The stock market crash of 2008 caused the Great Recession: Theory and evidence (JEDC 2012)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Roger E.A. Farmer The stock market crash of 2008 caused the Great Recession: Theory and evidence JEDC 2012 5 693-707 E20, E30, E32, G01 Unemployment, Keynesian economics, The stock market

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 2 - available online elsewhere than on journal website 0 - not available online bivariate vector autoregression - nominal home prices, employment, wages, stock market 1929Q4-2011Q1 available at http://rogerfarmer.com/NewWeb/Spreadsheets/Data%20for%20JEDC%20Paper.xlsx follow-up "The Stock Market Crash Really Did Cause the Great Recession" USA -

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
David Rosnick Farmer’s Folly: Bringing the Nikkei Godzilla to America CEPR 2013 - - - - 3 - reproduction (new methods) 1 - successful - 1 - yes -

References

DOI: 10.1016/j.jedc.2012.02.003 IDEAS: a/eee/dyncon/v36y2012i5p693-707.html EconPapers: RePEc:eee:dyncon:v:36:y:2012:i:5:p:693-707


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