Cointegration and tests of present value models
Year of publication: |
1987
|
---|---|
Authors: | Campbell, John Y. |
Other Persons: | Shiller, Robert J. (contributor) |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 95.1987, 5, p. 1062-1088
|
Subject: | Zeitreihenanalyse | Time series analysis | Rationale Erwartung | Rational expectations | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | 1959-1983 |
-
When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C., (1991)
-
Testing the expectations hypothesis of the term structure with permanent-transitory component models
Casalin, Fabrizio, (2013)
-
Stationarity, cointegration, and a rational expectations model of the term structure
Ekdahl, Ossian, (1990)
- More ...
-
An interview with Robert J. Shiller
Shiller, Robert J., (2004)
-
The dividend ratio model and small sample bias : A Monte Carlo study
Campbell, John Y., (1989)
-
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, John Y., (1988)
- More ...