Monetary and fiscal policy switching with time-varying volatilities (Q1670198)
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scientific article; zbMATH DE number 6932036
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| English | Monetary and fiscal policy switching with time-varying volatilities |
scientific article; zbMATH DE number 6932036 |
Statements
Monetary and fiscal policy switching with time-varying volatilities (English)
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5 September 2018
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monetary-fiscal interactions
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regime-switching
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GARCH
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0.7946270108222961
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0.7653305530548096
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0.764178991317749
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0.7622988820075989
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0.7538589239120483
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