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Development of "alternative data consumption index" : nowcasting private consumption using alternative data

Okubo, Tomohiro; Takahashi, Koji; Inatsugu, Haruhiko; … - 2022

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Predictors and portfolios over the life cycle

Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing and …, (pp. 51-108). 2017

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Human capital measures and stock return predictability : macroeconomic versus microeconomic approaches

Lee, Jaeram; Ihm, Jungjoon; Ryu, Doojin - In: Finance research letters 21 (2017), pp. 53-56

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Testing cointegration between workers' remittances and human capital formation in Sri Lanka

Aslam, Ahamed Lebbe Mohamed; Sivarajasingham, Selliah - In: Journal of economic and administrative sciences 39 (2023) 3, pp. 687-708

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How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital

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The US consumption-wealth ratio and foreign stock markets : international evidence for return predictability

Nitschka, Thomas (contributor) - 2006

A simple manipulation of the cointegrated framework proposed by Lettau and Ludvigson (2001, 2004) allows to demonstrate that temporary fluctuations of the U.S. consumption-wealth ratio predict excess returns on international stock markets. This finding is the reflection of an important common,...