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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/9285
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dc.contributor.authorChen, Xiaoshanen_UK
dc.contributor.authorKontonikas, Alexandrosen_UK
dc.contributor.authorMontagnoli, Albertoen_UK
dc.date.accessioned2013-04-03T23:16:33Z-
dc.date.available2013-04-03T23:16:33Z-
dc.date.issued2012-12en_UK
dc.identifier.urihttp://hdl.handle.net/1893/9285-
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.publisherElsevieren_UK
dc.relationChen X, Kontonikas A & Montagnoli A (2012) Asset prices, credit and the business cycle. Economics Letters, 117 (3), pp. 857-861. https://doi.org/10.1016/j.econlet.2012.08.040en_UK
dc.rightsPublished in Economics Letters by Elsevier; Elsevier believes that individual authors should be able to distribute their accepted author manuscripts for their personal voluntary needs and interests, e.g. posting to their websites or their institution’s repository, e-mailing to colleagues. The Elsevier Policy is as follows: Authors retain the right to use the accepted author manuscript for personal use, internal institutional use and for permitted scholarly posting provided that these are not for purposes of commercial use or systematic distribution. An "accepted author manuscript" is the author’s version of the manuscript of an article that has been accepted for publication and which may include any author-incorporated changes suggested through the processes of submission processing, peer review, and editor-author communications.en_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.typeJournal Articleen_UK
dc.identifier.doi10.1016/j.econlet.2012.08.040en_UK
dc.citation.jtitleEconomics Lettersen_UK
dc.citation.issn0165-1765en_UK
dc.citation.volume117en_UK
dc.citation.issue3en_UK
dc.citation.spage857en_UK
dc.citation.epage861en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emailalberto.montagnoli@stir.ac.uken_UK
dc.contributor.affiliationEconomicsen_UK
dc.contributor.affiliationUniversity of Glasgowen_UK
dc.contributor.affiliationEconomicsen_UK
dc.identifier.isiWOS:000312283300086en_UK
dc.identifier.scopusids2.0-84866842212en_UK
dc.identifier.wtid759631en_UK
dcterms.dateAccepted2012-12-31en_UK
dc.date.filedepositdate2012-10-01en_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionAMen_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.freetoreaddate2012-12-31en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2012-12-31en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/all-rights-reserved|2012-12-31|en_UK
local.rioxx.filenameCKM_revision_v3.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source0165-1765en_UK
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