Nikolay Gospodinov - Central Bank Research Hub

Papers by year: All | 2013 | 2012 | 2011 | 2010

Title Other author(s)

Monetary Policy Surprises, Positions of Traders, and Changes in Commodity Futures Prices

Atlanta Fed Working papers [View] (Paper: 2013-12, 20.11.2013)

Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models

Atlanta Fed Working papers [View] (Paper: 2013-11, 20.11.2013)

Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors

Atlanta Fed Working papers [View] (Paper: 2013-09, 01.11.2013)

A Staggered Pricing Approach to Modeling Speculative Storage: Implications for Commodity Price Dynamics

Atlanta Fed Working papers [View] (Paper: 2013-08, 28.09.2013)

JEL: C15, E21, G12, O13, Q11

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Atlanta Fed Working papers [View] (Paper: 2013-05, 28.09.2013)

JEL: C15, C32, C60, E13, E32, E62

Analytical Solution for the Constrained Hansen-Jagannathan Distance under Multivariate Ellipticity

Atlanta Fed Working papers [View] (Paper: 2012-18, 08.11.2012)

JEL: G12

Robust Inference in Linear Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012)

JEL: C13, C32, G12

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011)

JEL: C12, C13, G12

Further Results on the Limiting Distribution of GMM Sample Moment Conditions

Atlanta Fed Working papers [View] (Paper: 2010-11, 30.07.2010)

JEL: C13, C32, G12

Working Paper 2010-4

Atlanta Fed Working papers [View] (Paper: 2010-04, 09.04.2010)

JEL: C12, C13, G12

Papers by year: All | 2013 | 2012 | 2011 | 2010