A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE
The importance of connections between macroeconomic growth and financial markets is studied for a long time in the academic research. The special case of the developing countries, which is the case of the Central and Eastern European economies highlights this phenomenon even more, as many of them ar...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
“Victor Slăvescu” Centre for Financial and Monetary Research
2014-07-01
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| Series: | Financial Studies |
| Subjects: | |
| Online Access: | http://fs.icfm.ro/vol18i2p69-79.pdf |
| _version_ | 1797706122361044992 |
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| author | Radu LUPU Adrian Cantemir CALIN |
| author_facet | Radu LUPU Adrian Cantemir CALIN |
| author_sort | Radu LUPU |
| collection | DOAJ |
| description | The importance of connections between macroeconomic growth and financial markets is studied for a long time in the academic research. The special case of the developing countries, which is the case of the Central and Eastern European economies highlights this phenomenon even more, as many of them are still at the verge of reforming their economies. Our paper proposes the use of MIDAS regression in an analysis of the connections between macroeconomic growth and equity markets in this region in order to exhibit the importance of the latter for the reform strategies. |
| first_indexed | 2024-03-12T05:46:32Z |
| format | Article |
| id | doaj.art-7f1f27b090c8400996f96a2269c8b00a |
| institution | Directory Open Access Journal |
| issn | 2066-6071 2066-6071 |
| language | English |
| last_indexed | 2024-03-12T05:46:32Z |
| publishDate | 2014-07-01 |
| publisher | “Victor Slăvescu” Centre for Financial and Monetary Research |
| record_format | Article |
| series | Financial Studies |
| spelling | doaj.art-7f1f27b090c8400996f96a2269c8b00a2023-09-03T05:34:53Zeng“Victor Slăvescu” Centre for Financial and Monetary ResearchFinancial Studies2066-60712066-60712014-07-011826979A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPERadu LUPU0Adrian Cantemir CALIN1Institute for Economic Forecasting, Romanian Academy, Bucharest University of Economic StudiesInstitute for Economic Forecasting, Romanian AcademyThe importance of connections between macroeconomic growth and financial markets is studied for a long time in the academic research. The special case of the developing countries, which is the case of the Central and Eastern European economies highlights this phenomenon even more, as many of them are still at the verge of reforming their economies. Our paper proposes the use of MIDAS regression in an analysis of the connections between macroeconomic growth and equity markets in this region in order to exhibit the importance of the latter for the reform strategies.http://fs.icfm.ro/vol18i2p69-79.pdfMIDAS regressionmixed frequency seriesCEE markets |
| spellingShingle | Radu LUPU Adrian Cantemir CALIN A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE Financial Studies MIDAS regression mixed frequency series CEE markets |
| title | A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE |
| title_full | A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE |
| title_fullStr | A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE |
| title_full_unstemmed | A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE |
| title_short | A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE |
| title_sort | mixed frequency analysis of connections between macroeconomic variables and stock markets in central and eastern europe |
| topic | MIDAS regression mixed frequency series CEE markets |
| url | http://fs.icfm.ro/vol18i2p69-79.pdf |
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