Corpus ID: 235421734

The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology

@inproceedings{Lacey2021TheRB,
  title={The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology},
  author={Laurence Lacey},
  year={2021}
}
The primary objective of this paper was to investigate whether the growth in the major US asset indices could be a function of the US broad money supply and/or US GDP, over the time period 2001 to 2019, using an information entropy methodology. The four US asset indices investigated were: (1) US National Property index; (2) Russell 2000 index; (3) S&P 500 index; and (4) NASDAQ index. Notwithstanding the financial crisis of 2007-2008, US real GDP increased exponentially over the period 2001 to… Expand

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