Behavioral heterogeneity in stock prices HP Boswijk, CH Hommes, S Manzan Journal of Economic dynamics and control 31 (6), 1938-1970, 2007 | 610 | 2007 |
Heterogeneous expectations, exchange rate dynamics and predictability S Manzan, FH Westerhoff Journal of economic behavior & Organization 64 (1), 111-128, 2007 | 155 | 2007 |
Forecasting with Economic News L Barbaglia, S Consoli, S Manzan Available at SSRN, 2020 | 93 | 2020 |
Representativeness of news and exchange rate dynamics S Manzan, F Westerhoff Journal of Economic Dynamics and Control 29 (4), 677-689, 2005 | 88 | 2005 |
Fine-grained, aspect-based sentiment analysis on economic and financial lexicon S Consoli, L Barbaglia, S Manzan Knowledge-Based Systems 247, 108781, 2022 | 71 | 2022 |
Forecasting the distribution of economic variables in a data-rich environment S Manzan Journal of Business & Economic Statistics 33 (1), 144-164, 2015 | 67 | 2015 |
Are macroeconomic variables useful for forecasting the distribution of US inflation? S Manzan, D Zerom International Journal of Forecasting 29 (3), 469-478, 2013 | 63* | 2013 |
Kernel estimation of a partially linear additive model S Manzan, D Zerom Statistics & Probability Letters 72 (4), 313-322, 2005 | 56 | 2005 |
Forecasting loan default in Europe with machine learning L Barbaglia, S Manzan, E Tosetti Journal of Financial Econometrics 21 (2), 569-596, 2023 | 50 | 2023 |
Tests for serial independence and linearity based on correlation integrals C Diks, S Manzan Studies in Nonlinear Dynamics & Econometrics 6 (2), 2002 | 45 | 2002 |
Nonlinear mean reversion in stock prices S Manzan Quantitative and Qualitative Analysis in Social Sciences 1 (3), 1-20, 2007 | 43 | 2007 |
Comments on “Testing for nonlinear structure and chaos in economic time series” CH Hommes, S Manzan Journal of Macroeconomics 28 (1), 169-174, 2006 | 40 | 2006 |
Forecasting the return distribution using high-frequency volatility measures J Hua, S Manzan Journal of Banking & Finance 37 (11), 4381-4403, 2013 | 34 | 2013 |
A semiparametric analysis of gasoline demand in the United States reexamining the impact of price S Manzan, D Zerom Econometric Reviews 29 (4), 439-468, 2010 | 33* | 2010 |
Differential interpretation in the Survey of Professional Forecasters S Manzan Journal of money, Credit and Banking 43 (5), 993-1017, 2011 | 32 | 2011 |
Asymmetric quantile persistence and predictability: the case of US inflation S Manzan, D Zerom Oxford Bulletin of Economics and Statistics 77 (2), 297-318, 2015 | 29 | 2015 |
Essays in nonlinear economic dynamics S Manzan Thela Thesis, 2003 | 23 | 2003 |
Forecasting GDP in Europe with textual data L Barbaglia, S Consoli, S Manzan Journal of Applied Econometrics 39 (2), 338-355, 2024 | 20 | 2024 |
A bootstrap-based non-parametric forecast density S Manzan, D Zerom International Journal of Forecasting 24 (3), 535-550, 2008 | 16 | 2008 |
Are Professional Forecasters Bayesian? S Manzan Journal of Economic Dynamics and Control, 2020 | 13* | 2020 |