The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model
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- Cooley, T.F. & Ohanian, L.E., 1989.
"The Cyclical Behavior Of Prices,"
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- David K. Backus & Patrick J. Kehoe, 1991.
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- Breusch, T S & Pagan, A R, 1980. "The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 239-53, January.
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