Measurement error in monetary aggregates : a Markov switching factor approach
Year of publication: |
2009
|
---|---|
Authors: | Barnett, William A. ; Chauvet, Marcelle ; Tierney, Heather L. R. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 13.2009, Suppl.2, p. 381-412
|
Subject: | Geldmenge | Money supply | Statistischer Fehler | Statistical error | Markov-Kette | Markov chain | Konjunktur | Business cycle | Inflation | Zins | Interest rate | Strukturbruch | Structural break | USA | United States | 1960-2005 |
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