timmer.data
Creators:
Allan Timmermann
From the dataset abstract
The paper analyses the impact of persistence and volatility in the discount rate in present-value models on cointegration tests in levels and in logarithms. In simulations we find that...
Source: Cointegration tests of present value models with a time-varying discount factor (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/792a858a-c0a5-41bd-9bea-bb69e6c7a810/resource/ed509a29-330b-433e-927f-05abfcac82fd/download/timmer.data |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
