Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Ricardo Quineche
| Year of publication: |
2021
|
|---|---|
| Authors: | Quineche, Ricardo |
| Subject: | cay | cointegration | fractional cointegration | fractional integration | vector autoregressive model | likelihood inference | Kointegration | Cointegration | VAR-Modell | VAR model | Vermögen | Wealth | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Privater Konsum | Private consumption | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2020-0029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437824