Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data

DOI10.2202/1558-3708.1001zbMath1080.91562OpenAlexW1990591107MaRDI QIDQ3368288

Willi Semmler, Peiyuan Zhu, Carl Chiarella, Stefan Mittnik

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/5659

zbMATH Keywords

nonlinear modelinterest ratesoutputStock marketBlanchard model

Mathematics Subject Classification ID

Related Items (1)

A dynamic general disequilibrium model of a sequential monetary production economy

Cites Work

• Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models

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