The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should utilize when evaluating the risk-return...

The objective of this paper is to estimate the agricultural output gap for Greece during the period 1858-1938 using the univariate approach. To investigate the unit root hypothesis we use the Lumsdaine & Papell methodology. We show that models containing the agricultural output gap, as measured...