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Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks : results using a bivariate VAR

Cover, James Peery; Enders, Walter; Hueng, C. James - In: Journal of money, credit and banking : JMCB 38 (2006) 3, pp. 777-790

Persistent link: https://www.econbiz.de/10003328455

The correlation between shocks to output and the price level : evidence from a multivariate GARCH model

Cover, James Peery; Hueng, C. James - In: Southern economic journal 70 (2003) 1, pp. 75-92

Persistent link: https://www.econbiz.de/10001776885

The real consequences of financial stress : evidence from China

Hueng, C. James; Liu, Ping; Wang, Lirong - In: Journal of the Asia Pacific economy 28 (2023) 3, pp. 855-872

Persistent link: https://www.econbiz.de/10014323682

The Correlation between Shocks to Output and the Price Level : Evidence from a Multivariate GARCH Model

Cover, James Peery; Hueng, C. James - 2002

Previous research indicates that the price-output correlation is time varying. This paper therefore estimates a VAR with a bivariate GARCH error process to obtain a time series of quarterly estimates of the price-output correlation for the United States for the period 1876:4-1999:4. The...

Persistent link: https://www.econbiz.de/10014125768