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Mathematical finance / Statistics / Causality / Granger causality / Cointegration / Natural rate of unemployment / Inflation / Hysteresis / Disinflation / Economics / Time series analysis / Unemployment


The Stock Market Crash Really Did Cause the Great Recession Roger E.A. Farmer1 Department of Economics, UCLA 8283 Bunche Hall Box[removed]
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Document Date: 2014-08-01 20:14:08

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Company

Lehman Brothers / /

Country

United States / /

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IndustryTerm

bank intervention / /

MarketIndex

S&P 500 / /

Organization

UCLA / Bureau of Labor Statistics / Great Recession Roger E.A. Farmer1 Department of Economics / /

Person

Roger Farmer / C. Roxanne Farmer / /

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Position

Vector Error Correction Model / published model / model / Farmer / /

PublishedMedium

the Journal of Economic Dynamics and Control / /

SocialTag