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Code and data files for "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"

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Author Info

  • Jianfeng Yu

    (University of Minnesota)

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    Abstract

    Code and data to replicate the results of the article.

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    File URL: http://www.EconomicDynamics.org/codes/10/10-230/readme.txt
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    File URL: http://www.EconomicDynamics.org/codes/10/10-230/Coherency_RED_Final.zip
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    Bibliographic Info

    Software component provided by Review of Economic Dynamics in its series Computer Codes with number 10-230.

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    Programming language: Matlab
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    Date of creation: 2012
    Date of revision:
    Handle: RePEc:red:ccodes:10-230

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    Postal: Review of Economic Dynamics Academic Press Editorial Office 525 "B" Street, Suite 1900 San Diego, CA 92101
    Fax: 1-314-444-8731
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    Web page: http://www.EconomicDynamics.org/review.htm
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    Web: http://www.EconomicDynamics.org/RED17.htm

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