[go: up one dir, main page]

create a website
Can consumer price index predict gold price returns?. (2016). Sharma, Susan.
In: Economic Modelling.
RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

Full description at Econpapers || Download paper

Cited: 43

Citations received by this document

Cites: 55

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

    Full description at Econpapers || Download paper

  2. Apply big data analytics for forecasting the prices of precious metals futures to construct a hedging strategy for industrial material procurement. (2023). Wu, Chienchang ; Chiu, Kueichen ; Li, Shengtun.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:44:y:2023:i:2:p:942-959.

    Full description at Econpapers || Download paper

  3. Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409.

    Full description at Econpapers || Download paper

  4. The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

    Full description at Econpapers || Download paper

  5. Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

    Full description at Econpapers || Download paper

  6. Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). Nielsen, Joshua ; Karmakar, Sayar ; Gupta, Rangan ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:202228.

    Full description at Econpapers || Download paper

  7. Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Karmakar, Sayar.
    In: Working Papers.
    RePEc:pre:wpaper:202201.

    Full description at Econpapers || Download paper

  8. Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

    Full description at Econpapers || Download paper

  9. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

    Full description at Econpapers || Download paper

  10. An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey. (2021). Satvat, Rozita ; Ojaghlou, Mortaza.
    In: Bulletin of Economic Theory and Analysis.
    RePEc:ris:betajl:0062.

    Full description at Econpapers || Download paper

  11. Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521003164.

    Full description at Econpapers || Download paper

  12. Gold, inflation and exchange rate in dollarized economies – A comparative study of Turkey, Peru and the United States. (2021). Court, Eduardo ; Rengifo, Erick W ; Sui, Meng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:82-99.

    Full description at Econpapers || Download paper

  13. Is inflation persistent? Evidence from a time-varying unit root model. (2021). , Lasitha ; Harischandra, P. K. G., ; Sharma, Susan Sunila ; Devpura, Neluka.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000846.

    Full description at Econpapers || Download paper

  14. Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm. (2021). Wu, Jing ; Wang, Shouyang ; Sun, Shaolong ; Guo, Jue ; Du, Pei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003445.

    Full description at Econpapers || Download paper

  15. Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202.

    Full description at Econpapers || Download paper

  16. Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries. (2020). Liu, Siyao ; Wang, ZE ; Gao, Xiangyun ; Sun, Qingru ; Guo, Sui.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00273-2.

    Full description at Econpapers || Download paper

  17. The Macroeconomic Effects of Public Debt: An Empirical Analysis of Evidence from Canada. (2020). Bahr, Charles ; Lam, Alfred ; Shan, Lee Hui.
    In: Journal of Accounting, Business and Finance Research.
    RePEc:spi:joabfr:2020:p:1-9.

    Full description at Econpapers || Download paper

  18. Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030307x.

    Full description at Econpapers || Download paper

  19. Forecasting excess returns of the gold market: Can we learn from stock market predictions?. (2020). Dichtl, Hubert.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300716.

    Full description at Econpapers || Download paper

  20. Consumer confidence and consumption expenditure in Indonesia. (2020). Juhro, Solikin ; Iyke, Bernard Njindan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:367-377.

    Full description at Econpapers || Download paper

  21. Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:13-21.

    Full description at Econpapers || Download paper

  22. Modeling the impulse response complex network for studying the fluctuation transmission of price indices. (2019). Feng, Sida ; Wen, Shaobo ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0231-x.

    Full description at Econpapers || Download paper

  23. WHICH VARIABLES PREDICT INDONESIA’s INFLATION?. (2019). Sharma, Susan Sunila.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:22:y:2019:i:1e:p:87-102.

    Full description at Econpapers || Download paper

  24. A STUDY OF INDONESIA’S STOCK MARKET: HOW PREDICTABLE IS IT?. (2019). Nguyen, Dat Thanh ; Bach, Dinh Hoang.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:1:y:2019:i:sp2:p:1-12.

