The Correlation between Shocks to Output and the Price Level: Evidence from a Multivariate GARCH Model
| Year of publication: |
2003
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|---|---|
| Authors: | Cover, James Peery ; Hueng, C.James |
| Published in: |
Southern economic journal. - Chattanooga, Tenn : Assoc, ISSN 0038-4038, ZDB-ID 219272x. - Vol. 70.2003, 1, p. 75-92
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