Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Richard G. Anderson, Marcelle Chauvet and Barry Jones
| Year of publication: |
2015
|
|---|---|
| Authors: | Anderson, Richard G. ; Chauvet, Marcelle ; Jones, Barry E. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 228-254
|
| Subject: | Divisia monetary aggregates | Income | Markov switching | permanent component | Prices | Transitory component | Turning-point analysis | Unobserved components | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory | Konjunktur | Business cycle | Schätzung | Estimation | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| 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/10011373295