Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Massimo Guidolin, Stuart Hyde, David McMillan and Sadayuki Ono
| Year of publication: |
2014
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|---|---|
| Authors: | Guidolin, Massimo ; Hyde, Stuart ; McMillan, David G. ; Ono, Sadayuki |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 76.2014, 4, p. 510-535
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| Subject: | Regime switching | threshold | smooth transition | predictive regressions | forecasting | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Mode | Fashion | Großbritannien | United Kingdom | Theorie | Theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010474888