Cointegration analysis of the Fed model
- 1 December 2005
- journal article
- Published by Elsevier in Finance Research Letters
- Vol. 2 (4) , 248-259
- https://doi.org/10.1016/j.frl.2005.06.002
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Inflation Illusion and Stock PricesAmerican Economic Review, 2004
- Fight the Fed ModelThe Journal of Portfolio Management, 2003
- Protestantisme et utopie en France aux XVIe et XVIIe sièclesDiasporas, 2002
- The Predictive Ability of the Bond Stock Earnings Yield Differential in World-wide Equity MarketsSSRN Electronic Journal, 2002
- Stock Prices, Earnings, and Expected DividendsThe Journal of Finance, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980