Stock returns, inflation, and the `proxy hypothesis':

DOI10.1016/0165-1765(94)00568-MzbMath0900.90177OpenAlexW3121434008MaRDI QIDQ673408

Pierluigi Balduzzi

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00568-m

zbMATH Keywords

Vector autoregressionCovariance decompositionproduction growthVector moving average

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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