Multivariate estimates of the permanent components of GNP and stock prices (Q1104023): Difference between revisions
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scientific article
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English | Multivariate estimates of the permanent components of GNP and stock prices |
scientific article |
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Multivariate estimates of the permanent components of GNP and stock prices (English)
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1988
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permanent components of GNP
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stationarity
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stock prices
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consumption/income ratio
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dividend/price ratio
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random walk component
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