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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1059056016301423
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Learning about the Interdependence between the Macroeconomy and the Stock Market (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Access Statistics for this article

International Review of Economics & Finance is currently edited by H. Beladi and C. Chen

More articles in International Review of Economics & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).