Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Yu Ren and Tian Xie
| Year of publication: |
2018
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|---|---|
| Authors: | Ren, Yu ; Xie, Tian |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 12, p. 2101-2112
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| Subject: | Asset return forecasting | cay | Fractional cointegration | Frequency domain least squares | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Vermögen | Wealth | Zeitreihenanalyse | Time series analysis | Privater Konsum | Private consumption | Schätztheorie | Estimation theory | Erwartungsbildung | Expectation formation | Einkommen | Income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1459809 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262986