Sectoral stock market indices and the US economy: VAR model of GDP growth, inflation, interest rate, and stock market indices
Sectoral stock market indices and the US economy: VAR model of GDP growth, inflation, interest rate, and stock market indices
methodology part: describe the data, writing the hypothesis, testing unit root, estimate VAR, LAG(SIC) no differences then analyse impulse response and variance decomposition, finally present the result. there more info can be provided later
Leave a Reply
Want to join the discussion?Feel free to contribute!