016) View citations (70) (2016)
2014
- Forecasting Aggregate Retail Sales: The Case of South Africa
Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)
See also Journal Article Forecasting aggregate retail sales: The case of South Africa, International Journal of Production Economics, Elsevier (2015) View citations (12) (2015)
- Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article Forecasting US real house price returns over 1831-2013: evidence from copula models, Applied Economics, Taylor & Francis Journals (2015) View citations (8) (2015)
2013
- Was the Recent Downturn in US GDP Predictable?
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)  Working Papers, University of Pretoria, Department of Economics (2012)
2011
- Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (2) Working Papers, Eastern Mediterranean University, Department of Economics (2010) View citations (1) Working Papers, University of Pretoria, Department of Economics (2010)
See also Journal Article Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes, Empirical Economics, Springer (2013) View citations (1) (2013)
- Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions, Empirical Economics, Springer (2014) View citations (6) (2014)
Journal Articles
2022
- Bayesian Testing of Granger Causality in Functional Time Series
Journal of Quantitative Economics, 2022, 20, (1), 191-210 
See also Working Paper Bayesian Testing Of Granger Causality In Functional Time Series, Papers (2021) (2021)
2021
- GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES
Annals of Financial Economics (AFE), 2021, 16, (03), 1-16 
See also Working Paper Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates, Working Papers (2021) View citations (2) (2021)
- Time-varying risk aversion and forecastability of the US term structure of interest rates
Finance Research Letters, 2021, 42, (C) View citations (1)
See also Working Paper Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates, Working Papers (2020) (2020)
2020
- Tagore’s Song-Counts by Thematic and Non-Thematic Classification: A Statistical Case Study
Sankhya B: The Indian Journal of Statistics, 2020, 82, (1), 165-200
2019
- Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
International Review of Economics & Finance, 2019, 59, (C), 458-467 View citations (5)
See also Working Paper Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio, Working Papers (2017) View citations (1) (2017)
2018
- Comparative study and sensitivity analysis of skewed spatial processes
Computational Statistics, 2018, 33, (1), 75-98
- Comparing the forecasting ability of financial conditions indices: The case of South Africa
The Quarterly Review of Economics and Finance, 2018, 69, (C), 245-259 View citations (7)
See also Working Paper Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa, Working Papers (2015) View citations (6) (2015)
2017
- Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
The Quarterly Review of Economics and Finance, 2017, 65, (C), 276-284 View citations (21)
See also Working Paper Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach, Working Papers (2016) View citations (4) (2016)
- The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach
Open Economies Review, 2017, 28, (1), 47-59 View citations (10)
See also Working Paper The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach, Working Papers (2016) (2016)
2016
- Analysis of bivariate zero inflated count data with missing responses
Journal of Multivariate Analysis, 2016, 148, (C), 73-82
- Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
Finance Research Letters, 2016, 18, (C), 291-296 View citations (70)
See also Working Paper Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis, Working Papers (2015) View citations (27) (2015)
2015
- Forecasting US real house price returns over 1831-2013: evidence from copula models
Applied Economics, 2015, 47, (48), 5204-5213 View citations (8)
See also Working Paper Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models, Working Papers (2014) View citations (1) (2014)
- Forecasting aggregate retail sales: The case of South Africa
International Journal of Production Economics, 2015, 160, (C), 66-79 View citations (12)
See also Working Paper Forecasting Aggregate Retail Sales: The Case of South Africa, Working Papers (2014) View citations (2) (2014)
- Was the recent downturn in US real GDP predictable?
Applied Economics, 2015, 47, (28), 2985-3007 View citations (6)
2014
- Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Empirical Economics, 2014, 46, (4), 1221-1240 View citations (6)
See also Working Paper Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions, Working Papers (2011) View citations (5) (2011)
2013
- Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
Empirical Economics, 2013, 44, (2), 387-417 View citations (1)
See also Working Paper Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes, Working Papers (2011) View citations (2) (2011)
2011
- A non-stationary spatial generalized linear mixed model approach for studying plant diversity
Journal of Applied Statistics, 2011, 38, (9), 1935-1950
2010
- Bivariate Zero-Inflated Regression for Count Data: A Bayesian Approach with Application to Plant Counts
The International Journal of Biostatistics, 2010, 6, (1), 26 View citations (1)
2006
- Gradients in Spatial Response Surfaces With Application to Urban Land Values
Journal of Business & Economic Statistics, 2006, 24, 77-90 View citations (10)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|