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Asset prices, credit and the business cycle

Chen, Xiaoshan; Kontonikas, Alexandros; Montagnoli, Alberto - In: Economics Letters 117 (2012) 3, pp. 857-861

This paper uses the multivariate unobserved components model with phase shifts to analyse the interaction of interest rates, output, asset prices and credit in the US. We find close linkages amongst cyclical fluctuations in the variables.

Persistent link: https://www.econbiz.de/10010594199

The random walk hypothesis of the exchange rate : Implications for a risk premium

Pikoulakis, Emmanuel; Mills, Terence C. - In: Economics Letters 45 (1994) 2, pp. 203-205

Persistent link: https://www.econbiz.de/10005307547

Cyclical unemployment and sectoral shifts: Further tests of the Lilien hypothesis for the UK

Mills, Terence C.; Pelloni, Gianluigi; Zervoyianni, Athina - In: Economics Letters 52 (1996) 1, pp. 55-60

Persistent link: https://www.econbiz.de/10005257925

Four paradoxes in U.K. GDP

Mills, Terence C. - In: Economics Letters 30 (1989) 4, pp. 287-290

Persistent link: https://www.econbiz.de/10005175125

The information loss through aggregation of the UK monetary components

Mills, Terence C. - In: Economics Letters 12 (1983) 3-4, pp. 305-311

Persistent link: https://www.econbiz.de/10005362204