Public capital and asset prices: Time-series evidence from Japan

Author:

Hiraga Kazuki,Kozuka Masafumi,Miyazaki Tomomi

Funder

Japan Society for the Promotion of Science

Ishii Memorial Securities Research Promotion Foundation

Japan Securities Scholarship Foundation

Yu-cho Foundation

Publisher

Elsevier BV

Subject

Finance

Reference18 articles.

1. Fiscal policy and asset prices;Agnello;Bull. Econ. Res.,2011

2. Empirical impact of public infrastructure investment on the Japanese economy;Annala;Jpn. Econ. Rev.,2008

3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

4. Government investment and the stock market;Belo;J. Monet. Econ.,2013

5. Measuring the effects of monetary policy: a factor-augmented Vector Autoregressive (FAVAR) approach;Bernanke;Q. J. Econ.,2005

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan;Journal of the Japanese and International Economies;2024-03

2. GDP announcements and stock prices;Journal of Economics and Business;2020-03

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