The predictive content of sectoral stock prices: a US-euro area comparison
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References listed on IDEAS
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More about this item
Keywordsconsumption and investment; euro area; forecasting real GDP; sectoral stock prices; stock market valuation metrics; US;
All these keywords.
- 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-CBA-2011-06-04 (Central Banking)
- NEP-EEC-2011-06-04 (European Economics)
- NEP-FOR-2011-06-04 (Forecasting)
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