Gary L. Shoesmith

Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets

Frederick H. deB. Harris, Thomas H. McInish, Gary L. Shoesmith et al. · Journal of Financial and Quantitative Analysis · 1995 · 387 citations

Engineering, Information Security, Error Correction Terms +19

Using the Yield Curve to Time the Stock Market

Bruce G. Resnick, Gary L. Shoesmith · Financial Analysts Journal · 2002 · 57 citations

Empirical Finance, Economics, Term Structure Model +12

Co‐integration, error correction and improved medium‐term regional VAR forecasting

Gary L. Shoesmith · Journal of Forecasting · 1992 · 45 citations

Forecasting Methodology, Engineering, New York +16

Multiple cointegrating vectors, error correction, and forecasting with Litterman's model

Gary L. Shoesmith · International Journal of Forecasting · 1995 · 36 citations

Econometric Model, Economics, Monetary Policy +10

Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets

Frederick H. deB. Harris, Thomas H. McInish, Gary L. Shoesmith et al. · 1998 · 28 citations

Engineering, Information Security, New York +19