Disentangling the sources of inflation synchronization : evidence from a large panel dataset
Year of publication: |
2021
|
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Authors: | Szafranek, Karol |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 76.2021, p. 229-245
|
Subject: | DCC GARCH | Inflation synchronization | Panel regression | Sources of co-movements | Inflation | Korrelation | Correlation | Panel | Panel study | Schätzung | Estimation | Welt | World | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
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