Gordon Growth Model with Vector Autoregressive Process

Battulga Gankhuu

Papers from arXiv.org

Abstract: In this study, we introduce a Gordon's dividend discount model, based on Vector Autoregressive Process (VAR). We provide two Propositions, which are related to generic Gordon growth model and Gordon growth model, which is based on the VAR process.

Date: 2024-06, Revised 2024-07
New Economics Papers: this item is included in nep-gro
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2406.19424

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