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Measuring the pricing error of the arbitrage pricing theory. (1995). Zhou, Guofu ; Geweke, John.
In: Staff Report.
RePEc:fip:fedmsr:189.

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Cites: 41

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  1. Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004. (2009). Michailidis, G..
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:9:y:2009:i:1_5.

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  2. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model. (2008). Surico, Paolo ; mumtaz, haroon.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6767.

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  3. Evolving international inflation dynamics: evidence from a time-varying dynamic factor model. (2008). Surico, Paolo ; mumtaz, haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:341.

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  4. Inflation Globalization and the Fall of Country Specific Fluctuations. (2006). mumtaz, haroon.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:166.

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  5. FORECASTING QUARTERLY BRAZILIAN GDP GROWTH RATE WITH LINEAR AND NONLINEAR DIFFUSION INDEX MODELS. (2005). Ferreira, Roberto ; LUIZ IVAN DE MELO CASTELAR, .
    In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
    RePEc:anp:en2005:029.

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  6. Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models. (2005). Ferreira, Roberto ; Bierens, Herman ; Castelar, Ivan.
    In: Economia.
    RePEc:anp:econom:v:6:y:2005:i:3:p:261-292.

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References

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    In: Computing in Economics and Finance 2006.
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  5. A Skeptical Appraisal of Asset-Pricing Tests. (2006). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan .
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  13. Improving the Market Model: The 4-State Model Alternative. (2004). MEYFREDI, Jean-Christophe ; Jokung, Octave .
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    In: Staff Report.
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