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Bank of Canada RSS Feedsen2024-03-28T14:50:53+00:00The U.S. Stock Market and Fundamentals: A Historical Decomposition
https://www.bankofcanada.ca/2003/07/working-paper-2003-20/
The authors identify the fundamentals behind the dynamics of the U.S. stock market over the past 30 years. They specify a structural vector-error-correction model following the methodology of King, Plosser, Stock, and Watson (1991).2003-07-01T15:53:34+00:00enThe U.S. Stock Market and Fundamentals: A Historical Decomposition2003-07-01Financial marketsWorking Paper 2003-20 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-20.pdfThe U.S. Stock Market and Fundamentals: A Historical DecompositionDavid DupuisDavid TessierJuly 2003GG1