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Short-run and long-run causality between monetary policy variables and stock prices

Author: Jean-Marie Dufour; David Tessier; Bank of Canada.
Publisher: [Ottawa] : Bank of Canada, 2006.
Series: Working paper (Bank of Canada), 2006-39.
Edition/Format:   Print book : National government publication : EnglishView all editions and formats
Summary:
The authors examine simultaneously the causal links connecting monetary policy variables, real activity, and stock returns. Their interest lies in the fact that the dynamics of asset prices can provide key insights -- in terms of information -- for the conduct of monetary policy, since asset prices constitute a class of potentially leading indicators of either economic activity or inflation.
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Material Type: Government publication, National government publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jean-Marie Dufour; David Tessier; Bank of Canada.
OCLC Number: 76939482
Language Note: Includes abstract in French.
Notes: Distributed by the Government of Canada Depository Services Program.
Description: vi, 20 pages ; 28 cm.
Series Title: Working paper (Bank of Canada), 2006-39.
Responsibility: by Jean-Marie Dufour and David Tessier.

Abstract:

The authors examine simultaneously the causal links connecting monetary policy variables, real activity, and stock returns. Their interest lies in the fact that the dynamics of asset prices can provide key insights -- in terms of information -- for the conduct of monetary policy, since asset prices constitute a class of potentially leading indicators of either economic activity or inflation.

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