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Bunk, Patrick - 2011

dynamics as news identified through a broader stock price index, patent applications, the relative price of investment or …

Persistent link: https://www.econbiz.de/10009229732

Stock market and investment goods prices : implications for macroeconomics

Christiano, Lawrence J.; Fisher, Jonas D. M. - 2003

Persistent link: https://www.econbiz.de/10001815417

Stock market and investment good prices : implications for macroeconomics

Christiano, Lawrence J.; Fisher, Jonas D. M. - 1998

Persistent link: https://www.econbiz.de/10000996181

Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008

Persistent link: https://www.econbiz.de/10003787630

Uncertainty shocks, asset supply and pricing over the business cycle

Bianchi, Francesco; Ilut, Cosmin; Schneider, Martin - 2014

Persistent link: https://www.econbiz.de/10010360032

Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008

The role of expectations for economic fluctuations has received considerable attention in recent business cycle analysis. We exploit Markov regime switching models to identify shocks in cointegrated structural vector autoregressions and investigate different identification schemes for bi-variate...