A.C. Harvey and A. Jaeger. "Detrending, stylized facts and the business cycle, " Journal of Applied Econometrics 8(3), 1 993 , pp . 23 1-247

2013 ◽  
pp. 623-639
Keyword(s):  
Business Cycle ◽  
Applied Econometrics ◽  
Stylized Facts ◽  
The Business Cycle

Introduction

2021 ◽  
pp. 1-6
Author(s):  
Jesper Rangvid
Keyword(s):  
Economic Growth ◽  
Business Cycle ◽  
Stock Returns ◽  
Economic Activity ◽  
Final Part ◽  
Stylized Facts ◽  
Long Run ◽  
Key Concepts ◽  
The Business Cycle

Chapter 1 contains an overview of the book. Part I introduces key concepts, definitions, and stylized facts regarding long–run economic growth and stock returns.Part II analyses the relation between economic growth and stock returns in the long run. Part III examines the shorter-horizon relation between economic growth and stock returns: the relation over the business cycle. Part IV explains how to make reasonable projections for economic activity, both for the short and the long run. Part V deals with expected future stock returns. The final part, a short one including one chapter only, explains how one can use the insights from the book when making investments.

scholarly journals Detrending, stylized facts and the business cycle

1993 ◽  
Vol 8 (3) ◽  
pp. 231-247 ◽  
Author(s):  
A. C. Harvey ◽  
A. Jaeger
Keyword(s):  
Business Cycle ◽  
Stylized Facts ◽  
The Business Cycle

Stock Returns and the Business Cycle

CFA Digest ◽  
2005 ◽  
Vol 35 (2) ◽  
pp. 42-43
Author(s):  
Daniel B. Cashion
Keyword(s):  
Business Cycle ◽  
Stock Returns ◽  
The Business Cycle
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