Energy-related uncertainty shocks and inflation dynamics in the U.S : a multivariate quantile-on-quantile regression approach
Ojonugwa Usman, Oktay Ozkan, Ayben Koy, Tomiwa Sunday Adebayo
| Year of publication: |
2024
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|---|---|
| Authors: | Usman, Ojonugwa ; Ozkan, Oktay ; Koy, Ayben ; Adebayo, Tomiwa |
| Published in: |
Structural change and economic dynamics. - Amsterdam : North-Holland, ISSN 1873-6017, ZDB-ID 1491151-6. - Vol. 71.2024, p. 235-247
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| Subject: | Inflation | Energy-related uncertainty | Industrial production | Interest rate uncertainty | Multivariate quantile-on-quantile regression | Risiko | Risk | Schätzung | Estimation | Zins | Interest rate | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Schock | Shock | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.strueco.2024.07.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015427342