Factor analysis of permanent and transitory dynamics of the US economy and the stock market (JAE 2011)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Zeynep Senyuz Factor analysis of permanent and transitory dynamics of the US economy and the stock market JAE 2011 6 975–998 C32, E32, E44 Business cycles, Stock market, Permanent and transitory components, Dynamic factor Markov switching models

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Unit root test, Times series - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1193 IDEAS: a/wly/japmet/v26y2011i6p975-998.html EconPapers: RePEc:wly:japmet:v:26:y:2011:i:6:p:975-998


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