Inflation, interest rate and output gap in the US economy : a vine copula modeling
Osvaldo Candido and Jose Angelo Divino
| Year of publication: |
2017
|
|---|---|
| Authors: | Candido, Osvaldo ; Divino, José Angelo |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 3, p. 412-430
|
| Subject: | Monetary policy | Conditional expectation | Interest rate rule | Vine copulas | Geldpolitik | Multivariate Verteilung | Multivariate distribution | Zins | Interest rate | Inflation | Zinspolitik | Interest rate policy | Theorie | Theory | USA | United States | Schätzung | Estimation | Produktionspotenzial | Potential output |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-12-2015-0231 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757542