Brokers and business cycles: Does financial market volatility cause real fluctuations?
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More about this item
KeywordsUncertainty; GARCH models; forecasting; Granger-non-causality; causality-in-variance;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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