Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (Q4555120): Difference between revisions

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Revision as of 15:38, 2 February 2024

scientific article; zbMATH DE number 6981236
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Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
scientific article; zbMATH DE number 6981236

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    Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (English)
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    19 November 2018
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    lead-lag structure
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    symmetric thermal optimal path
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    statistical test
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    housing market
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    monetary policy
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    stochastic time series
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