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Does the stock market still lead real activity? — An investigation for the G-7 countries
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Does the stock market still lead real activity? — An investigation for the G-7 countries (2001)Does the stock market still lead real act…Stock market booms and real economic activity (2000)Stock market booms and real e…Does the stock market predict real activity? Time series evidence from the G-7 countries (1999)Does the stock market predict…Dynamic relations among international stock markets (1998)Dynamic relations among inter…Co-Movements of European Equity Markets Before and After the 1987 Crash (1997)Co-Movements of European Equi…A threshold autoregressive analysis of stock returns and real economic activity (1997)A threshold autoregressive an…Cointegration for the Applied Economist (1996)Cointegration for the Applied…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…A Primer on Cointegration with an Application to Money and Income (1994)A Primer on Cointegration wit…Why Does the Stock Market Fluctuate? (1993)Why Does the Stock Market Flu…The Stock Market and Investment: Is the Market a Sideshow? (1990)The Stock Market and Investme…The Stock Market and Investment (1990)The Stock Market and Investme…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Stock Returns and Real Activity: A Century of Evidence (1990)Stock Returns and Real Activi…The Stabilization of the U.S. Economy Evidence From the Stock Market (1988)The Stabilization of the U.S.…The observable implications of self-fulfilling expectations (1985)The observable implications o…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Effect of transportation infrastructure on economic growth in India: The VECM approach (2012)Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS) (2012)Estimation of Environmental Kuznets Curve for CO2 emission: Role of renewable energy generation in India (2017)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84 (1986)Ruling out divergent speculative bubbles (1986)Detecting periodically collapsing bubbles: a Markov-switching unit root test (1999)Asset Prices in an Exchange Economy (1978)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predictable Stock Returns: The Role of Small Sample Bias (1993)Stock Prices, News, and Business Conditions (1993)Firm Size and Cyclical Variations in Stock Returns (2000)A General Equilibrium Approach To Monetary Theory (1969)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Contrarian Investment, Extrapolation, and Risk (1993)A Reexamination of the Predictability of Economic Activity Using the Yield Spread (2002)How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States (2003)The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach (2004)More on a Stochastic Asset Model for Actuarial Use (1995)Spurious rejections by Dickey–Fuller tests in the presence of a break under the null (1998)Rational Capital Budgeting In An Irrational World (1996)When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2002)The Stock Market and Corporate Investment: A Test of Catering Theory (2008)How Does Information Quality Affect Stock Returns? (2000)Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (2009)Diagnostic Expectations and Stock Returns (2019)
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References

  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited
  • 1990Stock Returns and Real Activity: A Century of Evidence733 cited
  • 1990The Stock Market and Investment691 cited
  • 1994A Primer on Cointegration with an Application to Money and Income424 cited
  • 1993Why Does the Stock Market Fluctuate?418 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 1996Cointegration for the Applied Economist260 cited
  • 1985The observable implications of self-fulfilling expectations256 cited
  • 1999Does the stock market predict real activity? Time series evidence from the G-7 countries158 cited
  • 1997Co-Movements of European Equity Markets Before and After the 1987 Crash125 cited
  • 2000Stock market booms and real economic activity96 cited
  • 1998Dynamic relations among international stock markets64 cited
  • 1997A threshold autoregressive analysis of stock returns and real economic activity54 cited
  • 1988

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The Stabilization of the U.S. Economy Evidence From the Stock Market
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