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Moments of Cross-Sectional Stock Market Returns and the German Business Cycle
Döpke, Jörg; Müller, Karsten; Tegtmeier, Lars - 2022
Based on monthly data covering the period from 1987 to 2019, we analyse whether cross-sectional moments of stock market returns may provide information about the future position of the German business cycle. We apply in-sample forecasting regressions with and without leading indicators as...
Persistent link: https://www.econbiz.de/10013290016
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Short run comovement, persistent shocks, and the business cycle
Breitung, Jörg - 1993
Persistent link: https://www.econbiz.de/10013416238
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Stilisierte Fakten und internationale reale Konjunkturmodelle
Gail, Michael (contributor) - 1998
Persistent link: https://www.econbiz.de/10001371702
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Short run comovement, persistent shocks and the business cycle
Breitung, Jörg - In: Jahrbücher für Nationalökonomie und Statistik 217 (1998) 4, pp. 436-448
Persistent link: https://www.econbiz.de/10001253951
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Stylized facts and international business cycles : the German case
Gail, Michael - 1998
Persistent link: https://www.econbiz.de/10000997458
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An Adelman-test for growth cycles in West Germany
Lucke, Bernd - In: Empirical economics : a journal of the Institute for … 22 (1997) 1, pp. 15-40
Persistent link: https://www.econbiz.de/10001214750
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Determinants of business cycles in small scale macroeconomic models : the German case
Maußner, Alfred (contributor); Spatz, Julius (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001642748
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Determinants of business cycles in small scale macroeconomic models : the German case
Maußner, Alfred; Spatz, Julius - 2003
Persistent link: https://www.econbiz.de/10001756147