Details about Allan Timmermann
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Working Papers
2012
- Choice of Sample Split in Out-of-Sample Forecast Evaluation
Economics Working Papers, European University Institute View citations (70)
2011
- Forecast Rationality Tests Based on Multi-Horizon Bounds
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
- Regime Changes and Financial Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (48)
2010
- Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?
Working Paper Series, European Central Bank View citations (20)
- Common Factors in Latin America’s Business Cycles
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
See also Journal Article in Journal of Development Economics (2011)
- Decentralized Investment Management: Evidence from the Pension Fund Industry
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in MPRA Paper, University Library of Munich, Germany (2010)
- Forecast Combinations
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (18)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (14) Working Papers, Banco de México (2010) View citations (20)
See also Chapter (2006)
- Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
See also Journal Article in Journal of Financial Econometrics (2010)
- Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
DNB Working Papers, Netherlands Central Bank, Research Department View citations (4)
See also Journal Article in Journal of Econometrics (2011)
2009
- Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- The performance of European equity mutual funds
CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)
- Variable Selection and Inference for Multi-period Forecasting Problems
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009)  CESifo Working Paper Series, CESifo (2009) View citations (1)
2008
- Disagreement and Biases in Inflation Expectations
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (23)
Also in Working Papers, Banco de México (2006) View citations (5) Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (5)
See also Journal Article in Journal of Money, Credit and Banking (2009)
- Forecast Combination With Entry and Exit of Experts
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
Also in Working Papers, Banco de México (2006) View citations (237)
See also Journal Article in Journal of Business & Economic Statistics (2009)
- Return Predictability under Equilibrium Constraints on the Equity Premium
Working Papers, Brandeis University, Department of Economics and International Businesss School View citations (1)
- The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (6)
2007
- Economic Forecasting
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
See also Journal Article in Journal of Economic Literature (2008)
- Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
See also Journal Article in Journal of Econometrics (2009)
- Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
- Performance Measurement and Evaluation
FMG Discussion Papers, Financial Markets Group View citations (2)
2006
- Learning, Structural Instability and Present Value Calculations
CESifo Working Paper Series, CESifo View citations (2)
Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (31) Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (31) IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2006) View citations (36) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2006) View citations (31)
See also Journal Article in Econometric Reviews (2007)
- Testing Dependence Among Serially Correlated Multi-category Variables
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
Also in CESifo Working Paper Series, CESifo (2006) View citations (3) IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) View citations (4)
See also Journal Article in Journal of the American Statistical Association (2009)
2005
- Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis
CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (12)
See also Journal Article in Journal of Finance (2006)
- Relative Performance Evaluation Contracts and Asset Market Equilibrium
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (21)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (2) Finance, University Library of Munich, Germany (2004) View citations (2) Finance, University Library of Munich, Germany (2004) 
See also Journal Article in Economic Journal (2005)
- The Forecasing time series subject to multiple structure breaks
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
2004
- Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (17)
See also Journal Article in Journal of the European Economic Association (2008)
- Country and Industry Dynamics in Stock Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
- Forecasting Time Series Subject to Multiple Structural Breaks
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (21)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2004) View citations (17) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (29) CESifo Working Paper Series, CESifo (2004) View citations (13)
- Optimal Forecast Combination Under Regime Switching
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
See also Journal Article in International Economic Review (2005)
- Properties of Optimal Forecasts
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (13)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (12)
- Real Time Econometrics
CESifo Working Paper Series, CESifo View citations (4)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2004) View citations (4) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2004) View citations (5) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (6)
See also Journal Article in Econometric Theory (2005)
- Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
