Allan Timmermann - Central Bank Research Hub

Papers by year: All | 2010 | 2006 | 2005

Title Other author(s)

Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?,

European Central Bank Working papers [View] (Paper: 1277, 08.12.2010)

Variable Selection, Estimation and Inference for Multi-period Forecasting Problems

Netherlands Bank DNB Working Papers [View] (Paper: 250, 25.06.2010)

Forecast Combinations

Bank of Mexico Working Papers [View] (Paper: 2010-04, 02.06.2010)

JEL: C53

Disagreement and Biases in Inflation Expectations

Bank of Mexico Working Papers [View] (Paper: 2006-07, 01.12.2006)

Forecast Combination with Entry and Exit of Experts

Bank of Mexico Working Papers [View] (Paper: 2006-08, 01.12.2006)

Learning, structural instability and present value calculations

Deutsche Bundesbank Discussion Papers [View] (Paper: 200627, 29.08.2006)

JEL: C11, G12, G22

Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach

St Louis Fed Working Papers [View] (Paper: 2005-059, 09.08.2005)

International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences

St Louis Fed Working Papers [View] (Paper: 2005-034, 07.06.2005)

JEL: C32, F30, G12

Properties of Equilibrium Asset Prices under Alternative Learning Schemes

St Louis Fed Working Papers [View] (Paper: 2005-009, 18.01.2005)

JEL: D83, G12

An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns

St Louis Fed Working Papers [View] (Paper: 2005-003, 18.01.2005)

Size and Value Anomalies under Regime Shifts

St Louis Fed Working Papers [View] (Paper: 2005-007, 18.01.2005)

JEL: G12

Papers by year: All | 2010 | 2006 | 2005