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Copulas having Zero-Isoline and Economic Applications

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Author Info

  • Ciuiu, Daniel

    ()
    (Technical University of Civil engineering, Bucharest, Institute of Economic Forecasting.)

Abstract

use such copula to model the dependence between two random variables that cannot be both lower than given values, but each can be lower than the corresponding value. This can be used in the Phillips curve. Even we consider the values of inflation and unemployment ent or their rates, there exist a,b ∈R such that the cloud of points around the curve and around the line, respectively, have empty intersection with the set {(U,V)∈R2 U ≤ a,V ≤ b}, but it is possible to have separately U ≤ a or V ≤ b .

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File URL: http://www.ipe.ro/rjef/rjef2_12/rjef2_2012p103-126.pdf
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Bibliographic Info

Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): (2012)
Issue (Month): 2 (June)
Pages: 103-126

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Handle: RePEc:rjr:romjef:v::y:2012:i:2:p:103-126

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Related research

Keywords: Phillips curve; copula; isolines; zero-isolines;

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References

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  1. Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
  2. Lucian-Liviu Albu, 2006. "Trends in inflation-unemployment relationship before and after accession to EU," Journal of Information Systems & Operations Management, Romanian-American University, vol. 1(3), pages 25-33, September.
  3. Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010. "Classification of competitiveness types using copula," MPRA Paper 30314, University Library of Munich, Germany, revised Nov 2010.
  4. Daianu, Daniel & Albu, Lucian Liviu, 2008. "Strain and Inflation-Unemployment Relationship: A conceptual and empirical investigation," Working Papers of Institute for Economic Forecasting 081201, Institute for Economic Forecasting.
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