The Correlation between Shocks to Output and the Price...

The Correlation between Shocks to Output and the Price Level: Evidence from a Multivariate GARCH Model

James Perry Cover and C. James Hueng
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Volume:
70
Language:
english
Journal:
Southern Economic Journal
DOI:
10.2307/1061632
Date:
July, 2003
File:
PDF, 1.67 MB
english, 2003
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