Money growth, uncertainty and macroeconomic activity : a multivariate GARCH analysis
Year of publication: |
2011
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Authors: | Cronin, David ; Kelly, Robert ; Kennedy, Bernard |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 38.2011, 2, p. 155-167
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Subject: | Geldmenge | Money supply | Risiko | Risk | Wirkungsanalyse | Impact assessment | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | USA | United States | 1959-2007 |
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