Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy
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Publication:5080534
DOI10.1080/07474938.2014.945386zbMath1491.62174OpenAlexW3121569295MaRDI QIDQ5080534
Marcelle Chauvet, Richard G. Anderson, Barry E. Jones
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://research.stlouisfed.org/wp/2013/2013-018.pdf
Markov switchingpricesincomeunobserved componentsturning-point analysisDivisia monetary aggregatespermanent componenttransitory component
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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Cites Work
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