Bork, Lasse; Dewachter, Hans; Houssa, Romain - School of Economics and Management, University of Aarhus - 2009
production
factor (hrs); Housing Starts non-farm (series 54) for the housing factor (h); NAPM commodity
price index (series 102 … in the NAPM commodity
price index. The stock market factor (s) explains more than 97% of variation in
the NYSE index …