Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Josh R. Stillwagon
| Year of publication: |
March 2015
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| Authors: | Stillwagon, Josh R. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 35.2015, p. 85-101
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| Subject: | Expectations hypothesis | Survey dataTime-varying risk premium | Consumer sentiment | Cointegrated VAR | Zero lower bound | Niedrigzinspolitik | Low-interest-rate policy | VAR-Modell | VAR model | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Prognoseverfahren | Forecasting model | Konsumentenverhalten | Consumer behaviour | Kointegration | Cointegration | Rationale Erwartung | Rational expectations | Schätzung | Estimation | Frühindikator | Leading indicator | Verbrauchervertrauensindex | Consumer confidence index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474715