Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis
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Bibliographic InfoArticle provided by Springer in its journal Empirica.
Volume (Year): 38 (2011)
Issue (Month): 2 (May)
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Web page: http://www.springerlink.com/link.asp?id=100261
Money growth; Uncertainty; MV GARCH; Monetary analysis;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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0064, National University of Ireland Galway, Department of Economics, revised 2002.
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- repec:ubc:bricol:96-04 is not listed on IDEAS
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- Pei-Tha Gan, 2014. "The Optimal Economic Uncertainty Index: A Grid Search Application," Computational Economics, Society for Computational Economics, vol. 43(2), pages 159-182, February.
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