The predictive content of sectoral stock prices: a US-euro area comparison
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References listed on IDEAS
- Bianca De Paoli & Pawel Zabczyk, 2013.
"Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 45(1), pages 1-36, February.
- De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
- Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical Risk Aversion, Precautionary Saving and Monetary Policy," CEP Discussion Papers dp1132, Centre for Economic Performance, LSE.
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- Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014.
"A predictability test for a small number of nested models,"
Journal of Econometrics,
Elsevier, vol. 182(1), pages 174-185.
- Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
More about this item
Keywordsconsumption and investment; euro area; forecasting real GDP; sectoral stock prices; stock market valuation metrics; US;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-04 (All new papers)
- NEP-CBA-2011-06-04 (Central Banking)
- NEP-EEC-2011-06-04 (European Economics)
- NEP-FOR-2011-06-04 (Forecasting)
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