Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities
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More about this item
Keywords
Economic Restrictions; Entropy Pooling; Flexible Probabilities; Markov-switching Models; Return Predictability; Stock Market Regimes; Sum-of-the Parts;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2024-09-23 (Financial Development and Growth)
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