Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach
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HERMES-IR (Hitotsubashi University Repository): Research & Education Resources
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Bibliographic Record
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- Material Type
- 文書・図像類
- Author/Editor
- Morita, Hiroshi
- Author Heading
- Publication, Distribution, etc.
- Publication Date
- 2022-03
- Publication Date (W3CDTF)
- 2022-03
- Contributor
- Hitotsubashi Institute for Advanced Study, Hitotsubashi University
- Text Language Code
- eng
- Subject Heading