Does the Real Business Cycle Help Forecast the Financial Cycle?

This study investigates the relationship between the financial market and the real business cycle in the US from February 1987 to March 2016. Using different monthly time-series as proxies for the financial and macroeconomic cycles, we first specify the determinants and then build two indicators to...

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Detalles Bibliográficos
Autores principales: Jawadi, Fredj, Ameur, Hachmi Ben, Bigou, Stephanie, Flageollet, Alexis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8458048/
https://www.ncbi.nlm.nih.gov/pubmed/34580566
http://dx.doi.org/10.1007/s10614-021-10193-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8458048/
https://www.ncbi.nlm.nih.gov/pubmed/34580566
http://dx.doi.org/10.1007/s10614-021-10193-8

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