Allan Timmermann

University of California, San Diego (UCSD) - Rady School of Management

9500 Gilman Drive

Rady School of Management

La Jolla, CA 92093

United States

SCHOLARLY PAPERS

11

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1,271

SSRN CITATIONS

5

CROSSREF CITATIONS

8

Scholarly Papers (11)

Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model

Swedish House of Finance Research Paper No. 20-18
Number of pages: 58 Posted: 24 Sep 2020 Last Revised: 29 Dec 2020
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 733 (42,599)
Citation 3

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Corona virus, COVID-19, high-frequency cash flow news, dividend suspensions, dividend growth dynamics, event study methodology

Dividend Suspensions and Cash Flow Risk During the Covid-19 Pandemic

CEPR Discussion Paper No. DP14921
Number of pages: 42 Posted: 29 Jun 2020
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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2.
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Have Risk Premia Vanished?

CEPR Discussion Paper No. DP16109
Number of pages: 70 Posted: 24 May 2021
Simon Smith and Allan Timmermann
Board of Governors of the Federal Reserve System and University of California, San Diego (UCSD) - Rady School of Management
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3.
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Citation 4

Cash Flow News and Stock Price Dynamics

CEPR Discussion Paper No. DP14117
Number of pages: 92 Posted: 04 Dec 2019
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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Citation 3
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Dividend growth, High-frequency cash flow news, Present value model

Outlasting the Pandemic: Corporate Payout and Financing Decisions During COVID-19

Swedish House of Finance Research Paper No. 21-10
Number of pages: 58 Posted: 10 Apr 2021 Last Revised: 12 Jul 2021
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 270 (141,320)

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COVID-19 pandemic; dividend suspensions; share repurchases; bond and equity issues; corporate actions; stock market reaction

Outlasting the Pandemic: Corporate Payout and Financing Decisions During COVID-19

CEPR Discussion Paper No. DP16145
Number of pages: 55 Posted: 14 May 2021
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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5.

Do Any Economists Have Superior Forecasting Skills?

Number of pages: 72 Posted: 12 Nov 2019
Ritong Qu, Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 169 (218,924)

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Economic forecasting; superior predictive skills; panel data; multiple hypothesis testing; bootstrap; Bloomberg survey

6.

Comparing Forecasting Performance with Panel Data

Number of pages: 63 Posted: 28 May 2019
Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 73 (394,020)
Citation 2

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Economic forecasting, Panel Data; Factor Models, Panel Diebold-Mariano Test, GDP growth, Inflation Forecasts

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

Number of pages: 64 Posted: 12 Nov 2019
Rafael Burjack, Ritong Qu and Allan Timmermann
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
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Monetary policy transmission; Economic uncertainty; Term premia

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

CEPR Discussion Paper No. DP14097
Number of pages: 67 Posted: 15 Nov 2019
Rafael Burjack, Ritong Qu and Allan Timmermann
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
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Inflation uncertainty, monetary policy shocks, term structure

8.

Do Any Economists Have Superior Forecasting Skills?

CEPR Discussion Paper No. DP14112
Number of pages: 75 Posted: 04 Dec 2019
Ritong Qu, Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 3 (765,806)
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Bloomberg survey, Economic forecasting, multiple testing, superior predictive skills

9.

Conditional Rotation between Forecasting Models

CEPR Discussion Paper No. DP15917
Number of pages: 88 Posted: 15 Mar 2021
Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 1 (786,814)
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10.

Search and Predictability of Prices in the Housing Market

CEPR Discussion Paper No. DP15875
Number of pages: 63 Posted: 15 Mar 2021
Aarhus University - CREATES, Aarhus University - Department of Economics and Business Economics, Aarhus University - CREATES and University of California, San Diego (UCSD) - Rady School of Management
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11.

Forecasting Methods in Finance

Annual Review of Financial Economics, Vol. 10, pp. 449-479, 2018
Posted: 08 Nov 2018
Allan Timmermann
University of California, San Diego (UCSD) - Rady School of Management

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