The forward looking information content of equity and bond markets for aggregate investments
Year of publication: |
2014
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Authors: | Gallegati, Marco ; Ramsey, James B. |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 75.2014, C, p. 1-24
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Publisher: |
Elsevier |
Subject: | Wavelet analysis | Q theory | Stock market prices | Corporate bond prices |
Type of publication: | Article |
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Classification: | C14 - Semiparametric and Nonparametric Methods ; C29 - Econometric Methods: Single Equation Models. Other ; C52 - Model Evaluation and Testing ; E22 - Capital; Investment (including Inventories); Capacity ; E44 - Financial Markets and the Macroeconomy |
Source: |
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The forward looking information content of equity and bond markets for aggregate investments
Gallegati, Marco, (2014)
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Bond vs stock market's Q: Testing for stability across frequencies and over time
Gallegati, Marco, (2013)
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Gallegati, Marco, (2013)
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The decomposition of the inflation-unemployment relationship by time scale using wavelets
Gallegati, Marco, (2006)
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The US wage Phillips curve over different time horizons
Gallegati, Marco, (2009)
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Instrumental variables and wavelet decompositions
Ramsey, James B., (2010)
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