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Predicting returns and changes in real activity: evidence from emerging economies

✍ Scribed by Jesper Rangvid

Book ID
117796738
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
161 KB
Volume
2
Category
Article
ISSN
1566-0141

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Causality from real stock returns to rea
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## Abstract We find strong evidence of regime switching in the relation between real stock prices and real activity for the UK over the period 1946–2002. Furthermore, there is evidence that the causality pattern from real stock returns to the IP growth rate varies across regimes: causality exists o