The Dependence Structure of Macroeconomic Variables in the US
| Year of publication: |
2009-09-14
|
|---|---|
| Authors: | Chollete, Loran ; Ning, Cathy |
| Institutions: | Handelshøgskolen, Universitetet i Stavanger |
| Subject: | Asymmetric dependence | copula | correlation complexity | extreme event | economic policy | money neutrality | systemic downturn |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series UiS Working Papers in Economics and Finance Number 2009/31 38 pages |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; E20 - Consumption, Saving, Production, Employment, and Investment. General ; E30 - Prices, Business Fluctuations, and Cycles. General ; E40 - Money and Interest Rates. General |
| Source: |
Persistent link: https://www.econbiz.de/10005042212