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| Tekijä: | Choi, J. J. Hauser, S. Kopecky, J. |
| Otsikko: | Does the stock market predict real activity? Time series evidence from the G-7 countries |
| Lehti: | Journal of Banking and Finance
1999 : DEC, VOL. 23:12, p. 1771-1792 |
| Asiasana: | Stock markets Stock returns Share prices Production Developed economies |
| Kieli: | eng |
| Tiivistelmä: | The authors examine the relationship between industrial production (IP) growth rates and lagged real stock returns for the G-7 countries using both in-sample cointegration and error-correction models and the out-of-sample forecast- evaluation procedure of Ashley et al. (1980). |
SCIMA