Showing 1 - 10 of 188,858
Persistent link: https://www.econbiz.de/10000617392
This paper extends the VECM cointegration model and PT (permanent-transitory) variance decomposition framework proposed by Lettau & Ludvigson (2004) and applies them on the Swedish data spanning from 1980q1 to 2004q4. There are strong statistical evidences that the movements of aggregate...
Persistent link: https://www.econbiz.de/10010321586
Persistent link: https://www.econbiz.de/10000113643
Persistent link: https://www.econbiz.de/10003354945
Persistent link: https://www.econbiz.de/10003305259
Persistent link: https://www.econbiz.de/10003880360
Persistent link: https://www.econbiz.de/10002076905
Persistent link: https://www.econbiz.de/10002304503