A Common-Use Proxy for Economic Performance: Application to Asymmetric Causality between the Stock Returns and Growth
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More about this item
Keywordscurrent depth of recession; economic performance; stock return; causality;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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