Gary L. Shoesmith
Wake Forest University(US)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Financial Markets and Investment Strategies, Fiscal Policy and Economic Growth
Most-Cited Works
- → Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets(1995)387 cited
- → Using the Yield Curve to Time the Stock Market(2002)57 cited
- → Co‐integration, error correction and improved medium‐term regional VAR forecasting(1992)45 cited
- → Multiple cointegrating vectors, error correction, and forecasting with Litterman's model(1995)36 cited
- → Economies of scale and scope in petroleum refining(1988)17 cited
- → Non-cointegration and causality: Implications for VAR modeling(1992)16 cited
- → Crime, Teenage Abortion, and Unwantedness(2015)15 cited
- → MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD(2004)13 cited
- → Four factors that explain both the rise and fall of US crime, 1970–2003(2009)12 cited