Money growth uncertainty and real output : trivariate VAR GARCH-M model
Year of publication: |
1998
|
---|---|
Authors: | Lee, Seungjun |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 14.1998, 1, p. 23-40
|
Subject: | Geldmenge | Money supply | Risiko | Risk | Nationaleinkommen | National income | ARCH-Modell | ARCH model | USA | United States | 1979-1982 |
-
Does uncertainty impact money growth? : a multivariate GARCH analysis
Cronin, David, (2007)
-
Money growth, uncertainty and macroeconomic activity : a multivariate GARCH analysis
Cronin, David, (2011)
-
Hsing, Yu, (2012)
- More ...
-
Regional income convergence : evidence from panel unit root tests
Koo, Jaewoon, (2000)
-
The liquidity effects : evidence from a VAR-GARCH model
Koo, Jaewoon, (2001)
-
Volatility forecasting models for the won-dollar exchange rate
Koo, Jaewoon, (2001)
- More ...