Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
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- Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2003. "Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model," Department of Economics - Working Papers Series 868, The University of Melbourne.
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More about this item
KeywordsPanel data; current depth of recession; stock returns; E32;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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