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...
-д хадгалсан:
-д хэвлэсэн: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2010) |
---|---|
Үндсэн зохиолч: | |
Формат: | Arbeit |
Хэл сонгох: | англи |
Хэвлэсэн: |
Philipps-Universität Marburg
2010
|
Нөхцлүүд: | |
Онлайн хандалт: | PDF-н бүрэн текст |
Шошгууд: |
Шошго нэмэх
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
|
No references were found for this record.