Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Year of publication: |
December 2018
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Authors: | Naser, Hanan ; Alaali, Fatema |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1757-1777
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Subject: | Bayesian methods | Econometric models | Macroeconomic forecasting | Kalman filter | Model selection | Dynamic model averaging | Stock returns predictability | Oil prices | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Aktienmarkt | Stock market |
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