Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter-Reference-Cited by-同舟云学术

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Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter

Published:2021-08-13 Issue:4 Volume:72 Page:758-797
ISSN:0026-1386
Container-title:Metroeconomica
language:en
Short-container-title:Metroeconomica

Author:

Gusella Filippo¹²,Stockhammer Engelbert³

Affiliation:

1. Dipartimento di Scienze per l'Economia e l'Impresa Università degli Studi di Firenze Firenze Italy

2. Complexity Lab in Economics (CLE) Università Cattolica del Sacro Cuore Milano Italy

3. Department of European and International Studies King’s College London London United Kingdom

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/meca.12347

Reference81 articles.

1. Is the Macroeconomy Locally Unstable and Why Should We Care?

2. On The Dynamic Behavior of Prices in Disequilibrium

3. Real and financial cycles: estimates using unobserved component models for the Italian economy

4. Monetary policy transmission in a model with animal spirits and house price booms and busts

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