Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
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- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2014. "Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies," Papers 1408.5618, arXiv.org, revised Feb 2018.
- Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014. "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series 14-57, Swiss Finance Institute, revised Nov 2014.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017.
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More about this item
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
- R38 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Government Policy
- H31 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Household
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