Do stock prices contain predictive power for the future economic activity? : a Granger causality analysis in the frequency domain
Year of publication: |
2013
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Authors: | Croux, Christophe ; Reusens, Peter |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 35.2013, p. 93-103
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Subject: | Frequency domain | Granger causality | Gross domestic product | Predictive power | Stock prices | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
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