Stock Prices, News, and Economic Fluctuations: Comment (AER 2014)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
André Kurmann, Elmar Mertens Stock Prices, News, and Economic Fluctuations: Comment AER 2014 4 1439–45 E32, E44, G12, G14 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website vector error correction model Macro, Time series postwar U.S. data on per capita stock index, total factor productivity USA MATLAB

This article is a replication of

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
Paul Beaudry, Franck Portier Stock Prices, News, and Economic Fluctuations AER 2006 4 1293-307 G12, E32, E44 - - - - - -

References

DOI: 10.1257/aer.104.4.1439 IDEAS: a/aea/aecrev/v104y2014i4p1439-45.html EconPapers: RePEc:aea:aecrev:v:104:y:2014:i:4:p:1439-45


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