Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062682 | Economics Letters | 2006 | 7 Pages |
Abstract
Estimation results based on a multivariate dynamic conditional correlation GARCH model reveal that the overall price level tended to move in the same direction as output in periods before World War II but in the opposite direction after the war.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jim Lee,