<p>S&amp;P 500 price to dividend ratio: January 1973-- July 2017</p>

datasets

Apply the popular real-time monitoring strategy
proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.12131>, along with a new
bootstrap procedure designed to mitigate the potential impact of
heteroskedasticity and to effect family-wise size control in recursive
testing algorithms (Phillips and Shi, forthcoming).

Itamar Caspi

psymonitor

Real Time Monitoring of Asset Markets: Bubbles and Crisis

Peter C.B. Phillips

Shuping Shi

snp function

Format

S&amp;P 500 price to dividend ratio — snp

S&amp;P 500 price to dividend ratio

snp: S&P 500 price to dividend ratio

Description

Usage

Arguments

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Examples