Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Massimo Guidolin, Stuart Hyde, David McMillan and Sadayuki Ono
| Year of publication: |
2010
|
|---|---|
| Authors: | Guidolin, Massimo ; Hyde, Stuart ; McMillan, David G. ; Ono, Sadayuki |
| Publisher: |
St. Louis, Mo. : Federal Reserve Bank of St. Louis, Research Division |
| Subject: | Regime switching | threshold | smooth transition | predictive regressions | forecasting | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Mode | Fashion | Großbritannien | United Kingdom | Theorie | Theory | VAR-Modell | VAR model |
| Extent: | Online-Ressource (37 S.) |
|---|---|
| Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2010,039 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008668600