STOCK PRICE EFFECTS OF PERMANENT AND TRANSITORY SHOCKS
- 1 October 1998
- journal article
- Published by Wiley in Economic Inquiry
- Vol. 36 (4), 540-552
- https://doi.org/10.1111/j.1465-7295.1998.tb01735.x
Abstract
No abstract availableKeywords
This publication has 22 references indexed in Scilit:
- The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation RevisitedJournal of Money, Credit and Banking, 1996
- The dynamic effects of aggregate demand and supply disturbances: Another lookEconomics Letters, 1995
- The Dynamic Effects of Aggregate Demand and Supply DisturbancesPublished by National Bureau of Economic Research ,1988
- The Dividend-Price Ratio and Expectations of Future Dividends and Discount FactorsThe Review of Financial Studies, 1988
- Permanent and Temporary Components of Stock PricesJournal of Political Economy, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Alternative explanations of the money-income correlationCarnegie-Rochester Conference Series on Public Policy, 1986
- Cointegration and Tests of Present Value ModelsPublished by National Bureau of Economic Research ,1986
- ExogeneityEconometrica, 1983
- Distribution of the Estimators for Autoregressive Time Series with a Unit RootJournal of the American Statistical Association, 1979