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Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
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Flaschel, Peter, Charpe, Matthieu, Galanis, Giorgos, Proaño, Christian R. and Veneziani, Roberto (2018) Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. Journal of Economic Dynamics and Control, 91 . pp. 237-256. doi:10.1016/j.jedc.2017.10.002 ISSN 0165-1889.
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Official URL: http://dx.doi.org/10.1016/j.jedc.2017.10.002
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Social Sciences > Economics | ||||
Journal or Publication Title: | Journal of Economic Dynamics and Control | ||||
Publisher: | Elsevier BV | ||||
ISSN: | 0165-1889 | ||||
Official Date: | June 2018 | ||||
Dates: |
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Volume: | 91 | ||||
Page Range: | pp. 237-256 | ||||
DOI: | 10.1016/j.jedc.2017.10.002 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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