Do stock prices contain predictive power for the future economic activity? : a Granger causality analysis in the frequency domain
Christophe Croux; Peter Reusens
| Year of publication: |
2013
|
|---|---|
| Authors: | Croux, Christophe ; Reusens, Peter |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 35.2013, p. 93-103
|
| Subject: | Frequency domain | Granger causality | Gross domestic product | Predictive power | Stock prices | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009723986