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~person:"Kumari, Swati"
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Kumari, Swati
Kishor, N. Kundan
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Consumption and expected asset returns : an unobserved-component approach
Kishor, N. Kundan
;
Kumari, Swati
- In:
Macroeconomic dynamics
19
(
2015
)
5
,
pp. 1023-1044
Persistent link: https://www.econbiz.de/10011309194
Saved in:
2
Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan
;
Kumari, Swati
;
Song, Suyong
- In:
Finance research letters
12
(
2015
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
Saved in:
3
Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan
;
Kumari, Swati
;
Song, Suyong
- In:
Finance Research Letters
12
(
2015
)
C
,
pp. 92-99
This paper uses an unobserved
component
model
with heteroskedastic disturbances based on Harvey et al. (1992) to …
Persistent link: https://www.econbiz.de/10011191196
Saved in:
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