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Macroeconomic forecasts under...
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653
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644
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622
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605
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550
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529
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528
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513
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496
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488
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483
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458
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455
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450
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443
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442
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437
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436
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433
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418
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417
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402
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397
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393
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390
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375
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370
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366
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365
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363
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354
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353
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352
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130
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Computers & operations research : and their applications to problems of world concern ; an international journal
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2,229
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2,069
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2,001
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693
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Showing
1
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1,065,810
Sort
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date (newest first)
date (oldest first)
1
Macroeconomic forecasts under the prism of error-correction models
Antzoulatos, Angelos A.
-
1997
Persistent link: https://www.econbiz.de/10001376368
Saved in:
2
Cointegration
analysis with mixed-frequency data
Seong, Byeongchan
(
contributor
);
Ahn, Sung K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003496561
Saved in:
3
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2012
Persistent link: https://www.econbiz.de/10009524285
Saved in:
4
Does consumption-wealth ratio signal stock returns? : VECM results for Germany
Fang, Xu
(
contributor
)
-
2005
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performances of...
Persistent link: https://www.econbiz.de/10002633392
Saved in:
5
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
little evidence for them. We argue that this outcome could be due to episodic failure of
cointegration
, possible two …
Persistent link: https://www.econbiz.de/10013041372
Saved in:
6
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
7
Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
Saved in:
8
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,...
Persistent link: https://www.econbiz.de/10003355043
Saved in:
9
Three essays on financial economics
Lee, Hangyong
-
2003
Persistent link: https://www.econbiz.de/10003623717
Saved in:
10
Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany
Xu, Fang
-
2009
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performance of...
Persistent link: https://www.econbiz.de/10013154587
Saved in:
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