Similar Search Results

The UK consumption function and structural instability : improving forecasting performance using a time-varying parameter approach

Song, Haiyan - In: Applied economics 30 (1998) 7, pp. 975-983

Persistent link: https://www.econbiz.de/10001244727

A time varying parameter approach to the Chinese aggregate consumption function

Song, Haiyan - In: Economics of planning : an international journal … 29 (1996) 3, pp. 185-203

Persistent link: https://www.econbiz.de/10001335253

A comparative study of modelling the demand for food in the United States and The Netherlands

Song, Haiyan - In: Journal of applied econometrics 12 (1997) 5, pp. 593-608

Persistent link: https://www.econbiz.de/10001336653

An empirical study of outbound tourism demand in the UK

Song, Haiyan; Romilly, Peter J.; Liu, Xiaming - In: Applied economics 32 (2000) 5, pp. 611-624

Persistent link: https://www.econbiz.de/10001520435

Is there any stable long-run equilibrium relationship between aggregate consumption and income in China

Song, Haiyan; Liu, Xiaming; Romilly, Peter J. - In: The Chinese economy under transition : [selection of …, (pp. 297-306). 2000

Persistent link: https://www.econbiz.de/10001552305

An empirical investigation of the causal relationship between openness and economic growth in China

Liu, Xiaming - In: Applied economics 29 (1997) 12, pp. 1679-1686

Persistent link: https://www.econbiz.de/10001237689

An empirical investigation of the causal relationship between openness and economic growth in China

Liu, X.; Song, H.; Romilly, P. - In: Applied economics 29 (1997) 12, pp. 1679-1686

Persistent link: https://www.econbiz.de/10007698274

The UK consumption function and structural instability: Improving forecasting performance using a time-varying parameter approach

Song, H.; Romilly, P.; Liu, X. - In: Applied economics 30 (1998) 7, pp. 975

Persistent link: https://www.econbiz.de/10007694084

An international CAPM for bonds and equities

Thomas, S.H.; Wickens, M.R. - 1993

Previous empirical studies of international CAPM models have not found much supporting evidence. In this paper we suggest reasons why this might have happened and perform new tests using improved models and data. A range of monthly CAPM models are estimated for 1973-1987 for aggregate equities...

Persistent link: https://www.econbiz.de/10009458196

THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY

Smith, P.N.; Sorensen, S.; Wickens, M.R. - College of Business and Economics, Australian National … - 2006

We examine the relation between US stock market returns and the US business cycle for the period 1960-2003 using a new methodology that allows us to estimate a time-varying equity premium. We identify two channels in the transmission mechanism. One is through the mean of stock returns via the...

Persistent link: https://www.econbiz.de/10005734267