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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
1462013
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
1262014
Unit Roots, Cointegration, and Pretesting in Var Models☆ The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the …
N Gospodinov, AM Herrera, E Pesavento
VAR models in macroeconomics–new developments and applications: Essays in …, 2013
782013
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
712013
Modeling financial return dynamics via decomposition
S Anatolyev, N Gospodinov
Journal of Business & Economic Statistics 28 (2), 232-245, 2010
682010
Forecasting volatility
N Gospodinov, A Gavala, D Jiang
Journal of Forecasting 25 (6), 381-400, 2006
672006
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
642012
Asymptotic confidence intervals for impulse responses of near‐integrated processes
N Gospodinov
The Econometrics Journal 7 (2), 505-527, 2004
602004
Tobacco taxes and regressivity
N Gospodinov, I Irvine
Journal of health economics 28 (2), 375-384, 2009
572009
Specification testing in models with many instruments
S Anatolyev, N Gospodinov
Econometric Theory 27 (2), 427-441, 2011
552011
Spurious inference in reduced‐rank asset‐pricing models
N Gospodinov, R Kan, C Robotti
Econometrica 85 (5), 1613-1628, 2017
512017
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
502015
A new look at the forward premium puzzle
N Gospodinov
Journal of Financial Econometrics 7 (3), 312-338, 2009
452009
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
442014
Inference in nearly nonstationary SVAR models with long-run identifying restrictions
N Gospodinov
Journal of Business & Economic Statistics 28 (1), 1-12, 2010
442010
Testing for threshold nonlinearity in short-term interest rates
N Gospodinov
Journal of Financial Econometrics 3 (3), 344-371, 2005
392005
Global health warnings on tobacco packaging: evidence from the Canadian experiment
N Gospodinov, IJ Irvine
Topics in Economic Analysis & Policy 4 (1), 1-23, 2004
362004
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
332012
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
332011
Methods for estimation and inference in modern econometrics
S Anatolyev, N Gospodinov
CRC Press, 2011
322011
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