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

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