Panel Verification of the Impact of Macroeconomic Variables on Stock Market Indices

Panel Verification of the Impact of Macroeconomic Variables on Stock Market Indices

The aim of this article is an empirical verification of the impact of national macroeconomic variables on stock market indices. To investigate these relationships, three estimators: DFE, MG and PMG were used. The study used data from twenty OECD countries. The macroeconomic variables used included...

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Bibliographic Details
Main Author: Hubert Wiśniewski
Format: Article
Language:English
Published: Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego 2017-04-01
Series:Problemy Zarządzania
Subjects:
macroeconomic variables
stock indices
panel data
short- and long-run relationship
dfe
mg and pmg estimators
Online Access:https://pz.wz.uw.edu.pl/resources/html/article/details?id=169676

Internet

https://pz.wz.uw.edu.pl/resources/html/article/details?id=169676

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