The time-varying correlation between output and prices in the United States over the period 1800-2014
Nikolaos Antonakakis, Rangan Gupta, Aviral K. Tiwari
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Antonakakis, Nikolaos ; Gupta, Rangan ; Tiwari, Aviral Kumar |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 41.2017, 1, p. 98-108
|
| Subject: | Conditional correlation | GARCH | Price-output comovement | US economy | USA | United States | Korrelation | Correlation | ARCH-Modell | ARCH model | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Konjunktur | Business cycle | Preis | Price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2016.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793897