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2. European outbound tourism expansion on the islands of Cape Verde. (2022). Gonzlez-Gmez, Manuel.
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3. Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU.
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4. The trade effect of price risk: a system-wide approach. (2015). Zhang, Dengjun.
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5. To what extent do exchange rates and their volatility affect trade ?. (2011). Korinek, Jane ; Huchet-Bourdon, Marilyne.
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1. What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio. (2011). Wachter, Jessica ; Warusawitharana, Missaka.
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2. Regime Specific Predictability in Predictive Regressions. (2010). Pitarakis, Jean-Yves ; Gonzalo, Jesus.
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3. Regime specific predictability in predictive regressions. (2010). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; Piterakis, Jean-Ives .
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4. Low-Frequency Robust Cointegration Testing. (2009). Watson, Mark ; Mller, Ulrich .
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5. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2009). Campbell, John ; Beeler, Jason .
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6. Exchange Rates Predictability in Developing Countries. (2008). Sarmidi, Tamat.
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7. Using Samples of Unequal Length in Generalized Method of Moments Estimation. (2008). Wachter, Jessica ; Lynch, Anthony W..
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8. Predictive Systems: Living with Imperfect Predictors. (2008). Stambaugh, Robert ; Pastor, Lubos.
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9. Interpreting long-horizon estimates in predictive regressions. (2008). Hjalmarsson, Erik.
   In: International Finance Discussion Papers.
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10. Inference in Long-Horizon Regressions. (2008). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:853.

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11. Return Predictability under Equilibrium Constraints on the Equity Premium. (2008). Timmermann, Allan ; Pettenuzzo, Davide ; Valkanov, Rossen I..
    In: Working Papers.
    RePEc:brd:wpaper:37.

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12. Covariance-based orthogonality tests for regressors with unknown persistence. (2007). Shimotsu, Katsumi ; Maynard, Alex.
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13. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12814.

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14. Testing for cointegration using the Johansen methodology when variables are near-integrated. (2007). Österholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:915.

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15. The Stambaugh bias in panel predictive regressions. (2007). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
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16. A residual-based cointegration test for near unit root variables. (2007). Österholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par.
    In: International Finance Discussion Papers.
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17. Expectations hypotheses tests at Long Horizons. (2007). Rossi, Barbara.
    In: Econometrics Journal.
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18. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
    In: CEPR Discussion Papers.
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19. An Empirical analysis of electricity consumption in Cyprus. (2006). Pashourtidou, Nicoletta ; Zachariadis, Theodoros.
    In: University of Cyprus Working Papers in Economics.
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20. Monetary policy and dividend growth in Germany: long-run structural modelling versus bounds testing approach. (2006). Belke, Ansgar ; Polleit, Thorsten .
    In: Applied Economics.
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21. Predictive regressions with panel data. (2006). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
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22. Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?. (2006). Pesavento, Elena ; Elena Pesavento, Barbara Rossi, .
    In: Economics Working Papers.
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23. Optimal Inference in Regression Models with Nearly Integrated Regressors. (2006). Moreira, Marcelo ; Jansson, Michael.
    In: Econometrica.
    RePEc:ecm:emetrp:v:74:y:2006:i:3:p:681-714.

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24. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions. (2006). Schorfheide, Frank ; Moon, Hyungsik.
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25. The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests. (2006). Maynard, Alex.
    In: Canadian Journal of Economics.
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26. A Kalman filter approach to characterizing the Canadian term structure of interest rates. (2005). Morley, James ; Gravelle, Toni.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:10:p:691-705.

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27. The Long and the Short of It: Long Memory Regressors and Predictive Regressions. (2005). Wohar, Mark ; Smallwood, Aaron ; Maynard, Alex.
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28. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?. (2005). Campbell, John ; Thompson, Samuel B..
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29. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
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30. (How) Do Stock Market Returns React to Monetary Policy? - An ARDL Cointegration Analysis for Germany. (2005). Belke, Ansgar ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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31. Monetary Policy and Dividend Growth in Germany: Long-Run Structural Modelling versus Bounds Testing Approach. (2005). Belke, Ansgar ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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32. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
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33. Predictive regressions with panel data. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
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34. Estimation of average local-to-unity roots in heterogenous panels. (2005). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
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35. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: CEPR Discussion Papers.
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36. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
    In: Finance.
    RePEc:wpa:wuwpfi:0409032.

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37. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
    In: NBER Technical Working Papers.
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38. The term structure of commercial paper rates. (2004). Oliner, Stephen ; Downing, Chris .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-18.

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39. Manufactured Exports, Capital Good Imports, and Economic Growth: Experience of Mexico and Brazil. (2003). Alam, Md..
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40. Efficient Tests of Stock Return Predictability. (2003). Yogo, Motohiro ; Campbell, John.
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41. Long-horizon regressions: theoretical results and applications. (2003). Valkanov, Rossen ; Rossen, Valkanov.
    In: Journal of Financial Economics.
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42. Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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43. Near unit roots, cointegration, and the term structure of interest rates. (2000). Lanne, Markku.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:5:p:513-529.

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44. Predictive Regressions. (1999). Stambaugh, Robert.
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45. Maximum Likelihood Estimation in Panels with Incidental Trends. (1999). Phillips, Peter ; Moon, Hyungsik.
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46. Estimation of Autoregressive Roots Near Unity Using Panel Data. (1999). Phillips, Peter ; Moon, Hyungsik.
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47. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments. (1999). Phillips, Peter ; Moon, Hyungsik.
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48. Bounds Testing Approaches to the Analysis of Long-run Relationships. (1999). Smith, Richard ; shin, yongcheol ; Pesaran, M.
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49. Inférence fondée sur les statistiques des rendements de long terme. (1998). Vodounou, Cosme .
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50. Estimación de una función de producción MRW para la Economía Espanola, 1910-1995. (). Sosvilla-Rivero, Simon ; Meseguer, Javier Alonso .
    In: Studies on the Spanish Economy.
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