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Multivariate estimates of the permanent components of GNP and stock prices - MaRDI portal

Multivariate estimates of the permanent components of GNP and stock prices (Q1104023)

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scientific article; zbMATH DE number 4054886
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English
Multivariate estimates of the permanent components of GNP and stock prices
scientific article; zbMATH DE number 4054886

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    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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