Also in CESifo Working Paper Series, CESifo (2003) View citations (1) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2003) View citations (3)
See also Journal Article in Journal of Econometrics (2005)
- Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (14)
- Term Structure of Risk Under Alternative Econometric Specifications
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
See also Journal Article in Journal of Econometrics (2006)
2003
- Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (12)
See also Journal Article in Journal of Business & Economic Statistics (2004)
- Economic Implications of Bull and Bear Regimes in UK Stock Returns
Royal Economic Society Annual Conference 2003, Royal Economic Society
- Estimating Loss Function Parameters
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
- How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
CESifo Working Paper Series, CESifo View citations (3)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2003) View citations (2)
See also Journal Article in International Journal of Forecasting (2004)
2002
- (UBS Pensions Series 2) International Asset Allocation with Time-Varying Investment Opportunities
FMG Discussion Papers, Financial Markets Group
- (UBS Pensions Series 3) Performance Clustering and Incentives in the UK Pension Fund Industry
FMG Discussion Papers, Financial Markets Group View citations (13)
- (UBS Pensions Series 4) Returns from Active Management in International Equity Markets; Evidence from a Panel of UK Pension Funds
FMG Discussion Papers, Financial Markets Group
- Efficient Market Hypothesis and Forecasting
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
See also Journal Article in International Journal of Forecasting (2004)
- How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)
- International Asset Allocation with Time-Varying Investment Opportunities
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
See also Journal Article in The Journal of Business (2005)
- Market Timing and Return Prediction under Model Instability
FMG Discussion Papers, Financial Markets Group View citations (138)
See also Journal Article in Journal of Empirical Finance (2002)
- Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (7)
See also Journal Article in Journal of Econometrics (2004)
2001
- Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities
Working Papers, Quebec a Montreal - Recherche en gestion View citations (91)
Also in FMG Discussion Papers, Financial Markets Group (2000) View citations (2)
See also Journal Article in Journal of Econometrics (2001)
- Forecast Evaluation with Shared Data Sets
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article in International Journal of Forecasting (2003)
- Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities
FMG Discussion Papers, Financial Markets Group View citations (4)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) 
See also Journal Article in Journal of Economic Dynamics and Control (2003)
- Option prices and implied volatility dynamics under Bayesian learning
CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (5)
- Structural Breaks, Incomplete Information and Stock Prices
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (43)
Also in FMG Discussion Papers, Financial Markets Group (1998) 
See also Journal Article in Journal of Business & Economic Statistics (2001)
2000
- Implied Learning Paths from Option Prices
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
1999
- A Recursive Modelling Approach to Predicting UK Stock Returns
FMG Discussion Papers, Financial Markets Group 
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1996) View citations (5)
See also Journal Article in Economic Journal (2000)
- Firm Size and Cyclical Variations in Stock Returns
FMG Discussion Papers, Financial Markets Group View citations (4)
- Model Instability and Choice of Observation Window
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (6)
- Moments of Markov Switching Models
FMG Discussion Papers, Financial Markets Group View citations (2)
See also Journal Article in Journal of Econometrics (2000)
1998
- Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (9)
Also in FMG Discussion Papers, Financial Markets Group (1998) View citations (8)
- Data-Snooping, Technical Trading Rule Performance and the Bootstrap
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
Also in FMG Discussion Papers, Financial Markets Group (1998) View citations (29)
- The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis
FMG Discussion Papers, Financial Markets Group View citations (2)
Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1998) View citations (2)
See also Journal Article in Journal of Empirical Finance (1999)
1997
- Performance Measurement using Multiple Asset Class Portfolio Data
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
1995
- The Use of Recursive Model Selection Strategies in Forecasting Stock Returns
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
1992
- A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
See also Journal Article in Economics Letters (1994)
- Forecasting Stock Returns
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
1990
- A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE
Working Papers, California Los Angeles - Applied Econometrics View citations (9)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990) View citations (10)
See also Journal Article in Journal of Business & Economic Statistics (1992)
- THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS
Working Papers, California Los Angeles - Applied Econometrics View citations (1)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990)
Journal Articles
2011
- Annals issue on forecasting--Guest editors' introduction
Journal of Econometrics, 2011, 164, (1), 1-3 View citations (1)
