Multivariate estimates of the permanent components of GNP and stock prices

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1988

Volume: 12

Issue: 2-3

Pages: 255-296

Authors (2)

Cochrane, John H. (not in RePEc) Sbordone, Argia M. (Federal Reserve Bank of New Yo...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count