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Volumn 41, Issue 4, 2006, Pages 513-545

Dynamic interactions among the stock market, federal funds rate, inflation, and economic activity

Author keywords

Cointegration; E44; E52; Economic activity; Equity market; G10; Granger causality; Inflation; Monetary policy; VAR

Indexed keywords


EID: 85040387816     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2006.00155.x     Document Type: Article
Times cited : (32)

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