Predicting the bear stock market: Macroeconomic variables as leading indicators

Approximately normal tests for equal predictive accuracy in nested models

Todd E. Clark, Kenneth D. West · Journal of Econometrics · 2006 · 2.4K citations

Computing, Biostatistics, Predictive Analytics +13

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 2.4K citations

Public Health, Economics, Causal Inference +15

Predicting returns in the stock and bond markets

Donald B. Keim, Robert F. Stambaugh · Journal of Financial Economics · 1986 · 1.8K citations · Full text

Business, Economics, Finance +17

Predicting U.S. Recessions: Financial Variables as Leading Indicators

Arturo Estrella, Frederic S. Mishkin · The Review of Economics and Statistics · 1998 · 1.2K citations

Business, Economics, Finance +17

Predicting returns with financial ratios

Jonathan Lewellen · Journal of Financial Economics · 2004 · 1K citations

Business, Economics, Finance +15