Faculty Publications

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Showing 25 of 25 publications

1. The scale of predictability

   • Andrea Tamoni
   • F. Bandi
   • B. Perron
   • C. Tebaldi

   Journal of Econometrics

   2019

2. Implementing Stochastic Volatility to DSGE Models: A Comment

   • Andrea Tamoni
   • A. Hsu
   • L. Bretscher

   Macroeconomics Dynamics

   24

   4

   2018

3. Long Run Risk and the Persistence of Consumption Shocks

   • Andrea Tamoni
   • F. Ortu
   • C. Tebaldi

   Review of Financial Studies

   26

   11

   2013

4. Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns

   • Andrea Tamoni
   • C. Favero
   • A. Gozluklu

   Journal of Financial and Quantitative Analysis

   46

   5

   2011

5. Demographics and Stock Market Fluctuations

   • Andrea Tamoni
   • C.

   CESifo Economic Studies

   57

   1

   2011