Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Faculty/Professorship: Empirical Economics  
Author(s): Flaschel, Peter; Charpe, Matthieu; Galanis, Giorgos; Proaño Acosta, Christian  ; Veneziani, Roberto
Title of the Journal: Journal of economic dynamics & control
ISSN: 0165-1889
Publisher Information: Amsterdam : North-Holland Publ. Co.
Year of publication: 2018
Volume: 91
Pages: 237-256
Language(s): English
DOI: 10.1016/j.jedc.2017.10.002
Peer Reviewed: Ja
International Distribution: Ja
Type: Article
Release Date: 27. August 2020