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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...
Tallennettuna:
| Julkaisussa: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2010) |
|---|---|
| Päätekijä: | |
| Aineistotyyppi: | Arbeit |
| Kieli: | englanti |
| Julkaistu: |
Philipps-Universität Marburg
2010
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| Aiheet: | |
| Linkit: | PDF-kokoteksti |
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