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Out-of-sample forecast performance of economic variables for France, Germany, and Italy
Raabe, Katharina - 2002
industrial production growth in France, Germany, and Italy. The analysis is carried out for two sets of forecasts whose main …
Persistent link: https://www.econbiz.de/10001690865
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Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios - In: European financial management : the journal of the … 4 (1998) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Excess Stock Returns and News : Evidence from European Markets
Malliaropulos, Dimitris - 2022
This paper aims at decomposing the forecast error variance of excess returns in five major European stock markets into the variance of news about future excess returns, dividends and real interest rates. Special emphasis is given on the issue of stationarity and structural breaks in the...
Persistent link: https://www.econbiz.de/10014236921
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Months for Cyclical Dominance und ifo Geschäftsklima
Abberger, Klaus; Nierhaus, Wolfgang - In: Ifo-Schnelldienst 62 (2009) 7, pp. 11-19
gilt das ifo Geschäftsklima zu Recht als zentraler Indikator für die Beurteilung der Konjunkturentwicklung in Deutschland. …
Persistent link: https://www.econbiz.de/10003830990
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Aspekte der Konjunkturprognose : Modellierung, Vorhersage und Datenqualität des Bruttoinlandsprodukts
Boysen-Hogrefe, Jens - 2008
Persistent link: https://www.econbiz.de/10003721555
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Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics
Ghonghadze, Jaba - 2013
Persistent link: https://www.econbiz.de/10009706287
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Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009
, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the … parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France … former country this applies both to the zero and the seasonal frequencies, in the case of Italy the nonstationarity comes …
Persistent link: https://www.econbiz.de/10003832660
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Multi-Factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009
, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the … parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France … former country this applies both to the zero and the seasonal frequencies, in the case of Italy the nonstationarity comes …
Persistent link: https://www.econbiz.de/10003850335
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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361