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...
Shranjeno v:
| izdano v: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2010) |
|---|---|
| Glavni avtor: | |
| Format: | Arbeit |
| Jezik: | angleščina |
| Izdano: |
Philipps-Universität Marburg
2010
|
| Teme: | |
| Online dostop: | PDF-Volltext |
| Oznake: |
Označite
Brez oznak, prvi označite!
|
No references were found for this record.