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The transmission of aggregate supply and aggregate demand shocks in Japan: has there been a structural change?

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Publication:3574708
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DOI10.2202/1558-3708.1342zbMATH Open1193.91112OpenAlexW3122427422MaRDI QIDQ3574708FDOQ3574708


Authors: Frédérique Bec, Alexia Bastien Edit this on Wikidata


Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/2005-14.pdf




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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)







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