Allan Timmermann

Discussion Papers

DP14117 12 November 2019 Cash Flow News and Stock Price Dynamics
Author(s): Davide Pettenuzzo, Riccardo Sabbatucci, Allan Timmermann
DP14112 12 November 2019 Do Any Economists Have Superior Forecasting Skills?
Author(s): Ritong Qu, Allan Timmermann, Yinchu Zhu
DP14097 04 November 2019 Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil
Author(s): Rafael Burjack, Ritong Qu, Allan Timmermann
DP13746 21 May 2019 Comparing Forecasting Performance with Panel Data
Author(s): Allan Timmermann, Yinchu Zhu
DP12885 22 April 2018 Pockets of Predictability
Author(s): Allan Timmermann, Leland E. Farmer, Lawrence Schmidt