Predicting returns and dividend growth : the role of non-Gaussian innovations

Tamas Kiss, Stepan Mazur and Hoang Nguyen

Year of publication:	[2021]
Authors:	Kiss, Tamás ; Mazur, Stepan ; Nguyen, Hoang
Publisher:	Örebro, Sweden : Örebro University School of Business
Subject:	Bayesian VAR \| Dividend Growth Predictability \| Predictive Regression \| Return Predictability \| Dividende \| Dividend \| Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Regressionsanalyse \| Regression analysis \| Bayes-Statistik \| Bayesian inference \| Prognose \| Forecast \| VAR-Modell \| VAR model \| Schätzung \| Estimation \| Kapitalmarktrendite \| Capital market returns

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