Long-run risk and hidden growth persistence
Year of publication: |
2013
|
---|---|
Authors: | Pakoš, Michal |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 9, p. 1911-1928
|
Subject: | Long-run risk | Learning | Hidden persistence | Forecast error variance | Endogenous economic uncertainty | Peso problem | Timing premium | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Volatilität | Volatility | CAPM | Lernprozess | Learning process |
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