Inflation and Stock Market: CPI and S&P

Vladimir Mayevsky () and Lev Slutskin
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Vladimir Mayevsky: Institute of Economics of The Russian Academy of Sciences (IERAS)

Applied Econometrics, 2009, vol. 15, issue 3, 16-22

Abstract: Empirical/statistical analysis of effects of changes in index S&P 500 upon inflation processes in American economy in the years 1951–2009 is given. It is shown there is a statistically significant difference in CPI changes dependent on positive (negative) dynamics of index S&P 500 ones

Keywords: hypothesis testing; index S&P 500; inflation; Welsh test (search for similar items in EconPapers)
JEL-codes: C12 E31 E44 (search for similar items in EconPapers)
Date: 2009
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