- Common factors in Latin America's business cycles
Journal of Development Economics, 2011, 95, (2), 212-228 View citations (23)
See also Working Paper (2010)
- Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
Journal of Business & Economic Statistics, 2011, 29, (3), 397-410 View citations (27)
- Predictability of stock returns and asset allocation under structural breaks
Journal of Econometrics, 2011, 164, (1), 60-78 View citations (84)
- Variable selection, estimation and inference for multi-period forecasting problems
Journal of Econometrics, 2011, 164, (1), 173-187 View citations (60)
See also Working Paper (2010)
2010
- Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
Journal of Financial Economics, 2010, 98, (3), 605-625 View citations (87)
- Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability
Journal of Financial Econometrics, 2010, 8, (3), 305-334 View citations (1)
See also Working Paper (2010)
- Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion
Journal of Monetary Economics, 2010, 57, (7), 803-820 View citations (166)
2009
- Disagreement and Biases in Inflation Expectations
Journal of Money, Credit and Banking, 2009, 41, (2-3), 365-396 View citations (119)
See also Working Paper (2008)
- Forecast Combination With Entry and Exit of Experts
Journal of Business & Economic Statistics, 2009, 27, (4), 428-440 View citations (57)
See also Working Paper (2008)
- Forecasts of US short-term interest rates: A flexible forecast combination approach
Journal of Econometrics, 2009, 150, (2), 297-311 View citations (44)
See also Working Paper (2007)
- Testing Dependence Among Serially Correlated Multicategory Variables
Journal of the American Statistical Association, 2009, 104, (485), 325-337 View citations (137)
See also Working Paper (2006)
2008
- Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
Journal of the European Economic Association, 2008, 6, (1), 122-157 View citations (152)
See also Working Paper (2004)
- Economic Forecasting
Journal of Economic Literature, 2008, 46, (1), 3-56 View citations (185)
See also Working Paper (2007)
- Elusive return predictability
International Journal of Forecasting, 2008, 24, (1), 1-18 View citations (86)
- International asset allocation under regime switching, skew, and kurtosis preferences
Review of Financial Studies, 2008, 21, (2), 889-935 View citations (160)
- Reply to the discussion of Elusive Return Predictability
International Journal of Forecasting, 2008, 24, (1), 29-30 View citations (64)
- Size and Value Anomalies under Regime Shifts
Journal of Financial Econometrics, 2008, 6, (1), 1-48 View citations (33)
2007
- An Evaluation of the World Economic Outlook Forecasts
IMF Staff Papers, 2007, 54, (1), 1-33 View citations (71)
- Asset allocation under multivariate regime switching
Journal of Economic Dynamics and Control, 2007, 31, (11), 3503-3544 View citations (183)
- Learning, Structural Instability, and Present Value Calculations
Econometric Reviews, 2007, 26, (2-4), 253-288 View citations (13)
See also Working Paper (2006)
- Properties of equilibrium asset prices under alternative learning schemes
Journal of Economic Dynamics and Control, 2007, 31, (1), 161-217 View citations (28)
- Properties of optimal forecasts under asymmetric loss and nonlinearity
Journal of Econometrics, 2007, 140, (2), 884-918 View citations (85)
- Selection of estimation window in the presence of breaks
Journal of Econometrics, 2007, 137, (1), 134-161 View citations (255)
- Testing Forecast Optimality Under Unknown Loss
Journal of the American Statistical Association, 2007, 102, 1172-1184 View citations (101)
2006
- An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Journal of Applied Econometrics, 2006, 21, (1), 1-22 View citations (137)
- Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
Journal of Finance, 2006, 61, (6), 2551-2595 View citations (221)
See also Working Paper (2005)
- Instability of return prediction models
Journal of Empirical Finance, 2006, 13, (3), 274-315 View citations (190)
- Persistence in forecasting performance and conditional combination strategies
Journal of Econometrics, 2006, 135, (1-2), 31-53 View citations (150)
- Term structure of risk under alternative econometric specifications
Journal of Econometrics, 2006, 131, (1-2), 285-308 View citations (60)
See also Working Paper (2004)
2005
- Completion time structures of stock price movements
Annals of Finance, 2005, 1, (3), 293-326 View citations (9)
- Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns
Economic Journal, 2005, 115, (500), 111-143 View citations (124)
- International Asset Allocation with Time-Varying Investment Opportunities
The Journal of Business, 2005, 78, (1), 71-98 View citations (17)
See also Working Paper (2002)
- OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *
International Economic Review, 2005, 46, (4), 1081-1102 View citations (55)
See also Working Paper (2004)
- REAL-TIME ECONOMETRICS
Econometric Theory, 2005, 21, (1), 212-231 View citations (21)
See also Working Paper (2004)
- Relative Performance Evaluation Contracts and Asset Market Equilibrium
Economic Journal, 2005, 115, (506), 1077-1102 View citations (21)
See also Working Paper (2005)
- Small sample properties of forecasts from autoregressive models under structural breaks
Journal of Econometrics, 2005, 129, (1-2), 183-217 View citations (165)
See also Working Paper (2004)
2004
- Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
Journal of Business & Economic Statistics, 2004, 22, 253-273 View citations (104)
See also Working Paper (2003)
- Efficient market hypothesis and forecasting
International Journal of Forecasting, 2004, 20, (1), 15-27 View citations (127)
See also Working Paper (2002)
- How costly is it to ignore breaks when forecasting the direction of a time series?
