Stock Prices, News, and Economic Fluctuations (AER 2006)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Paul Beaudry, Franck Portier Stock Prices, News, and Economic Fluctuations AER 2006 4 1293-307 G12, E32, E44 -

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

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
André Kurmann, Elmar Mertens Stock Prices, News, and Economic Fluctuations: Comment AER 2014 4 1439–45 E32, E44, G12, G14 - - - - - -

References

DOI: 10.1257/aer.96.4.1293 IDEAS: a/aea/aecrev/v96y2006i4p1293-1307.html EconPapers: RePEc:aea:aecrev:v:96:y:2006:i:4:p:1293-1307


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