Tagged Questions
1
vote
1answer
64 views
Proxy for Expected Economic Growth
Can anyone help me understand how expected economic growth is usually measured? I've read several papers that talk about using breakeven inflation as a proxy for expected inflation, and then the ...
5
votes
4answers
305 views
Regressor: Nominal return, continuous return or first difference?
Suppose the application is linear models in financial econometrics. If we want to analyze stocks, the standard approach is to take the continuous/log return: $\ln{ \frac{P_t}{P_{t-1}} }$. Suppose, ...
0
votes
1answer
89 views
Regression extensions
I'm trying to find extensions for my regression and obviously would like to use PE, BV and CFO. But I've got monthly data, while all company's fundamentals are semi-annually... Can I deal with it ...
4
votes
1answer
280 views
Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?
When a researcher in economics or finance wants to apply a linear regression model but suspects a non-linear relationship between one of the regressors and the dependent variable, it is typical to ...
