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On the interrelationships among real, monetary, and financial variables

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  • A. F. Darrat
  • R. N. Dickens
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    Abstract

    Results from multivariate cointegration and error-correction models consistently reject the dichotomy conclusion of a recent paper in this Journal and reveal instead strong evidence of pronounced linkages among real, monetary, and financial sectors of the US economy. The results further indicate that the stock market is a key leading indicator of both monetary policy and real economic activity.

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    File URL: http://www.tandfonline.com/doi/abs/10.1080/096031099332366
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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Applied Financial Economics.

    Volume (Year): 9 (1999)
    Issue (Month): 3 ()
    Pages: 289-293

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    Handle: RePEc:taf:apfiec:v:9:y:1999:i:3:p:289-293

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    Cited by:
    1. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
    2. Mohammad Joarder & Monir Ahmed & Tahsina Haque & Syed Hasanuzzaman, 2014. "An empirical testing of informational efficiency in Bangladesh capital market," Economic Change and Restructuring, Springer, vol. 47(1), pages 63-87, February.

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