Testing the Friedman-Schwartz hypothesis using time-varying correlation analysis
Year of publication: |
2019
|
---|---|
Authors: | Ghosh, Taniya ; Parab, Prashant Mehul |
Subject: | DCC GARCH | Divisia | monetary aggregates | real output | Geldmenge | Money supply | Korrelation | Correlation | Theorie | Theory | ARCH-Modell | ARCH model | Bruttoinlandsprodukt | Gross domestic product | Schätzung | Estimation | Geldpolitik | Monetary policy |
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