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  • Search: subject:"Long-Run Predictability"
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Year of publication
Subject
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Forecasting model 4 Prognoseverfahren 4 Long-run predictability 3 Cointegration 2 Estimation theory 2 Long-Run Predictability 2 OECD countries 2 Schätztheorie 2 Short-term vs long-term investments 2 Time series analysis 2 Zeitreihenanalyse 2 Asset prices 1 Autocorrelation 1 Autocorrelation function 1 Autokorrelation 1 Backwardation 1 Baltic Dry Index 1 Baltic countries 1 Baltische Staaten 1 Börsenkurs 1 Cointegrated VAR 1 Commodities 1 Commodity exchange 1 Commodity market 1 Commodity price 1 Consumption-wealth ratio 1 Contango 1 Demography 1 Estimation 1 Estimation risk 1 Exchange rate 1 Exchange rates 1 Housing returns 1 Identification 1 Intertemporal Pricing 1 Investition 1 Investment 1 Kointegration 1 Long-run Predictability 1 Long-run predictability puzzle 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 6 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 research-article 1
Language
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English 6 Undetermined 1
Author
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Delcoure, Natalya V. 2 Shirvani, Hassan 2 Dubecq, S. 1 Fernandez-Perez, Adrian 1 Fuertes, Ana María 1 Geanakoplos, John 1 Ghattassi, I. 1 Gouriéroux, Christian 1 Han, Liyan 1 Jasiak, Joann 1 Magill, Michael 1 Miffre, Joëlle 1 Quinzii, Martine 1 Wan, Li 1 Xu, Yang 1
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Institution
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Banque de France 1
Published in...
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Brookings Papers on Economic Activity 1 Finance research letters 1 Journal of Economic Studies 1 Journal of econometrics 1 Journal of economic studies 1 Review of finance : journal of the European Finance Association 1 Working papers / Banque de France 1
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Source
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ECONIS (ZBW) 4 RePEc 2 Other ZBW resources 1
Showing 1 - 7 of 7
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Long-run risk in stationary vector autoregressive models
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 248 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015556572
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Can the Baltic Dry Index predict foreign exchange rates?
Han, Liyan; Wan, Li; Xu, Yang - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430785
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Commodity markets, long-run predictability, and intertemporal pricing
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: Review of finance : journal of the European Finance … 21 (2017) 3, pp. 1159-1188
Persistent link: https://www.econbiz.de/10011803799
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The random walk in the stock prices of 18 OECD countries : some robust panel-based integration and cointegration tests
Shirvani, Hassan; Delcoure, Natalya V. - In: Journal of economic studies 43 (2016) 4, pp. 598-608
Persistent link: https://www.econbiz.de/10011690283
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The random walk in the stock prices of 18 OECD countries : Some robust panel-based integration and cointegration tests
Shirvani, Hassan; Delcoure, Natalya V. - In: Journal of Economic Studies 43 (2016) 4, pp. 598-608
seems to raise questions about the long-run predictability of the stock market, at least in the context of the OECD …
Persistent link: https://www.econbiz.de/10014864098
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Consumption-Wealth Ratio and Housing Prices.
Dubecq, S.; Ghattassi, I. - Banque de France - 2009
This paper shows, from the consumer budget constraint, that the consumption spending and the different components of total wealth, i.e. financial, housing and human wealths, are cointegrated and that deviations from the common trend cahy is a proxy for the consumption-wealth ratio that should...
Persistent link: https://www.econbiz.de/10008503200
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Demography and the Long-Run Predictability of the Stock Market
Geanakoplos, John; Magill, Michael; Quinzii, Martine - In: Brookings Papers on Economic Activity 35 (2004) 1, pp. 241-326
Persistent link: https://www.econbiz.de/10005054014
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