Does the stock market predict real activity? Time series evidence from the G-7 countries
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- Robert J. Barro, 1989.
"The Stock Market and Investment,"
NBER Working Papers
2925, National Bureau of Economic Research, Inc.
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- Fama, Eugene F, 1990. " Stock Returns, Expected Returns, and Real Activity," Journal of Finance, American Finance Association, vol. 45(4), pages 1089-1108, September.
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
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