International Journal of Forecasting, 2004, 20, (3), 411-425 View citations (88)
See also Working Paper (2003)
- Optimal forecast combinations under general loss functions and forecast error distributions
Journal of Econometrics, 2004, 122, (1), 47-79 View citations (90)
See also Working Paper (2002)
2003
- Forecast evaluation with shared data sets
International Journal of Forecasting, 2003, 19, (2), 217-227 View citations (22)
See also Working Paper (2001)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities
Journal of Economic Dynamics and Control, 2003, 27, (5), 717-769 View citations (47)
See also Working Paper (2001)
- Recursive Modeling of Nonlinear Dynamics in UK Stock Returns
Manchester School, 2003, 71, (4), 381-395 View citations (12)
2002
- Market timing and return prediction under model instability
Journal of Empirical Finance, 2002, 9, (5), 495-510 View citations (147)
See also Working Paper (2002)
2001
- Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
Journal of Econometrics, 2001, 103, (1-2), 259-306 View citations (96)
See also Working Paper (2001)
- Dangers of data mining: The case of calendar effects in stock returns
Journal of Econometrics, 2001, 105, (1), 249-286 View citations (93)
- Structural Breaks, Incomplete Information, and Stock Prices
Journal of Business & Economic Statistics, 2001, 19, (3), 299-314 View citations (56)
See also Working Paper (2001)
2000
- A Recursive Modelling Approach to Predicting UK Stock Returns
Economic Journal, 2000, 110, (460), 159-91 View citations (123)
See also Working Paper (1999)
- Moments of Markov switching models
Journal of Econometrics, 2000, 96, (1), 75-111 View citations (148)
See also Working Paper (1999)
1999
- Asset Allocation Dynamics and Pension Fund Performance
The Journal of Business, 1999, 72, (4), 429-61 View citations (96)
- Data mining with local model specification uncertainty: a discussion of Hoover and Perez
Econometrics Journal, 1999, 2, (2), 220-225 View citations (7)
- The hazards of mutual fund underperformance: A Cox regression analysis
Journal of Empirical Finance, 1999, 6, (2), 121-152 View citations (35)
See also Working Paper (1998)
1995
- Cointegration Tests of Present Value Models with a Time-Varying Discount Factor
Journal of Applied Econometrics, 1995, 10, (1), 17-31 View citations (34)
- On the optimality of adaptive expectations: Muth revisited
International Journal of Forecasting, 1995, 11, (3), 407-416 View citations (10)
- Predictability of Stock Returns: Robustness and Economic Significance
Journal of Finance, 1995, 50, (4), 1201-28 View citations (452)
1994
- A generalization of the non-parametric Henriksson-Merton test of market timing
Economics Letters, 1994, 44, (1-2), 1-7 View citations (40)
See also Working Paper (1992)
- Can Agents Learn to Form Rational Expectations? Some Results on Convergence and Stability of Learning in the UK Stock Market
Economic Journal, 1994, 104, (425), 777-97 View citations (13)
- Optimal properties of exponentially weighted forecasts in the presence of different information sources
Economics Letters, 1994, 45, (2), 169-174
- Present value models with feedback: Solutions, stability, bubbles, and some empirical evidence
Journal of Economic Dynamics and Control, 1994, 18, (6), 1093-1119 View citations (16)
- Why do dividend yields forecast stock returns?
Economics Letters, 1994, 46, (2), 149-158 View citations (1)
1992
- A Simple Nonparametric Test of Predictive Performance
Journal of Business & Economic Statistics, 1992, 10, (4), 561-65 View citations (384)
See also Working Paper (1990)
Books
Edited books
2006
- Handbook of Economic Forecasting, vol 1
Handbook of Economic Forecasting, Elsevier View citations (1655)
Chapters
2006
- Forecast Combinations
Elsevier View citations (337)
See also Working Paper (2010)
Editor
- Handbook of Economic Forecasting
Elsevier
- Handbook of Economic Forecasting
Elsevier
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