Publikationsserver
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...
Αποθηκεύτηκε σε:
| Εκδόθηκε σε: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2010) |
|---|---|
| Κύριος συγγραφέας: | |
| Μορφή: | Arbeit |
| Γλώσσα: | Αγγλικά |
| Έκδοση: |
Philipps-Universität Marburg
2010
|
| Θέματα: | |
| Διαθέσιμο Online: | Πλήρες κείμενο PDF |
| Ετικέτες: |
Προσθήκη ετικέτας
Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!
|
No references were found for this record.