The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model
Year of publication: |
2013
|
---|---|
Authors: | Jones, Paul M. ; Olson, Eric |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 118.2013, 1, p. 33-37
|
Publisher: |
Elsevier |
Subject: | Uncertainty | Multivariate GARCH | Inflation |
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