    Full description at Econpapers || Download paper

  25. The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

    Full description at Econpapers || Download paper

  26. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

    Full description at Econpapers || Download paper

  27. Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

    Full description at Econpapers || Download paper

  28. Structural instability and predictability. (2019). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300150.

    Full description at Econpapers || Download paper

  29. Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

    Full description at Econpapers || Download paper

  30. CAN ECONOMIC POLICY UNCERTAINTY PREDICT EXCHANGE RATE AND ITS VOLATILITY? EVIDENCE FROM ASEAN COUNTRIES. (2018). Juhro, Solikin ; Bach, Dinh Hoang.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:21:y:2018:i:2:p:251-268.

    Full description at Econpapers || Download paper

  31. A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

    Full description at Econpapers || Download paper

  32. Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

    Full description at Econpapers || Download paper

  33. Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

    Full description at Econpapers || Download paper

  34. Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris .
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

    Full description at Econpapers || Download paper

  35. Technology-investing countries and stock return predictability. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:36:y:2018:i:c:p:159-179.

    Full description at Econpapers || Download paper

  36. Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

    Full description at Econpapers || Download paper

  37. Does the choice of estimator matter for forecasting? A revisit. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Omosebi, Paul Adeoye.
    In: Working Papers.
    RePEc:cui:wpaper:0053.

    Full description at Econpapers || Download paper

  38. Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef.
    In: Working Papers.
    RePEc:cui:wpaper:0051.

    Full description at Econpapers || Download paper

  39. Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

    Full description at Econpapers || Download paper

  40. Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0039.

    Full description at Econpapers || Download paper

  41. Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrangi, B. ; Chatrath, A. ; Raffiee, Economic activity, inflation, and hedging: the case of gold and silver investments. 2003 J. Wealth Manag.. 6 60-77
    Paper not yet in RePEc: Add citation now
  2. Ang, A. ; Bekaert, G. Return predictability: is it there?. 2007 Rev. Financ. Stud.. 20 651-707
    Paper not yet in RePEc: Add citation now
  3. Ashley, R. ; Granger, C.W.J. ; Schmalensee, R. Advertising and aggregate consumption: an analysis of causality. 1980 Econometrica. 48 1149-1167

  4. Batten, J.A. ; Ciner, C. ; Lucey, B.M. On the economic determinants of the gold-inflation relation. 2014 Res. Policy. 41 101-108

  5. Blose, L.E. Gold prices, cost of carry, and expected inflation. 2010 J. Econ. Bus.. 62 35-47

  6. Bossaerts, P. ; Hillion, P. Implementing statistical criteria to select return forecasting models: what do we learn?. 1999 Rev. Financ. Stud.. 12 405-428

  7. Brennan, M. ; Xia, Y. Tay's as good as cay. 2005 Finance Res. Lett.. 2 1-14

  8. Butler, A. ; Grullon, G. ; Weston, J. Can managers forecast aggregate market return?. 2005 J. Financ.. 60 963-986

  9. Campbell, J.Y. ; Thompson, S.B. Predicting excess stock returns out of sample: can anything beat the historical average?. 2008 Rev. Financ. Stud.. 21 1509-1531

  10. Christie-David, R. ; Chaudhry, M. ; Koch, T.W. Do macroeconomics news releases affect gold and silver prices?. 2000 J. Econ. Bus.. 52 405-421

  11. Cui, C. Gold Retains Its Allure. 2009 :
    Paper not yet in RePEc: Add citation now
  12. Dickey, D.A. ; Fuller, W.A. Distribution of the estimators for autoregressive time series with a unit root. 1981 Econometrica. 49 1057-1072
    Paper not yet in RePEc: Add citation now
  13. Feldstein, M. Inflation, tax rules, and the prices of land and gold. 1980 J. Public Econ.. 14 309-317

  14. Fortune, J.N. The inflation rate of the price of gold, expected prices and interest rates. 1987 J. Macroecon.. 9 71-82

  15. Foster, F.D. ; Smith, T. ; Whaley, R.E. Assessing goodness-of-fit of asset pricing models: the distribution of the maximal R2. 1997 J. Financ.. 53 591-607

