The output gap and expected security returns
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DOI: 10.1016/j.rfe.2014.04.001
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- Anindya Biswas, 2015. "The output gap and inflation in U.S. data: an empirical note," Economics Bulletin, AccessEcon, vol. 35(2), pages 841-845.
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More about this item
Keywords
Market returns predictability; Output gap; Real-time data; MIDAS regression; Beta-weighting scheme;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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