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ArticleDoes the stock market predict real activity? Time series evidence from the G-7 countries

Jongmoo Jay Choi1999

Article1999

Does the stock market predict real activity? Time series evidence from the G-7 countries

Jongmoo Jay Choi · Shmuel Hauser

158 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1980Testing for causality 1990Stock Returns, Expected Returns, and Real Activity 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation 1990Stock Returns and Real Activity: A Century of Evidence 1990The Stock Market and Investment 1992Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation 1980Advertising and Aggregate Consumption: An Analysis of Causality

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2010Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?2007Wavelet analysis of stock returns and aggregate economic activity 2003Stock returns and output growth in emerging and advanced economies 2006Output and expected returns 2012Natural gas prices and stock prices: Evidence from EU-15 countries 2009Financial Sector Pro-Cyclicality: Lessons from the Crisis

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Year1999

Typearticle

Published1999-12-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations158

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0378-4266(99)00020-5

openalex_workW2011582763

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2012Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain

2003Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?