Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence

Keyphrases

• Aggregate Fluctuations 50%
• Asset Prices 100%
• Cointegrated VAR 100%
• Currency Markets 50%
• Empirically Based 50%
• Goldberg 50%
• Imperfect Knowledge 100%
• Imperfect Knowledge Economics 50%
• Interdependence 100%
• Knowledge Assets 100%
• Market Fluctuations 50%
• Real Economy 50%
• Speculative Behavior 50%
• Structural Slumps 100%
• Unemployment 50%
• VAR Analysis 100%

Economics, Econometrics and Finance

• Foreign Exchange Market 100%
• Price 100%