Thesis advisor: Harold A. Petersen / This paper attempts to find the extent of the predictive power of the stock market in relation to consumption, non-residential investment, and corporate profits. Initially, a naïve model is formulated to assess the impact of the stock market on GDP, and then the model is used to find the predictive power of the stock market on the components. This component analysis compares the impact of the market on each of the components and attempts to find reasons for the variations in impact. Finally, the long term predictive power of the various models is assessed. / Thesis (BS) — Boston College, 2005. / Submitted to: Boston College. College of Arts and Sciences. / Discipline: Economics Honors Program.
| Identifer | oai:union.ndltd.org:BOSTON/oai:dlib.bc.edu:bc-ir_102159 |
| Date | January 2005 |
| Creators | Hays, Matthew |
| Publisher | Boston College |
| Source Sets | Boston College |
| Language | English |
| Detected Language | English |
| Type | Text, thesis |
| Format | electronic, application/pdf |
| Rights | Copyright is held by the author, with all rights reserved, unless otherwise noted. |
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