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Do Stock Prices Contain Predictive Power for the Future Economic Activity? A Granger Causality Analysis in the Frequency Domain

Croux, Christophe - 2011

This paper investigates the predictive power for future domestic economic activity included in domestic stock prices, using a Granger causality analysis in the frequency domain. We are able to evaluate whether the predictive power is concentrated at the slowly fluctuating components or at the...

Persistent link: https://www.econbiz.de/10013117905

Do stock prices contain predictive power for the future economic activity? : a granger causality analysis in the frequency domain

Croux, Christophe; Reusens, Peter - 2011

Persistent link: https://www.econbiz.de/10009376812

Do stock prices contain predictive power for the future economic activity? : a Granger causality analysis in the frequency domain

Croux, Christophe; Reusens, Peter - In: Journal of macroeconomics 35 (2013), pp. 93-103

Persistent link: https://www.econbiz.de/10009723986

On the predictive content of production surveys : a pan-European study

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - In: International journal of forecasting 21 (2005) 2, pp. 363-375

Persistent link: https://www.econbiz.de/10002688166

Consumer sentiment and consumer spending : decomposing the Granger causal relationship in the time domain

Gelper, Sarah; Lemmens, A.; Croux, Christophe - 2004

Persistent link: https://www.econbiz.de/10002624221

On the predictive content of production surveys : a pan-European study

Lemmens, Aurélie (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001921590

On the predictive content of production surveys : a Pan-European study

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - 2004

Persistent link: https://www.econbiz.de/10001978531

Decomposing granger causality over the spectrum

Lemmens, Aurélie (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496881

Decomposing granger causality over the spectrum

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - 2004

Persistent link: https://www.econbiz.de/10002503528

Measuring and testing Granger causality over the spectrum : an application to European production expectation surveys

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - In: International journal of forecasting 24 (2008) 3, pp. 414-431

Persistent link: https://www.econbiz.de/10003764106

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