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Volumn 96, Issue 4, 2006, Pages 1293-1307

Stock prices, news, and economic fluctuations

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33847668476     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.96.4.1293     Document Type: Article
Times cited : (536)

References (15)
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    • Benhabib, J.1    Farmer, R.E.A.2
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    • The Dynamic Effects of Aggregate Demand and Supply Disturbances
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    • Blanchard, O.J.1    Quah, D.2
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    • Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure
    • Chao, John C. and Phillips, Peter C. B. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure." Journal of Econometrics, 1999, 91(2), pp. 227-71.
    • (1999) Journal of Econometrics , vol.91 , Issue.2 , pp. 227-271
    • Chao, J.C.1    Phillips, P.C.B.2
  • 7
    • 29744440302 scopus 로고
    • Evanston, IL: Estima
    • Doan, Thomas J. RATS manual. Evanston, IL: Estima, 1992.
    • (1992) RATS manual
    • Doan, T.J.1
  • 8
    • 84977707061 scopus 로고
    • Stock Returns, Expected Returns, and Real Activity
    • Fama, Eugene F. "Stock Returns, Expected Returns, and Real Activity." Journal of Finance, 1990, 45(4), pp. 1089-1108.
    • (1990) Journal of Finance , vol.45 , Issue.4 , pp. 1089-1108
    • Fama, E.F.1
  • 9
    • 0000198452 scopus 로고    scopus 로고
    • Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?
    • Gali, Jordí. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?" American Economic Review, 1999, 89(1), pp. 249-71.
    • (1999) American Economic Review , vol.89 , Issue.1 , pp. 249-271
    • Gali, J.1
  • 10
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    • Princeton: Princeton University Press
    • Hamilton, James D. Time series analysis. Princeton: Princeton University Press, 1994.
    • (1994) Time series analysis
    • Hamilton, J.D.1
  • 11
    • 84981621724 scopus 로고
    • Determination of Cointegrating Rank in the Presence of a Linear Trend
    • Johansen, Soøren. "Determination of Cointegrating Rank in the Presence of a Linear Trend." Oxford Bulletin of Economics and Statistics, 1992, 54(3), pp. 383-97.
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , Issue.3 , pp. 383-397
    • Johansen, S.1
  • 13
    • 0034395571 scopus 로고    scopus 로고
    • Tests of Common Stochastic Trends
    • Nyblom, Jukka and Harvey, Andrew. "Tests of Common Stochastic Trends." Econometric Theory, 2000, 16(2), pp. 176-99.
    • (2000) Econometric Theory , vol.16 , Issue.2 , pp. 176-199
    • Nyblom, J.1    Harvey, A.2
  • 15
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    • Stock Returns and Real Activity: A Century of Evidence
    • Schwert, G. William. "Stock Returns and Real Activity: A Century of Evidence." Journal of Finance, 1990, 45(4), pp. 1237-57.
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    • Schwert, G.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.