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institution:"Federal Reserve Bank of St. Louis"
subject:"Share price"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"University of Exeter / Department of Economics"
~subject:"1952-1998"
~subject:"VAR model"
~type_genre:"Working Paper"
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Share price
1952-1998
VAR model
Estimation
56
Schätzung
56
USA
30
United States
30
Theorie
16
Theory
16
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
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10
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8
Yield curve
8
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8
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5
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4
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4
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VAR-Modell
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Working Paper
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13
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9
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9
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English
13
Author
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Harris, Richard D. F.
2
Owyang, Michael T.
2
Theodorou, Athena T.
2
Bulkley, George
1
Dittmar, Robert F.
1
Dow, James P.
1
Duffee, Greg
1
Elmendorf, Douglas W.
1
Francis, Neville
1
Gavin, William T.
1
Guo, Hui
1
Helwege, Jean
1
Kim, Chang-jin
1
Liang, Jean Nellie
1
Piger, Jeremy Max
1
Prowse, Stephen D.
1
Prowse, Steven D.
1
Sanchez-Valle, René
1
Savickas, Robert
1
Starr-McCluer, Martha
1
Thornton, Daniel L.
1
Zhou, Chunsheng
1
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Federal Reserve Bank of St. Louis
Federal Reserve System / Division of Research and Statistics
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
Leibniz-Institut für Wirtschaftsforschung Halle
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Kansantaloustieteen Laitos <Tampere>
3
University of Canterbury / Dept. of Economics and Finance
3
William Davidson Institute <Ann Arbor, Mich.>
3
Bonn Graduate School of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Institut für Höhere Studien
2
Institute of European Finance <Bangor, Gwynedd>
2
Pensions Institute
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Task Force on Low Inflation (LIFT)
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
Australian National University / Faculty of Economics and Commerce
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Centre for New and Emerging Markets <London>
1
Centre of Financial Studies
1
ESCP-EAP European School of Management
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Board of Governors
1
Harvard Institute of Economic Research
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institut für Wirtschaftsforschung Halle
1
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
1
Institute of Finance and Accounting <London>
1
International Monetary Fund
1
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Working paper
6
Finance and economics discussion series
5
Discussion papers in economics
2
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ECONIS (ZBW)
13
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1
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
2
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
3
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
4
A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
Saved in:
5
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
6
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
7
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
8
The effect of stock prices on the demand for money market mutual funds
Dow, James P.
-
1998
Persistent link: https://www.econbiz.de/10000987296
Saved in:
9
Stock market wealth and consumer spending
Starr-McCluer, Martha
-
1998
Persistent link: https://www.econbiz.de/10000988889
Saved in:
10
What's good for GM... ? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000952883
Saved in:
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