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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/6456
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dc.contributor.authorChen, Xiaoshanen_UK
dc.contributor.authorKontonikas, Alexandrosen_UK
dc.contributor.authorMontagnoli, Albertoen_UK
dc.date.accessioned2014-11-19T23:55:36Z-
dc.date.available2014-11-19T23:55:36Z-
dc.date.issued2012-04-30en_UK
dc.identifier.urihttp://hdl.handle.net/1893/6456-
dc.description.abstractThis paper uses the multivariate unobserved components model with phase shifts to analyse the interaction of interest rates, output, asset prices and credit in the US. We find close linkages amongst cyclical fluctuations in the variables.en_UK
dc.language.isoenen_UK
dc.publisherStirling Management Schoolen_UK
dc.relationChen X, Kontonikas A & Montagnoli A (2012) Asset Prices, Credit and the Business Cycle. Stirling Economics Discussion Papers, 2012-04.en_UK
dc.relation.ispartofseriesStirling Economics Discussion Papers, 2012-04en_UK
dc.subjectAsset Pricesen_UK
dc.subjectCrediten_UK
dc.subjectBusiness Cyclesen_UK
dc.subjectMultivariate Unobserved Components Modelsen_UK
dc.titleAsset Prices, Credit and the Business Cycleen_UK
dc.typeWorking Paperen_UK
dc.citation.publicationstatusUnpublisheden_UK
dc.citation.peerreviewedUnrefereeden_UK
dc.type.statusVoR - Version of Recorden_UK
dc.author.emailalberto.montagnoli@stir.ac.uken_UK
dc.citation.date30/04/2012en_UK
dc.subject.jelC32: Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Modelsen_UK
dc.subject.jelE32: Business Fluctuations; Cyclesen_UK
dc.subject.jelE44: Financial Markets and the Macroeconomyen_UK
dc.subject.jelE51: Money Supply; Credit; Money Multipliersen_UK
dc.subject.jelG00: Financial Economics: Generalen_UK
dc.contributor.affiliationEconomicsen_UK
dc.contributor.affiliationUniversity of Glasgowen_UK
dc.contributor.affiliationEconomicsen_UK
dc.identifier.wtid784127en_UK
dcterms.dateAccepted2012-04-30en_UK
dc.date.filedepositdate2018-04-15en_UK
rioxxterms.typeWorking paperen_UK
rioxxterms.versionVoRen_UK
local.rioxx.authorChen, Xiaoshan|en_UK
local.rioxx.authorKontonikas, Alexandros|en_UK
local.rioxx.authorMontagnoli, Alberto|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2012-05-08en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/all-rights-reserved|2012-05-08|en_UK
local.rioxx.filenameSEDP-2012-04-Chen-Kontonikas-Montagnoli.pdfen_UK
local.rioxx.filecount1en_UK
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