  16. Ghosh, D. ; Levin, E.J. ; Macmillan, P. ; Wright, R.E. Gold as an inflation hedge?. 2004 Stud. Econ. Finance. 22 1-25
    Paper not yet in RePEc: Add citation now
  17. Goyal, A. ; Welch, I. Predicting the equity premium with dividend ratios. 2003 Manag. Sci.. 49 639-654

  18. Inoue, A. ; Kilian, L. In-sample or out-of-sample tests of predictability: which one should we use?. 2004 Econ. Rev.. 23 371-402
    Paper not yet in RePEc: Add citation now
  19. Jaffe, J. Gold and Gold Stocks as Investments for Institutional Portfolios. 1989 Financial Analysts Journal. 45 53-59
    Paper not yet in RePEc: Add citation now
  20. Lawrence, C. (2003). Why is gold different from other assets? an empirical investigation. In Research manuscript. London, UK: World Gold Council.
    Paper not yet in RePEc: Add citation now
  21. Lehman, R. Prepare for inflation. 2009 Forbes. 183 106-
    Paper not yet in RePEc: Add citation now
  22. Levin, E. ; Abhyankar, A. ; Ghosh, D. Does the gold market reveal real interest rates?. 1994 Manch. Sch.. 62 93-103

  23. Levin, E.J. ; Montagnoli, A. ; Wright, R.E. Short-run and long-run determinants of the price of gold. 2006 En : World Gold Council. :
    Paper not yet in RePEc: Add citation now
  24. Lo, A.W. ; MacKinlay, A.C. Data-snooping biases in tests of financial asset pricing models. 1990 Rev. Financ. Stud.. 3 431-467

  25. Mahdavi, S. ; Zhou, S. Gold and commodity prices as leading indicators of inflation: tests of long-run relationship and predictive performance. 1997 J. Econ. Bus.. 49 475-489

  26. Makin, A.J. ; Narayan, P.K. ; Narayan, S. What expenditure does Anglosphere foreign borrowing fund?. 2014 J. Int. Money Financ.. 40 63-78

  27. Moore, G.H. Gold prices and a leading index of inflation. 1990 Challenge. 33 52-56
    Paper not yet in RePEc: Add citation now
  28. Narayan, P. ; Narayan, S. ; Sharma, S. An analysis of commodity markets: what gain for investors?. 2013 J. Bank. Financ.. 37 3878-3889

  29. Narayan, P. ; Sharma, S. ; Bannigidadmath, D. Does tourism predict macroeconomic performance in Pacific Island countries?. 2013 Econ. Model.. 33 780-786

  30. Narayan, P. ; Sharma, S. ; Poon, W. ; Westerlund, J. Do oil prices predict economic growth? New global evidence. 2014 Energy Econ.. 41 137-146

  31. Narayan, P.K. ; Ahmed, H.A. ; Narayan, S. Do momentum-based trading strategies work in the commodity futures markets?. 2015 J. Futur. Mark.. 35 868-891

  32. Narayan, P.K. ; Ahmed, H.A. ; Sharma, S. ; K.P., Prabheesh How profitable is the Indian stock market?. 2014 Pac. Basin Financ. J.. 30 44-61

  33. Narayan, P.K. ; Narayan, S. ; Thuraisamy, K.S. Can institutions and macroeconomic factors predict stock returns in emerging markets?. 2014 Emerg. Mark. Rev.. 19 77-95

  34. Narayan, P.K. ; Popp, S. A new unit root test with two structural breaks in level and slope at unknown time. 2010 J. Appl. Stat.. 37 1425-1438

  35. Narayan, P.K. ; Sharma, S.S. Is carbon emissions trading profitable?. 2015 Econ. Model.. 47 84-92

  36. Narayan, P.K. ; Sharma, S.S. ; Thuraisamy, K.S. Can governance quality predict stock market returns? New global evidence. 2015 Pac. Basin Financ. J.. 35 367-380

  37. O'Connor, F.A. ; Lucey, B.M. ; Batten, J.A. ; Baur, D.G. The financial economics of gold — a survey. 2015 Int. Rev. Financ. Anal.. 41 186-205

  38. Phan, D.H.B. ; Sharma, S.S. ; Narayan, P.K. Stock return forecasting: some new evidence. 2015 Int. Rev. Financ. Anal.. 40 38-51

