Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Claudiu Tiberiu Albulescu, Christian Aubin and Daniel Goyeau
| Year of publication: |
April 2017
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| Authors: | Albulescu, Claudiu Tiberiu ; Aubin, Christian ; Goyeau, Daniel |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 18, p. 1794-1807
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| Subject: | stock prices | inflation uncertainty | cointegration with structural breaks | unobserved component model | U.S. | Inflation | USA | United States | Börsenkurs | Share price | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Schätzung | Estimation | Inflationserwartung | Inflation expectations | Aktienindex | Stock index | Risiko | Risk | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1226491 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815423