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

DOI10.2202/1558-3708.1342MaRDI QIDQ3574708zbMATH OpenOpenAlexFDO

Authors Frédérique Bec, Alexia Bastien

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

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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