Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
Year of publication: |
2006
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Authors: | Dufour, Jean-Marie ; Tessier, David |
Institutions: | Bank of Canada |
Subject: | Monetary and financial indicators |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 28 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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