On the interrelationships among real, monetary, and financial variables
AbstractResults 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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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Financial Economics.
Volume (Year): 9 (1999)
Issue (Month): 3 ()
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- 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.
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