Univariate vs. multivariate forecasts of GNP growth and stock returns
Subtitle: evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent income hypothesis
By: John H. Cochrane.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- Working paper no. 3427; Working paper series (National Bureau of Economic Research) -- working paper no. 3427.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 28
Subjects: Gross national product -- United States -- Growth -- Econometric models.; Gross national product -- Forecasting -- Econometric models.; Dividends -- United States -- Econometric models.; Stocks -- Prices -- United States -- Econometric models.; Permanent income theory -- Econometric models.
Notes: "September 1990".

Includes bibliographical references (p. 27-28).