RATS programs to replicate Campbell and Ammer's JOF 1993 paper
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- Campbell, John Y & Ammer, John, 1993. " What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns," Journal of Finance, American Finance Association, vol. 48(1), pages 3-37, March.
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KeywordsVAR; variance decomposition;
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