Nikolay Gospodinov
Nikolay Gospodinov
Verified email at atl.frb.org
Title
Cited by
Cited by
Year
Commodity prices, convenience yields, and inflation
N Gospodinov, S Ng
Review of Economics and Statistics 95 (1), 206-219, 2013
1232013
Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors
N Gospodinov, R Kan, C Robotti
The Review of Financial Studies 27 (7), 2139-2170, 2014
902014
Forecasting volatility
N Gospodinov, A Gavala, D Jiang
Journal of Forecasting 25 (6), 381-400, 2006
642006
Modeling financial return dynamics via decomposition
S Anatolyev, N Gospodinov
Journal of Business & Economic Statistics 28 (2), 232-245, 2010
632010
Chi-squared tests for evaluation and comparison of asset pricing models
N Gospodinov, R Kan, C Robotti
Journal of Econometrics 173 (1), 108-125, 2013
572013
Asymptotic confidence intervals for impulse responses of near‐integrated processes
N Gospodinov
The Econometrics Journal 7 (2), 505-527, 2004
572004
Unit roots, cointegration and pre-testing in VAR models
N Gospodinov, AM Herrera, E Pesavento
Advances in Econometrics 32, 81-115, 2013
562013
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
N Gospodinov, I Jamali
Journal of Empirical Finance 19 (4), 497-510, 2012
502012
Tobacco taxes and regressivity
N Gospodinov, I Irvine
Journal of health economics 28 (2), 375-384, 2009
462009
Inference in nearly nonstationary SVAR models with long-run identifying restrictions
N Gospodinov
Journal of Business & Economic Statistics 28 (1), 1-12, 2010
432010
Specification testing in models with many instruments
S Anatolyev, N Gospodinov
Econometric Theory, 427-441, 2011
382011
The response of stock market volatility to futures-based measures of monetary policy shocks
N Gospodinov, I Jamali
International Review of Economics & Finance 37, 42-54, 2015
372015
A new look at the forward premium puzzle
N Gospodinov
Journal of Financial Econometrics 7 (3), 312-338, 2009
362009
Testing for threshold nonlinearity in short-term interest rates
N Gospodinov
Journal of Financial Econometrics 3 (3), 344-371, 2005
362005
A moment‐matching method for approximating vector autoregressive processes by finite‐state Markov chains
N Gospodinov, D Lkhagvasuren
Journal of Applied Econometrics 29 (5), 843-859, 2014
332014
Global health warnings on tobacco packaging: evidence from the Canadian experiment
N Gospodinov, IJ Irvine
The BE Journal of Economic Analysis & Policy 4 (1), 2004
322004
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
N Gospodinov, M Hirukawa
Journal of Empirical Finance 19 (4), 595-609, 2012
302012
Sensitivity of impulse responses to small low-frequency comovements: Reconciling the evidence on the effects of technology shocks
N Gospodinov, A Maynard, E Pesavento
Journal of Business & Economic Statistics 29 (4), 455-467, 2011
302011
Median unbiased forecasts for highly persistent autoregressive processes
N Gospodinov
Journal of Econometrics 111 (1), 85-101, 2002
282002
Spurious inference in reduced‐rank asset‐pricing models
N Gospodinov, R Kan, C Robotti
Econometrica 85 (5), 1613-1628, 2017
272017
The system can't perform the operation now. Try again later.
Articles 1–20