Regime changes in uncertainty channel between inflation and output growth
Year of publication: |
2020
|
---|---|
Authors: | Chung, Sang-Kuck |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 25.2020, 2 (31.8.), p. 125-154
|
Subject: | Inflation | Output growth | Uncertainty | Regime changes | Bivariate normal mixture GARCH model | ARCH-Modell | ARCH model | Risiko | Risk | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftswachstum | Economic growth | Volatilität | Volatility | Schätzung | Estimation |
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