Predictive content of the stock market for output revisited

Gabe de Bondt

Applied Economics Letters, 2009, vol. 16, issue 13, 1289-1294

Abstract: In-sample and out-of-sample evidence for major countries shows that stock price determinants (earnings, risk-free interest rate and equity risk premium) accurately predict real Gross Domestic Product beyond 1 year compared to the stock price index, dividend yield, price/earnings ratio and the Fed model.

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.

Related works:
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:taf:apeclt:v:16:y:2009:i:13:p:1289-1294

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/17446540802481821

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().