Causality between stock price and GDP in Turkey: An ARDL Bounds Testing Approach
The study investigates the dynamic relationship between stock prices and GDP in Turkey using quarterly data from 1989Q2-2014Q2. The study investigated the interrelationship between the variables via auto regressive distributive lag (ARDL) framework and ECM to analyse the existence of a long-run equi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Romanian National Institute of Statistics
2016-12-01
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| Series: | Revista Română de Statistică |
| Subjects: | |
| Online Access: | http://www.revistadestatistica.ro/wp-content/uploads/2016/12/RRS4_2016_A1.pdf |