Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/10953 |
Resumo: | It is well known that cointegration between the level of two variables (e.g. prices and dividends) is a necessary condition to assess the empirical validity of a present-value model (PVM) linking them. The work on cointegration,namelyon long-run co-movements, has been so prevalent that it is often over-looked that another necessary condition for the PVM to hold is that the forecast error entailed by the model is orthogonal to the past. This amounts to investigate whether short-run co-movememts steming from common cyclical feature restrictions are also present in such a system. In this paper we test for the presence of such co-movement on long- and short-term interest rates and on price and dividend for the U.S. economy. We focuss on the potential improvement in forecasting accuracies when imposing those two types of restrictions coming from economic theory. |
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Guillen, Osmani Teixeira CarvalhoHecq, AlainIssler, João VictorSaraiva, Diogo Vinícius MenezesEscolas::EPGEFGV2013-07-01T21:03:08Z2013-07-01T21:03:08Z2013-07-010104-8910http://hdl.handle.net/10438/10953It is well known that cointegration between the level of two variables (e.g. prices and dividends) is a necessary condition to assess the empirical validity of a present-value model (PVM) linking them. The work on cointegration,namelyon long-run co-movements, has been so prevalent that it is often over-looked that another necessary condition for the PVM to hold is that the forecast error entailed by the model is orthogonal to the past. This amounts to investigate whether short-run co-movememts steming from common cyclical feature restrictions are also present in such a system. In this paper we test for the presence of such co-movement on long- and short-term interest rates and on price and dividend for the U.S. economy. We focuss on the potential improvement in forecasting accuracies when imposing those two types of restrictions coming from economic theory.engFundação Getulio Vargas. Escola de Pós-graduação em EconomiaEnsaios Econômicos;742ForecastingMultivariate modelsVector autoregression (VAR)Present-value restrictionsCommon cyclesCointegrationInterest ratesPrices and dividendsEconomiaEconomiaTaxas de jurosCointegraçãoForecasting multivariate time series under present-value-model short- and long-run co-movement restrictionsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALForecasting-Multivariate-Time-Series-under-Present-Value-Model-Short--and-Long-run-Co-movement-Restrictions-.pdfForecasting-Multivariate-Time-Series-under-Present-Value-Model-Short--and-Long-run-Co-movement-Restrictions-.pdfapplication/pdf481661https://repositorio.fgv.br/bitstreams/be75edbe-eda6-45f5-bed4-ba9d7e4f570e/download8becd46e382a552260cf05232262bcbdMD56LICENSElicense.txtlicense.txttext/plain; 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|
dc.title.eng.fl_str_mv |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
title |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
spellingShingle |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions Guillen, Osmani Teixeira Carvalho Forecasting Multivariate models Vector autoregression (VAR) Present-value restrictions Common cycles Cointegration Interest rates Prices and dividends Economia Economia Taxas de juros Cointegração |
title_short |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
title_full |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
title_fullStr |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
title_full_unstemmed |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
title_sort |
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions |
author |
Guillen, Osmani Teixeira Carvalho |
author_facet |
Guillen, Osmani Teixeira Carvalho Hecq, Alain Issler, João Victor Saraiva, Diogo Vinícius Menezes |
author_role |
author |
author2 |
Hecq, Alain Issler, João Victor Saraiva, Diogo Vinícius Menezes |
author2_role |
author author author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.author.fl_str_mv |
Guillen, Osmani Teixeira Carvalho Hecq, Alain Issler, João Victor Saraiva, Diogo Vinícius Menezes |
dc.subject.eng.fl_str_mv |
Forecasting Multivariate models Vector autoregression (VAR) Present-value restrictions Common cycles Cointegration Interest rates Prices and dividends |
topic |
Forecasting Multivariate models Vector autoregression (VAR) Present-value restrictions Common cycles Cointegration Interest rates Prices and dividends Economia Economia Taxas de juros Cointegração |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Economia Taxas de juros Cointegração |
description |
It is well known that cointegration between the level of two variables (e.g. prices and dividends) is a necessary condition to assess the empirical validity of a present-value model (PVM) linking them. The work on cointegration,namelyon long-run co-movements, has been so prevalent that it is often over-looked that another necessary condition for the PVM to hold is that the forecast error entailed by the model is orthogonal to the past. This amounts to investigate whether short-run co-movememts steming from common cyclical feature restrictions are also present in such a system. In this paper we test for the presence of such co-movement on long- and short-term interest rates and on price and dividend for the U.S. economy. We focuss on the potential improvement in forecasting accuracies when imposing those two types of restrictions coming from economic theory. |
publishDate |
2013 |
dc.date.accessioned.fl_str_mv |
2013-07-01T21:03:08Z |
dc.date.available.fl_str_mv |
2013-07-01T21:03:08Z |
dc.date.issued.fl_str_mv |
2013-07-01 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/10953 |
dc.identifier.issn.none.fl_str_mv |
0104-8910 |
identifier_str_mv |
0104-8910 |
url |
http://hdl.handle.net/10438/10953 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.ispartofseries.por.fl_str_mv |
Ensaios Econômicos;742 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Fundação Getulio Vargas. Escola de Pós-graduação em Economia |
publisher.none.fl_str_mv |
Fundação Getulio Vargas. Escola de Pós-graduação em Economia |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
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Repositório Institucional do FGV (FGV Repositório Digital) |
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