Adventures in Financial Time Series
32 Pages Posted: 8 Mar 2019
Date Written: March 1, 2019
In this article we examine some macroeconomic data over the last several decades, and see if we can we can find anything interesting. In particular, we investigate how macroeconomic data affect equity prices.
Keywords: time series, macroeconomics, CAPE
JEL Classification: C01, E37, N12
Suggested Citation: Suggested Citation