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

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

Cover, James Peery, Hueng, C. James
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Year:
2001
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.282578
File:
PDF, 373 KB
english, 2001
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