Do money, prices, incomes and interest rates interrelate in the US? : a fractional cointegrated VAR approach
Dimitrios Dimitriou
| Year of publication: |
2013
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|---|---|
| Authors: | Dimitriou, Dimitrios |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 8, p. 901-906
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| Subject: | Fractional cointegrated VAR | Monetary policy | Financial crises | US analysis | VAR-Modell | VAR model | Kointegration | Cointegration | Zins | Interest rate | Geldpolitik | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363089