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 VAR; Factor Augmented VAR;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-11-06 (All new papers)
- NEP-FDG-2016-11-06 (Financial Development & Growth)
- NEP-MAC-2016-11-06 (Macroeconomics)
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