Identifying long-run risks : a Bayesian mixed-frequency approach

Frank Schorfheide; Dongho Song; Amir Yaron

Year of publication:	2014
Authors:	Schorfheide, Frank ; Song, Dongho ; Yaron, Amir
Publisher:	Cambridge, Mass.
Subject:	long-run risk model \| Kapitalmarktrendite \| Capital market returns \| Dividende \| Dividend \| Risikoprämie \| Risk premium \| Konsumtheorie \| Consumption theory \| Intertemporale Entscheidung \| Intertemporal choice \| Prognoseverfahren \| Forecasting model \| Zustandsraummodell \| State space model \| Nichtlineare Regression \| Nonlinear regression \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory \| Schätzung \| Estimation \| USA \| United States \| 1929-2011

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