Marco Aiolfi

Economics and Econometrics · 2005–2006

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #3,636 of 23,481 by trust here, #8,485 by citations
• Finance — 13 citations into it; #5,233 of 10,518 by trust here, #6,162 by citations
• Management Science and Operations Research — 9 citations into it; #1,957 of 11,946 by trust here, #4,602 by citations

Whom Marco Aiolfi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Halbert White
2. James H. Stock
3. Nicholas Barberis
4. Mark W. Watson
5. R. Giacomini
6. Graham Elliott
7. M. Pesaran
8. Allan G. Timmermann
9. Martin Lettau

Who trusts Marco Aiolfi overall

1. Allan G. Timmermann
2. Robert Andrawis
3. Massimo Guidolin
4. Cheng Hsiao
5. Graham Elliott
6. Christiane Lemke
7. K. Aastveit
8. V. Genre
9. Amir F. Atiya
10. Xiaojie Xu

Papers from Marco Aiolfi's perspective

Ordered by how strongly the researchers Marco Aiolfi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Macroeconomic Forecasting Using Diffusion Indexes
2. A Reality Check for Data Snooping
3. Consumption, aggregate wealth and expected stock returns
4. Tests of Conditional Predictive Ability
5. Combining forecasts: A review and annotated bibliography
6. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns
7. The Combination of Forecasts
8. Investing for the Long Run When Returns are Predictable
9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
10. Eigenvalue Ratio Test for the Number of Factors

Their papers

• Persistence in forecasting performance and conditional combination strategies (2006) — 344 citations
• Common Factors in Latin America's Business Cycles (2006) — 112 citations
• Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2005) — 98 citations