Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Hanan Naser, Fatema Alaali
| Year of publication: |
December 2018
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| Authors: | Naser, Hanan ; Alaali, Fatema |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1757-1777
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| Subject: | Bayesian methods | Econometric models | Macroeconomic forecasting | Kalman filter | Model selection | Dynamic model averaging | Stock returns predictability | Oil prices | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | USA | United States | Schätzung | Estimation | Theorie | Theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1323-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950311