  39. Pierdzioch, C. ; Risse, M. ; Rohloff, S. On the efficiency of the gold market: results of a real-time forecasting approach. 2014 Int. Rev. Financ. Anal.. 32 95-108
    Paper not yet in RePEc: Add citation now
  40. Pierdzioch, C. ; Risse, M. ; Rohloff, S. The international business cycle and gold-price fluctuations. 2014 Q. Rev. Econ. Finance. 54 292-305

  41. Pukthuanthong, K. ; Roll, R. Gold and the dollar (and the euro, pound, and yen). 2011 J. Bank. Financ.. 35 2070-2083

  42. Rapach, D.E. ; Strauss, J.K. ; Zhou, G. Out-of-sample equity premium prediction: combination forecasts and links to the real economy. 2010 Rev. Financ. Stud.. 23 821-862

  43. Rapach, D.E. ; Wohar, M.E. In-sample vs. out-of-sample tests of stock return predictability in the context of data mining. 2006 J. Emp. Finance. 13 231-247

  44. Reboredo, J.C. Is gold a hedge or safe haven against oil price movements?. 2013 Res. Policy. 38 130-137

  45. Reboredo, J.C. Is gold a safe haven or a hedge for the US dollar? Implications for risk management. 2013 J. Bank. Financ.. 37 2665-2676

  46. Sherman, E.J. A gold pricing model. 1983 J. Portf. Manag.. 9 68-70
    Paper not yet in RePEc: Add citation now
  47. Tkacz, G. Gold prices and inflation. 2007 En : Bank of Canada Working Paper 2007–35. :

  48. Tully, E. ; Lucey, B.M. A power GARCH examination of the gold market. 2007 Res. Int. Bus. Finance. 21 316-325

  49. Welch, I. ; Goyal, A. A comprehensive look at the empirical performance of equity premium prediction. 2008 Rev. Financ. Stud.. 21 1455-1472

  50. Westerlund, J. ; Narayan, P. A random coefficient approach to the predictability of stock returns in panels. 2015 J. Financ. Econ. 13 605-664

  51. Westerlund, J. ; Narayan, P. Testing for predictability in conditionally heteroskedastic stock returns. 2015 J. Financ. Econ. 13 342-375

  52. Westerlund, J. ; Narayan, P.K. Does the choice of estimator matter when forecasting returns?. 2012 J. Bank. Financ.. 36 2632-2640

  53. Wherry, R. Gold Has a Wild Ride: What's Next?. 2009 :
    Paper not yet in RePEc: Add citation now
  54. Worthington, A.C. ; Pahlavani, M. Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. 2007 Appl. Financ. Econ. Lett.. 3 259-262
    Paper not yet in RePEc: Add citation now
  55. Zhang, Y.J. ; Wei, Y.M. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. 2010 Resour. Policy. 35 168-177

Cocites

Documents in RePEc which have cited the same bibliography

  1. Advertising and Aggregate Consumption: A Bayesian DSGE Assessment. (2016). Turino, Francesco ; Molinari, Benedetto.
    In: Working Paper series.
    RePEc:rim:rimwps:16-15.

    Full description at Econpapers || Download paper

  2. The Causal Relationship between IPR Infringement and Socio-economic Factors.. (2015). Bekir, Insaf .
    In: International Journal of Economics and Empirical Research (IJEER).
    RePEc:ijr:journl:v:3:y:2015:i:12:p:577-586.

    Full description at Econpapers || Download paper

  3. Improving Unemployment Rate Forecasts Using Survey Data. (2009). Österholm, Pär.
    In: Working Papers.
    RePEc:hhs:nierwp:0112.

    Full description at Econpapers || Download paper

  4. Forecast evaluation of small nested model sets. (2009). West, Kenneth ; Hubrich, Kirstin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091030.

    Full description at Econpapers || Download paper

  5. Forecast Evaluation of Small Nested Model Sets. (2008). West, Kenneth ; Hubrich, Kirstin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14601.

