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...
में बचाया:
में प्रकाशित: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2010) |
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मुख्य लेखक: | |
स्वरूप: | Arbeit |
भाषा: | अंग्रेज़ी |
प्रकाशित: |
Philipps-Universität Marburg
2010
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विषय: | |
ऑनलाइन पहुंच: | पीडीएफ पूर्ण पाठ |
टैग: |
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