Inflation and Stock Market: CPI and S&P

Empirical/statistical analysis of effects of changes in index S&P 500 upon inflation processes in American economy in the years 1951–2009 is given. It is shown there is a statistically significant difference in CPI changes dependent on positive (negative) dynamics of index S&P 500 ones

MoreLess

Year of publication:	2009
Authors:	Mayevsky, Vladimir ; Slutskin, Lev
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 15.2009, 3, p. 16-22
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	hypothesis testing \| index S&P 500 \| inflation \| Welsh test

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Classification:	C12 - Hypothesis Testing ; E31 - Price Level; Inflation; Deflation ; E44 - Financial Markets and the Macroeconomy
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009131091