Publications

The scale of predictability (with F. Bandi, B. Perron and C. Tebaldi). Journal of Econometrics (2017, Forthcoming). [Appendix]

Long-Run Risk and the Persistence of Consumption Shocks (with F. Ortu and C. Tebaldi). Review of Financial Studies (2013), vol. 26(11):2876-2915. [Appendix] [Replication Code]

Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns (with C. A. Favero and A. E. Gozluklu). Journal of Financial and Quantitative Analysis (2011), 46, pp 1493-1520

Demographics and Stock Market Fluctuations (with C. A. Favero). CESifo Economic Studies, Vol. 57, 1/2011