Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence
Year of publication: |
2010
|
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Authors: | Guidolin, Massimo |
Other Persons: | Hyde, Stuart (contributor) ; McMillan, David G. (contributor) ; Ono, Sadayuki (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Prognoseverfahren | Forecasting model | Mode | Fashion | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Konjunktur | Business cycle |
Extent: | 1 Online-Ressource (38 p) |
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Series: | Federal Reserve Bank of St. Louis Working Paper ; No. 2010-039A |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1697824 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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