Learning about the interdependence between the macroeconomy and the stock market

Fabio Milani

International Review of Economics & Finance, 2017, vol. 49, issue C, 223-242

Abstract: How strong is the interdependence between the macroeconomy and the stock market?

Keywords: New Keynesian model; Stock market; Wealth channel; Monetary policy; Constant-gain learning; Bayesian estimation; Non-Fully-rational expectations (search for similar items in EconPapers)
JEL-codes: E32 E44 E52 E58 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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Related works:
Working Paper: Learning about the Interdependence between the Macroeconomy and the Stock Market (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:reveco:v:49:y:2017:i:c:p:223-242

DOI: 10.1016/j.iref.2017.01.028

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