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

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References

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2010Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?259 cited
2007Wavelet analysis of stock returns and aggregate economic activity200 cited
2003Stock returns and output growth in emerging and advanced economies143 cited
2006Output and expected returns138 cited

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2012Natural gas prices and stock prices: Evidence from EU-15 countries89 cited

2009Financial Sector Pro-Cyclicality: Lessons from the Crisis88 cited

2012Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain88 cited

2003Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?83 cited

2008Stock returns and economic activity in mature and emerging markets73 cited

2004Do stock market returns predict changes to output? Evidence from a nonlinear panel data model64 cited

2005Wealth and Asset Price Effects on Economic Activity64 cited

2016Stock returns and interest rates around the World: A panel data approach64 cited

2014Recession Prediction Using Yield Curve and Stock Market Liquidity Deviation Measures47 cited

2023McVCsB: A new hybrid deep learning network for stock index prediction45 cited

2000Stock Returns and Output Growth in Emerging and Advanced Economies42 cited

2012International Portfolio Diversification and Multilateral Effects of Correlations40 cited