Predictability in consumption growth and equity returns : a Bayesian investigation
Year of publication: |
2010
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Authors: | Paseka, Alex ; Theocharides, George |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 45.2010, 1, p. 167-203
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Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Privater Konsum | Private consumption | Schätzung | Estimation | Konsumentenverhalten | Consumer behaviour | Kapitalmarktrendite | Capital market returns |
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