Stock market fluctuations and the business cycle

Journal of Economic and Social Measurement

Volumn 25, Issue 3-4, 1999, Pages 235-257

  Chauvet, Marcelle ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Business cycle; Dynamic factor; Markov switching; Stock market

Indexed keywords

EID: 0037862733     PISSN: 07479662     EISSN: None     Source Type: Journal    
DOI: 10.3233/jem-1999-0166     Document Type: Article

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