Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption, aggregate wealth and expected stock returns: an FCVAR approach |
scientific article |
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Consumption, aggregate wealth and expected stock returns: an FCVAR approach (English)
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17 August 2021
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cay
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cointegration
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fractional cointegration
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fractional integration
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vector autoregressive model
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likelihood inference
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