Similar Search Results - EconBiz

Stock Prices, Earnings and Expected Dividends

Campbell, John Y.; Shiller, Robert J. - Cowles Foundation for Research in Economics, Yale University - 1988

average of real earnings is a good predictor of the present value of future real dividends. This is true even when the … value of future real dividends is roughly a weighted average of moving average earnings and current real price, with between …

Persistent link: https://www.econbiz.de/10005249149

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Shiller, Robert J.; Campbell, John Y. - Cowles Foundation for Research in Economics, Yale University - 1986

A linearization of a rational expectations present value model for corporate stock prices produces a simple relation between the log dividend-price ratio and mathematical expectations of future log real dividend changes and future real discount rates. This relation can be tested using vector...

Persistent link: https://www.econbiz.de/10005762786

Permanent income, current income, and consumption

Campbell, John Y.; Mankiw, Nicholas Gregory - 1987

Persistent link: https://www.econbiz.de/10000745698

Permanent income, current income, and consumption

Campbell, John Y.; Mankiw, Nicholas Gregory - 1989

Persistent link: https://www.econbiz.de/10000782611

Consumption, income, and interest rates : reinterpreting the time series evidence

Campbell, John Y.; Mankiw, Nicholas Gregory - 1989

Persistent link: https://www.econbiz.de/10000765798

Consumption, income, and interest rates : reinterpreting the time series evidence

Campbell, John Y.; Mankiw, Nicholas Gregory - 1989

Persistent link: https://www.econbiz.de/10000767647

The response of consumption to income : a cross-country investigation

Campbell, John Y.; Mankiw, Nicholas Gregory - 1990

Persistent link: https://www.econbiz.de/10000129064

Does saving anticipate declining labor income? : an alternative test of the permanent income hypothesis

Campbell, John Y. - 1986

Persistent link: https://www.econbiz.de/10000693357

Is consumption too smooth?

Campbell, John Y.; Deaton, Angus - 1987

Persistent link: https://www.econbiz.de/10000715990

Comment on the Campbell-Cochrane habit model

Ljungqvist, Lars; Uhlig, Harald - In: Journal of political economy 123 (2015) 5, pp. 1201-1213

Persistent link: https://www.econbiz.de/10011409389

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