The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model

Economics Letters - Tập 118 - Trang 33-37 - 2013
Paul M. Jones1, Eric Olson2
1Department of Economics, Finance, and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama, Tuscaloosa, AL 35487-0024, United States
2Pepperdine University, 24255 Pacific Coast Highway, Malibu, CA, 90263, United States

Tài liệu tham khảo

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