The time-varying correlation between output and prices in the United States over the period 1800–2014
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DOI: 10.1016/j.ecosys.2016.05.005
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- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021. "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series 8970, CESifo.
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More about this item
Keywords
Conditional correlation; GARCH; Price-output comovement; US economy;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- N1 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations
Statistics
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