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The Dependence Structure of Macroeconomic Variables in the US

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Author Info
Chollete, Loran () (University of Stavanger)
Ning, Cathy (Ryerson University)

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Paper provided by University of Stavanger in its series UiS Working Papers in Economics and Finance with number 2009/31.

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Length: 38 pages
Date of creation: 14 Sep 2009
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Handle: RePEc:hhs:stavef:2009_031

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Postal: University of Stavanger, NO-4036 Stavanger, Norway
Web page: http://www.uis.no/research/economics_and_finance
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Related research
Keywords: Asymmetric dependence; copula; correlation complexity; extreme event; economic policy; money neutrality; systemic downturn;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
E20 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General

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