Public capital and asset prices: Time-series evidence from Japan
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More about this item
KeywordsPublic infrastructure capital in Japan; Stock price targeting; Lag-Augmented vector autoregressive model; Factor-Augmented vector autoregressive model;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- H54 - Public Economics - - National Government Expenditures and Related Policies - - - Infrastructures
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