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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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Working Paper: Learning about the Interdependence between the Macroeconomy and the Stock Market (2008) Downloads
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