Stock market, interest rate and output: a model and estimation for US time series data

Chiarella, C Semmler, W Mittnik, S Zhu, P

Permalink

Publisher:: Berkeley Electronic Press
Publication Type:: Journal Article
Citation:: Studies in NonLinear Dynamics and Econometrics, 2002, 6 (1 / Article 2), pp. 1 - 37
Issue Date:: 2002-01

Open Access

Copyright Clearance Process

This item is open access.

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Semmler, W	en_US
dc.contributor.author	Mittnik, S	en_US
dc.contributor.author	Zhu, P	en_US
dc.date.issued	2002-01	en_US
dc.identifier.citation	Studies in NonLinear Dynamics and Econometrics, 2002, 6 (1 / Article 2), pp. 1 - 37	en_US
dc.identifier.issn	1081-1826	en_US
dc.identifier.uri	http://hdl.handle.net/10453/5659
dc.description.abstract	Stock market, interest rate and output: a model and estimation for US time series data	en_US
dc.publisher	Berkeley Electronic Press	en_US
dc.relation	http://purl.org/au-research/grants/arc/A10010022
dc.relation.ispartof	Studies in NonLinear Dynamics and Econometrics	en_US
dc.subject.classification	Econometrics	en_US
dc.title	Stock market, interest rate and output: a model and estimation for US time series data	en_US
dc.type	Journal Article
utslib.citation.volume	1 / Article 2	en_US
utslib.citation.volume	6	en_US
utslib.for	150205 Investment and Risk Management	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	140199 Economic Theory not elsewhere classified	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	1403 Econometrics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.issue	1 / Article 2	en_US
pubs.volume	6	en_US

Abstract:

Stock market, interest rate and output: a model and estimation for US time series data

Please use this identifier to cite or link to this item: