Castrén, Olli (contributor); Dées, Stéphane (contributor) - 2008
-term interest rates, GDP and inflation on the other
hand. Aspachs, Goodhart, Tsomocos and Zicchino (2006) use a VAR model which …
shocks to the GDP and inflation variables. To better exploit the cross-sectional variation in
the data, we also look at the …-term interest rates, GDP and inflation on the other
hand. Aspachs, Goodhart, Tsomocos and Zicchino (2006) use a VAR model which …