Consumption, aggregate wealth and expected stock returns: an FCVAR approach
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Publication:2046049
DOI10.1515/jtse-2020-0029OpenAlexW3116058812MaRDI QIDQ2046049
Publication date: 17 August 2021
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2020-0029
cointegrationfractional integrationfractional cointegrationlikelihood inferencevector autoregressive modelcay
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Cites Work
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