‘Macroeconometric Models for Portfolio Management’ begins by outlining a portfolio management framework into which macroeconometric models and backtesting i

Macroeconomics tries to describe and explain the economywide movement of prices, output, and unemployment. The field has been sharply divided among various scho

This paper provides new evidence of the macroeconomic effects of public investment in advanced economies. Using public investment forecast errors to identify th

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised e

In this volume, specialists from traditionally separate areas in economics and finance investigate issues at the conjunction of their fields. They argue that fi