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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| 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 |