Tuesday, February 28, 2017

Nikkei 225

Here's the Nikkei 225 as a dynamic equilibrium model (same as this one on the S&P 500):


The transition is centered at 2000.7 (likely due to the demographic transition).

PS It is interesting that both the Nikkei and S&P 500 have roughly the same average growth rate (neglecting the exogenous shocks) of ~ 11%.

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