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Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data

Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, … - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 1

In this paper we construct a model of stock market, interest rate and output interaction which is a generalization of the well known 1981 model of Blanchard. We allow for imperfect substitutability between stocks and bonds in the asset market and for lagged portfolio adjustment. The reaction of...

Persistent link: https://www.econbiz.de/10014620773

Stock market, interest rate and output : a model and estimation for US time series data

Chiarella, Carl; Mittnik, Stefan; Semmler, Willi; Zhu, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1

Persistent link: https://www.econbiz.de/10001790001

Overleveraging, financial fragility, and the banking-macro link : theory and empirical evidence

Mittnik, Stefan; Semmler, Willi - In: Macroeconomic dynamics 22 (2018) 1, pp. 4-32

Persistent link: https://www.econbiz.de/10011914950

Stock market, interest rate and output : a model and estimation for US time series data

Chiarella, Carl; Mittnik, Stefan; Semmler, Willi; Zhu, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1

Persistent link: https://www.econbiz.de/10009949769

Employment and Output Effects of Climate Policies

Kato, Mika; Mittnik, Stefan; Samaan, Daniel; Semmler, Willi - In: The Oxford handbook of the macroeconomics of global warming. 2015

Persistent link: https://www.econbiz.de/10013476569