Multivariate estimates of the permanent components of GNP and stock prices
type: Item
instance of: scholarly article
title: Multivariate estimates of the permanent components of GNP and stock prices
zbMATH Open document ID: 0646.62108
DOI: 10.1016/0165-1889(88)90042-5
author: John H. Cochrane
author: Argia M. Sbordone
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 4054886
zbMATH Keywords: permanent components of GNP
zbMATH Keywords: stationarity
zbMATH Keywords: stock prices
zbMATH Keywords: consumption/income ratio
zbMATH Keywords: dividend/price ratio
zbMATH Keywords: random walk component
MaRDI profile type: Publication
full work available at URL: 0165-1889(88)90042-5
OpenAlex ID: W2150838399
cites work: Are Output Fluctuations Transitory?
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cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Q4778193
cites work: Testing for cointegration using principal components methods
cites work: Q4106692
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 4054886