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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of macroeconomics"
~person:"Lettau, Martin"
~subject:"Shock"
~subject:"USA"
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Forecasting model
Stock market
Shock
USA
Estimation
7
Schätzung
7
Börsenkurs
6
Share price
6
United States
6
Capital market returns
4
Kapitalmarktrendite
4
Volatility
4
Volatilität
4
Functional income distribution
3
Funktionelle Einkommensverteilung
3
1952-2013
2
Capital income
2
Geldpolitik
2
Kapitaleinkommen
2
Monetary policy
2
Portfolio selection
2
Portfolio-Management
2
Private consumption
2
Privater Konsum
2
Prognoseverfahren
2
Risiko
2
Risk
2
Social inequality
2
Soziale Ungleichheit
2
Strategie
2
Strategy
2
Vermögenseffekt
2
Vermögensverteilung
2
Wealth distribution
2
Wealth effect
2
1952-2012
1
1962-1995
1
1963-2013
1
Aktienmarkt
1
Economic indicator
1
Financial economics
1
Hauptkomponentenanalyse
1
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English
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Lettau, Martin
Marcellino, Massimiliano
17
Massa, Massimo
12
Kilian, Lutz
10
Forni, Mario
9
Gambetti, Luca
7
Ghysels, Eric
7
Timmermann, Allan
6
Adrian, Tobias
5
Baumeister, Christiane
5
Favero, Carlo A.
5
Ludvigson, Sydney C.
5
Rodríguez-Pose, Andrés
5
Acharya, Viral V.
4
Bianchi, Francesco
4
Eickmeier, Sandra
4
Giannetti, Mariassunta
4
Inoue, Atsushi
4
Minford, Patrick
4
Portier, Franck
4
Reichlin, Lucrezia
4
Rossi, Barbara
4
Rubio-Ramírez, Juan Francisco
4
Sala, Luca
4
Sarno, Lucio
4
Violante, Giovanni L.
4
Wieland, Volker
4
Zhang, Hong
4
Adam, Klaus
3
Alesina, Alberto
3
Andreou, Elena
3
Artis, Michael J.
3
Beaudry, Paul
3
Bloom, Nicholas
3
Bonfiglioli, Alessandra
3
Campbell, John Y.
3
Edmans, Alex
3
Galí, Jordi
3
Gupta, Rangan
3
Guérin, Pierre
3
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Discussion paper / Centre for Economic Policy Research
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
5
NBER working paper series
4
NBER Working Paper
3
Diskussionsarbeit
1
Journal of economic behavior & organization : JEBO
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
4
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
5
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
6
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
-
1998
Persistent link: https://www.econbiz.de/10013422598
Saved in:
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