Determinants of Cyclical Aggregate Dividend Behavior
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References listed on IDEAS
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More about this item
KeywordsHodrick-Prescott de-trending method; Aggregate dividend behavior; Current and permanent aggregate earnings; Present value constraint; Real interest rates; Stationarity; Conditional heteroscedasticity;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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