Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
Autor(a) principal: | |
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Data de Publicação: | 2015 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/13846 |
Resumo: | Using the theoretical framework of Lettau and Ludvigson (2001), we perform an empirical investigation on how widespread is the predictability of cay {a modi ed consumption-wealth ratio { once we consider a set of important countries from a global perspective. We chose to work with the set of G7 countries, which represent more than 64% of net global wealth and 46% of global GDP at market exchange rates. We evaluate the forecasting performance of cay using a panel-data approach, since applying cointegration and other time-series techniques is now standard practice in the panel-data literature. Hence, we generalize Lettau and Ludvigson's tests for a panel of important countries. We employ macroeconomic and nancial quarterly data for the group of G7 countries, forming an unbalanced panel. For most countries, data is available from the early 1990s until 2014Q1, but for the U.S. economy it is available from 1981Q1 through 2014Q1. Results of an exhaustive empirical investigation are overwhelmingly in favor of the predictive power of cay in forecasting future stock returns and excess returns. |
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Castro, Andressa Souza Campos MonteiroIssler, João VictorEscolas::EPGEFGV2015-07-16T14:21:13Z2015-07-16T14:21:13Z2015-070104-8910http://hdl.handle.net/10438/13846Using the theoretical framework of Lettau and Ludvigson (2001), we perform an empirical investigation on how widespread is the predictability of cay {a modi ed consumption-wealth ratio { once we consider a set of important countries from a global perspective. We chose to work with the set of G7 countries, which represent more than 64% of net global wealth and 46% of global GDP at market exchange rates. We evaluate the forecasting performance of cay using a panel-data approach, since applying cointegration and other time-series techniques is now standard practice in the panel-data literature. Hence, we generalize Lettau and Ludvigson's tests for a panel of important countries. We employ macroeconomic and nancial quarterly data for the group of G7 countries, forming an unbalanced panel. For most countries, data is available from the early 1990s until 2014Q1, but for the U.S. economy it is available from 1981Q1 through 2014Q1. Results of an exhaustive empirical investigation are overwhelmingly in favor of the predictive power of cay in forecasting future stock returns and excess returns.engFundação Getulio Vargas. Escola de Pós-graduação em EconomiaEnsaios Econômicos;767Stock returnsUnbalanced panelCoin-tegrating residualConsumption-wealth ratioEconomiaEconomiaConsumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countriesinfo: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/openAccessLICENSElicense.txtlicense.txttext/plain; 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dc.title.eng.fl_str_mv |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
title |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
spellingShingle |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries Castro, Andressa Souza Campos Monteiro Stock returns Unbalanced panel Coin-tegrating residual Consumption-wealth ratio Economia Economia |
title_short |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
title_full |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
title_fullStr |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
title_full_unstemmed |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
title_sort |
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
author |
Castro, Andressa Souza Campos Monteiro |
author_facet |
Castro, Andressa Souza Campos Monteiro Issler, João Victor |
author_role |
author |
author2 |
Issler, João Victor |
author2_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.author.fl_str_mv |
Castro, Andressa Souza Campos Monteiro Issler, João Victor |
dc.subject.eng.fl_str_mv |
Stock returns Unbalanced panel |
topic |
Stock returns Unbalanced panel Coin-tegrating residual Consumption-wealth ratio Economia Economia |
dc.subject.por.fl_str_mv |
Coin-tegrating residual Consumption-wealth ratio |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Economia |
description |
Using the theoretical framework of Lettau and Ludvigson (2001), we perform an empirical investigation on how widespread is the predictability of cay {a modi ed consumption-wealth ratio { once we consider a set of important countries from a global perspective. We chose to work with the set of G7 countries, which represent more than 64% of net global wealth and 46% of global GDP at market exchange rates. We evaluate the forecasting performance of cay using a panel-data approach, since applying cointegration and other time-series techniques is now standard practice in the panel-data literature. Hence, we generalize Lettau and Ludvigson's tests for a panel of important countries. We employ macroeconomic and nancial quarterly data for the group of G7 countries, forming an unbalanced panel. For most countries, data is available from the early 1990s until 2014Q1, but for the U.S. economy it is available from 1981Q1 through 2014Q1. Results of an exhaustive empirical investigation are overwhelmingly in favor of the predictive power of cay in forecasting future stock returns and excess returns. |
publishDate |
2015 |
dc.date.accessioned.fl_str_mv |
2015-07-16T14:21:13Z |
dc.date.available.fl_str_mv |
2015-07-16T14:21:13Z |
dc.date.issued.fl_str_mv |
2015-07 |
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/10438/13846 |
dc.identifier.issn.none.fl_str_mv |
0104-8910 |
identifier_str_mv |
0104-8910 |
url |
http://hdl.handle.net/10438/13846 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.ispartofseries.por.fl_str_mv |
Ensaios Econômicos;767 |
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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