Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions

Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions

This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent. Genera...

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Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2010)
Prif Awdur: Mandler, Martin
Fformat: Arbeit
Iaith:Saesneg
Cyhoeddwyd: Philipps-Universität Marburg 2010
Pynciau:
Wirtschaft
threshold vector autoregression
Great Moderation
Economics
Mynediad Ar-lein:Testun PDF llawn
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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