| Commodity prices, convenience yields, and inflation N Gospodinov, S Ng Review of Economics and Statistics 95 (1), 206-219, 2013 | 190 | 2013 |
| Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors N Gospodinov, R Kan, C Robotti The Review of Financial Studies 27 (7), 2139-2170, 2014 | 167 | 2014 |
| Unit Roots, Cointegration, and Pretesting in Var Models☆ The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the … N Gospodinov, A María Herrera, E Pesavento VAR models in macroeconomics–new developments and applications: Essays in …, 2013 | 116 | 2013 |
| Modeling financial return dynamics via decomposition S Anatolyev, N Gospodinov Journal of Business & Economic Statistics 28 (2), 232-245, 2010 | 89 | 2010 |
| Specification testing in models with many instruments S Anatolyev, N Gospodinov Econometric Theory 27 (2), 427-441, 2011 | 84 | 2011 |
| Chi-squared tests for evaluation and comparison of asset pricing models N Gospodinov, R Kan, C Robotti Journal of Econometrics 173 (1), 108-125, 2013 | 83 | 2013 |
| The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium N Gospodinov, I Jamali Journal of Empirical Finance 19 (4), 497-510, 2012 | 81 | 2012 |
| Forecasting volatility N Gospodinov, A Gavala, D Jiang Journal of Forecasting 25 (6), 381-400, 2006 | 75 | 2006 |
| Spurious inference in reduced‐rank asset‐pricing models N Gospodinov, R Kan, C Robotti Econometrica 85 (5), 1613-1628, 2017 | 74 | 2017 |
| Tobacco taxes and regressivity N Gospodinov, I Irvine Journal of health economics 28 (2), 375-384, 2009 | 71 | 2009 |
| Asymptotic confidence intervals for impulse responses of near‐integrated processes N Gospodinov The Econometrics Journal 7 (2), 505-527, 2004 | 68 | 2004 |
| Generalized aggregation of misspecified models: With an application to asset pricing N Gospodinov, E Maasoumi Journal of Econometrics 222 (1), 451-467, 2021 | 64 | 2021 |
| The response of stock market volatility to futures-based measures of monetary policy shocks N Gospodinov, I Jamali International Review of Economics & Finance 37, 42-54, 2015 | 63 | 2015 |
| A moment‐matching method for approximating vector autoregressive processes by finite‐state Markov chains N Gospodinov, D Lkhagvasuren Journal of Applied Econometrics 29 (5), 843-859, 2014 | 52 | 2014 |
| Too good to be true? Fallacies in evaluating risk factor models N Gospodinov, R Kan, C Robotti Journal of Financial Economics 132 (2), 451-471, 2019 | 51 | 2019 |
| A new look at the forward premium puzzle N Gospodinov Journal of Financial Econometrics 7 (3), 312-338, 2009 | 50 | 2009 |
| Monetary policy uncertainty, positions of traders and changes in commodity futures prices N Gospodinov, I Jamali European Financial Management 24 (2), 239-260, 2018 | 49 | 2018 |
| Inference in nearly nonstationary SVAR models with long-run identifying restrictions N Gospodinov Journal of Business & Economic Statistics 28 (1), 1-12, 2010 | 49 | 2010 |
| Testing for threshold nonlinearity in short-term interest rates N Gospodinov Journal of Financial Econometrics 3 (3), 344-371, 2005 | 45 | 2005 |
| Common pricing across asset classes: Empirical evidence revisited N Gospodinov, C Robotti Journal of Financial Economics 140 (1), 292-324, 2021 | 40 | 2021 |
