Multivariate estimates of the permanent components of GNP and stock prices (Q1104023)
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scientific article; zbMATH DE number 4054886
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate estimates of the permanent components of GNP and stock prices |
scientific article; zbMATH DE number 4054886 |
Statements
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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0.7826966047286987
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0.7530706524848938
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0.7036941051483154
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