Faculty

Institution

Unit

Venue

Allan Timmermann

Distinguished Professor of Finance

University of California, San Diego

Affiliations

Social Sciences

Economics

Rady School of Management

Allan Timmermann is currently serving as an Economics Distinguished Professor of Finance at University of California, San Diego.

Honors

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Experiences

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Education

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Allan Timmermann

University of California, San Diego

Distinguished Professor of Finance

You can click a keyword to filter the displayed items

finance economics financial economics forecasting empirical finance econometrics asset pricing social sciences social science research investment management statistics economic forecasting predictability macroeconomics financial econometrics stock returns economic analysis economic research macroeconomic forecasting applied economics estimation theory asset allocation stock market prediction stock prices time series portfolio choice regime switching structural breaks term structure economic literature theoretical economics finance research financial stability business forecasting dynamic economics econometric models predictive modeling covid-19 pandemic behavioral finance economic value model instability economic modelling management science economic dynamics forecasting methodology volatility modeling term structure model asset management fund management financial forecast forecast combinations economic significance financial markets excess volatility kurtosis preferences international asset allocation market timing portfolio sorts calendar effects decision science financial studies global finance nonlinear phenomena nonlinear science nonlinear analysis psychometrics learning theory regression analysis bibliometrics economic evaluation economic reform econodynamics financial decision-making financial modeling parameter estimation incentive mechanisms investor behavior financial time series analysis

Notable Scholarly Works

Notable Federal Grants

Collaborators

Breaks in the Phillips Curve: Evidence From Panel Data. Journal of Applied Econometrics (2024)

Simon C. SmithAllan TimmermannJonathan H. Wright

financial economicspanel datafinancial analysiseconometricsmathematical financeeconomicsfinancial econometricsfinanceempirical financestatisticsphillips curveasset pricing

Financial Statements and Macroeconomic Dynamics. (2024)

Davide PettenuzzoRiccardo SabbatucciAllan Timmermann

macroeconomicsfinancial statementsmacroeconomic dynamicsfinance

Monetary Policy in Uncertain Times. FEDS Notes (2024)

Simon C. SmithAllan TimmermannJonathan H. Wright

uncertainty analysismacroeconomicsmonetary economicsmonetary theoryeconomicspublic policyfiscal stimuluseconomic fluctuationfinancial stabilityeconomic policyalternative monetary regimemonetary policycurrency crisisuncertain times

Nonlinear Phillips Curves. FEDS Notes (2024)

Simon C. SmithAllan TimmermannJonathan H. Wright

geometric analysisdifferential geometrycurve modelingcurve fittingglobal analysisnonlinear phillips curvessystems biologynonlinear processnonlinear phenomenadynamical systemsnonlinear sciencestochastic processnonlinear analysisnumerical simulationsdifferential equationsnonlinear equationsnonlinear dynamicsapplied mathematics

Optimal Asset Allocation and Nonlinear Return Predictability From the Dividend-Price Ratio. Annals of Operations Research (2024)

Fabrizio GhezziAnindo SarkarThomas Quistgaard PedersenAllan Timmermann

financial economicsportfolio allocationportfolio choicenonlinear return predictabilityasset allocationoptimal asset allocationoperations researcheconomicsstock market predictioninvestment managementfinanceempirical financedividend-price ratioasset pricing

Comparing Forecasting Performance With Panel Data. International Journal of Forecasting (2023)

Ritong QuAllan TimmermannYinchu Zhu

panel dataforecastingpublic policy

Dividend Suspensions and Cash Flows During the Covid-19 Pandemic: A Dynamic Econometric Model. Journal of Econometrics (2023)

Davide PettenuzzoRiccardo SabbatucciAllan Timmermann

financial economicsdividend suspensionseconometricscovid-19 pandemiceconomicsfinancial econometricsfinanceempirical financecash flowsdynamic econometric model

Payout Suspensions During the Covid-19 Pandemic. Economics Letters (2023)

Davide PettenuzzoRiccardo SabbatucciAllan Timmermann

financial economicseconomicspublic policycovid-19 pandemicfinancepayout suspensionshealth economicseconomic policyeconomic analysisapplied economics

Pockets of Predictability. (2023)

Allan TimmermanLeland FarmerLawrence Schmidt

financial economicsfinance researchfinancial studieseconomicsfinancial econometricsfinancial time series analysisfinancestock market predictionempirical financeeconomic dynamicsu.s. stock marketsignificant predictabilityreturn predictabilityeconomic modellingcapital marketsasset pricing

Predictive Modeling of Financial Data. Journal of Econometrics (2023)

Torben G. AndersenRobert TaylorAllan TimmermannDacheng Xiu

econometricsfinancial econometricsfinancial datafinancepredictive modeling

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Allan Timmermann

Distinguished Professor of Finance

University of California, San Diego

Affiliations

Social Sciences

Economics

Rady School of Management

Allan Timmermann is currently serving as an Economics Distinguished Professor of Finance at University of California, San Diego.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Allan Timmermann

University of California, San Diego

Distinguished Professor of Finance

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Breaks in the Phillips Curve: Evidence From Panel Data. Journal of Applied Econometrics (2024)

Simon C. SmithAllan TimmermannJonathan H. Wright

financial economicspanel datafinancial analysiseconometricsmathematical financeeconomicsfinancial econometricsfinanceempirical financestatisticsphillips curveasset pricing

Financial Statements and Macroeconomic Dynamics. (2024)

Davide PettenuzzoRiccardo SabbatucciAllan Timmermann

macroeconomicsfinancial statementsmacroeconomic dynamicsfinance

Monetary Policy in Uncertain Times. FEDS Notes (2024)

Simon C. SmithAllan TimmermannJonathan H. Wright

Nonlinear Phillips Curves. FEDS Notes (2024)

Simon C. SmithAllan TimmermannJonathan H. Wright

Optimal Asset Allocation and Nonlinear Return Predictability From the Dividend-Price Ratio. Annals of Operations Research (2024)

Fabrizio GhezziAnindo SarkarThomas Quistgaard PedersenAllan Timmermann

Comparing Forecasting Performance With Panel Data. International Journal of Forecasting (2023)

Ritong QuAllan TimmermannYinchu Zhu

panel dataforecastingpublic policy

Dividend Suspensions and Cash Flows During the Covid-19 Pandemic: A Dynamic Econometric Model. Journal of Econometrics (2023)

Davide PettenuzzoRiccardo SabbatucciAllan Timmermann

financial economicsdividend suspensionseconometricscovid-19 pandemiceconomicsfinancial econometricsfinanceempirical financecash flowsdynamic econometric model

Payout Suspensions During the Covid-19 Pandemic. Economics Letters (2023)

Davide PettenuzzoRiccardo SabbatucciAllan Timmermann

financial economicseconomicspublic policycovid-19 pandemicfinancepayout suspensionshealth economicseconomic policyeconomic analysisapplied economics

Pockets of Predictability. (2023)

Allan TimmermanLeland FarmerLawrence Schmidt

Predictive Modeling of Financial Data. Journal of Econometrics (2023)

Torben G. AndersenRobert TaylorAllan TimmermannDacheng Xiu

econometricsfinancial econometricsfinancial datafinancepredictive modeling

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10 / page

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