Stock prices, news, and economic fluctuations

[1] [Anonymous], RATS MANUAL

[2] BASU S, 2004, 10592 NBER

[3] Beaudry P, 2004, 10548 NBER

[4] Benhabib J, 1999, HBK ECON, V15, P387

[5] BLANCHARD OJ, 1989, AM ECON REV, V79, P655

[6] Model selection in partially nonstationary vector autoregressive processes with reduced rank structure [J]. JOURNAL OF ECONOMETRICS, 1999, 91 (02) : 227 - 271

[7] CHRISTIANO LJ, 2003, 768 US FED RES BOARD

[8] STOCK RETURNS, EXPECTED RETURNS, AND REAL ACTIVITY [J]. JOURNAL OF FINANCE, 1990, 45 (04) : 1089 - 1108

[9] Technology, employment, and the business cycle:: Do technology shocks explain aggregate fluctuations? [J]. AMERICAN ECONOMIC REVIEW, 1999, 89 (01) : 249 - 271

[10] Hamilton J. D., 1994, TIME SERIES ANAL

[1] [Anonymous], RATS MANUAL

[2] BASU S, 2004, 10592 NBER

[3] Beaudry P, 2004, 10548 NBER

[4] Benhabib J, 1999, HBK ECON, V15, P387

[5] BLANCHARD OJ, 1989, AM ECON REV, V79, P655

[6] Model selection in partially nonstationary vector autoregressive processes with reduced rank structure [J]. JOURNAL OF ECONOMETRICS, 1999, 91 (02) : 227 - 271

[7] CHRISTIANO LJ, 2003, 768 US FED RES BOARD

[8] STOCK RETURNS, EXPECTED RETURNS, AND REAL ACTIVITY [J]. JOURNAL OF FINANCE, 1990, 45 (04) : 1089 - 1108

[9] Technology, employment, and the business cycle:: Do technology shocks explain aggregate fluctuations? [J]. AMERICAN ECONOMIC REVIEW, 1999, 89 (01) : 249 - 271

[10] Hamilton J. D., 1994, TIME SERIES ANAL