    Full description at Econpapers || Download paper

  6. Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs. (2008). Österholm, Pär ; Berger, Helge ; Osterholm, Par.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/076.

    Full description at Econpapers || Download paper

  7. El Paso Housing Sector Econometric Forecast Accuracy. (2008). Fullerton, Thomas ; Kelley, Brian W..
    In: Journal of Agricultural and Applied Economics.
    RePEc:ags:joaaec:45534.

    Full description at Econpapers || Download paper

  8. Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form. (2008). Teräsvirta, Timo ; Strikholm, Birgit ; PEGUIN-FEISSOLLE, Anne ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-19.

    Full description at Econpapers || Download paper

  9. Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs. (2007). Österholm, Pär ; Berger, Helge.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2007_030.

    Full description at Econpapers || Download paper

  10. Canadian Chicken Industry: Consumer Preferences, Industry Structure and Producer Benefits from Investment in Research and Advertising. (2007). Nilsson, Tomas ; Goddard, Ellen ; Cash, Sean ; Shank, Ben ; Panter, Chris .
    In: Project Report Series.
    RePEc:ags:ualbpr:52088.

    Full description at Econpapers || Download paper

  11. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0326.

    Full description at Econpapers || Download paper

  12. Short-Term Water Consumption Patterns in Ciudad Juárez, Mexico. (2006). Fullerton, Thomas.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:34:y:2006:i:4:p:467-479.

    Full description at Econpapers || Download paper

  13. The predictive content of financial variables: Evidence from the euro area. (2006). Panopoulou, Ekaterini.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp178.

    Full description at Econpapers || Download paper

  14. Non-parametric determination of real-time lag structure between two time series: the optimal thermal causal path method. (2005). Sornette, Didier ; Zhou, Wei-Xing.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:5:y:2005:i:6:p:577-591.

    Full description at Econpapers || Download paper

  15. Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach. (2005). Kim, Jae.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:3:p:347-354.

    Full description at Econpapers || Download paper

  16. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0305.

    Full description at Econpapers || Download paper

  17. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Golinelli, Roberto ; Parigi, Giuseppe .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5302.

    Full description at Econpapers || Download paper

  18. Bid-ask spreads in commodity futures markets. (2004). Bryant, Henry L. ; Haigh, Michael S..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:13:p:923-936.

    Full description at Econpapers || Download paper

  19. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis. (2004). West, Kenneth ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-03.

    Full description at Econpapers || Download paper

  20. Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the Optimal Thermal Causal Path Method. (2004). Sornette, D. ; W. -X. Zhou, ; W.-X. Zhou, .
    In: Papers.
    RePEc:arx:papers:cond-mat/0408166.

    Full description at Econpapers || Download paper

  21. Does advertising increase labour supply? Time series evidence from the UK. (2003). Paton, David ; Fraser, Stuart .
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:11:p:1357-1368.

    Full description at Econpapers || Download paper

  22. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200316.

    Full description at Econpapers || Download paper

  23. Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

    Full description at Econpapers || Download paper

  24. In-sample or out-of-sample tests of predictability: which one should we use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20020195.

    Full description at Econpapers || Download paper

  25. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3671.

    Full description at Econpapers || Download paper

  26. ECONOMIES OF SCALE IN THE GREENHOUSE FLORICULTURE INDUSTRY. (2002). Marsh, Thomas ; Schumacher, Sara K..
    In: 2002 Annual Meeting, July 28-31, 2002, Long Beach, California.
    RePEc:ags:waealb:36577.

    Full description at Econpapers || Download paper

  27. BID-ASK SPREADS IN COMMODITY FUTURES MARKETS. (2002). Bryant, Henry L. ; Haigh, Michael S..
    In: Working Papers.
    RePEc:ags:umdrwp:28587.

    Full description at Econpapers || Download paper

  28. New in-sample prediction errors in time series with applications. (2001). Pea, Daniel ; Sanchez, Ismael.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws011107.

    Full description at Econpapers || Download paper

  29. Evaluating Factor Models: An Application to Forecasting Inflation in Canada. (2001). Tkacz, Greg ; Gosselin, Marc-Andre .
    In: Staff Working Papers.
    RePEc:bca:bocawp:01-18.

