Narrow search
Showing 11 - 14 of 14
Cover Image
Financial markets and the real economy : discussion
Hansen, Lars Peter - In: Handbook of the equity risk premium, (pp. 326-329). 2008
Persistent link: https://www.econbiz.de/10003598625
Cover Image
Continuous-Time Linear Models
Cochrane, John H. - 2012
I translate familiar concepts of discrete-time time-series to contnuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas
Persistent link: https://www.econbiz.de/10012460479
Cover Image
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns : Evidence and Implications for the Persistence of Shocks, Detrending Methods
Cochrane, John H. - 1990
Lagged GNP growth rates are poor forecasts of future GNP growth rates in postwar US data, leading to the impression that GNP is nearly a random walk. However, other variables, and especially the lagged consumption/GNP ratio, do forecast long-horizon GNP growth, and show that GNP has temporary...
Persistent link: https://www.econbiz.de/10012475603
Cover Image
Univariate vs. Multivariate Forecasts of Gnp Growth and Stock Returns : Evidence and Implications for the Persistence of Shocks, Detrending Methods
Cochrane, John H. - 2021
Lagged GNP growth rates are poor forecasts of future GNP growth rates in postwar US data, leading to the impression that GNP is nearly a random walk. However, other variables, and especially the lagged consumption/GNP ratio, do forecast long-horizon GNP growth, and show that GNP has temporary...
Persistent link: https://www.econbiz.de/10013228027