Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race-Reference-Cited by-同舟云学术

Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race

Published:2018-12-09 Issue:8 Volume:51 Page:2239-2291
ISSN:0022-2879
Container-title:Journal of Money, Credit and Banking
language:en
Short-container-title:Journal of Money, Credit and Banking

Author:

JONDEAU ERIC,ROCKINGER MICHAEL

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jmcb.12586

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3. IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA

4. Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium

5. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

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