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