Working paper

Predictability and Habit Persistence

Fabrice Collard, Patrick Fève, and Imen Ghattassi

JEL codes

  • C62: Existence and Stability Conditions of Equilibrium
  • G12: Asset Pricing • Trading Volume • Bond Interest Rates

Replaced by

Fabrice Collard, Patrick Fève, and Imen Ghattassi, Predictability and Habit Persistence, Journal of Economic Dynamics and Control, vol. 30, n. 11, November 2006, pp. 2217–2260.

Reference

Fabrice Collard, Patrick Fève, and Imen Ghattassi, Predictability and Habit Persistence, IDEI Working Paper, n. 339, January 2005.

See also

Published in

IDEI Working Paper, n. 339, January 2005