An investigation into the cyclical behaviour of output, money, stock prices and interest rates

Imad Moosa

Applied Economics Letters, 1998, vol. 5, issue 4, 235-238

Abstract: This paper examines the cyclical behaviour of output, money, stock prices and interest rates using annual US data covering the period 1900-91. The cyclical components are extracted from a seemingly unrelated time series equations model. The cyclical relationships are subsequently assessed by examining the contemporaneous and lagged correlations. The results reveal that the cyclical relationships weakened in the post-war period.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:5:y:1998:i:4:p:235-238

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DOI: 10.1080/135048598354889

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