Interpreting the predictive power of the consumption-wealth ratio

Journal of Empirical Finance

Volumn 13, Issue 2, 2006, Pages 183-202

  Hahn, Jaehoon ^a   Lee, Hangyong ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b Korea Development Institute   (South Korea)

Author keywords

Cointegration; Consumption wealth ratio; Forecasting

Indexed keywords

EID: 33344473049     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2005.09.002     Document Type: Article

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