    Full description at Econpapers || Download paper

  30. ESTIMATING ACTUAL BID-ASK SPREADS IN COMMODITY FUTURES MARKETS. (2001). Haigh, Michael ; Bryant, Henry .
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20707.

    Full description at Econpapers || Download paper

  31. The Competitive Effects of Advertising in the US Automobile Industry, 1970-94. (2000). Klein, Peter.
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:7:y:2000:i:3:p:245-261.

    Full description at Econpapers || Download paper

  32. ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS. (2000). Sosvilla-Rivero, Simon ; Bajo-Rubio, Oscar ; Rodriguez, Fernando Fernandez .
    In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
    RePEc:nav:ecupna:0001.

    Full description at Econpapers || Download paper

  33. Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp00-05.

    Full description at Econpapers || Download paper

  34. An Out of Sample Test for Granger Causality. (2000). Swanson, Norman.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0362.

    Full description at Econpapers || Download paper

  35. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

    Full description at Econpapers || Download paper

  36. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

    Full description at Econpapers || Download paper

  37. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

    Full description at Econpapers || Download paper

  38. PREDICTING FEEDING COST OF GAIN WITH MORE PRECISION. (1999). Jones, Rodney ; Kastens, Terry .
    In: 1999 Annual meeting, August 8-11, Nashville, TN.
    RePEc:ags:aaea99:21506.

    Full description at Econpapers || Download paper

  39. Testing the predictive power of New Zealand bank bill futures rates. (1998). Krippner, Leo.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1998/08.

    Full description at Econpapers || Download paper

  40. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

    Full description at Econpapers || Download paper

  41. Causal relationship between construction flows and GDP: evidence from Hong Kong. (1997). Raymond Y. C. Tse, Sivaguru Ganesan, .
    In: Construction Management and Economics.
    RePEc:taf:conmgt:v:15:y:1997:i:4:p:371-376.

    Full description at Econpapers || Download paper

  42. Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System. (1996). Ribeiro Ramos, Francisco ; Francisco F. R. Ramos, .
    In: Econometrics.
    RePEc:wpa:wuwpem:9612004.

    Full description at Econpapers || Download paper

  43. Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance. (1996). Ribeiro Ramos, Francisco ; Francisco F. R. Ramos, .
    In: Econometrics.
    RePEc:wpa:wuwpem:9601003.

    Full description at Econpapers || Download paper

  44. Comparing Predictive Accuracy. (1994). Mariano, Roberto ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0169.

    Full description at Econpapers || Download paper

  45. Advertising and Cigarette Consumption. (1991). Seldon, Barry J. ; Doroodian, Khosrow .
    In: Eastern Economic Journal.
    RePEc:eej:eeconj:v:17:y:1991:i:3:p:359-366.

    Full description at Econpapers || Download paper

  46. Comparing futures and survey forecasts of near-term Treasury bill rates. (1989). Hein, Scott ; Hafer, Rik.
    In: Review.
    RePEc:fip:fedlrv:y:1989:i:may:p:33-42.

    Full description at Econpapers || Download paper

  47. Forecasting inflation using interest rate and time-series models: some international evidence. (1988). Hein, Scott ; Hafer, Rik.
    In: Working Papers.
    RePEc:fip:fedlwp:1988-001.

    Full description at Econpapers || Download paper

  48. FORECASTING AGRICULTURAL PRICES USING A BAYESIAN COMPOSITE APPROACH. (1988). McIntosh, Christopher ; Bessler, David.
    In: Southern Journal of Agricultural Economics.
    RePEc:ags:sojoae:29269.

    Full description at Econpapers || Download paper

  49. DYNAMICS OF THE AGRICULTURAL RESEARCH AND OUTPUT RELATIONSHIP. (1987). Pardey, Philip ; Craig, Barbara.
    In: Staff Papers.
    RePEc:ags:umaesp:13515.

    Full description at Econpapers || Download paper

  50. The causal role of money in West Germany. (1983). Thomas, J. ; Weissenberger, Edgar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:119:y:1983:i:1:p:64-83.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 08:30:26 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.