논문KCI 등재
A Bivariate ARFIMA-IGARCH-M Modelling of the Effects of Uncertainty on Inflation and Output Growth
1
조회
0
다운로드
0
인용
0
참고문헌
주제분류경제학
관련 논문AI추천
Regime changes in uncertainty channel between inflation and output growth정상국경제연구소 · Journal of Economic Research (JER)2020 · 제25권 제2호A Long Memory Model with Mixed Normal GARCH for US Inflation Data정상국, Yin-Wong Cheung경제연구소 · Seoul Journal of Economics2009 · 제22권 제3호FI-BREAK MODEL OF US INFLATION RATE: LONG-MEMORY, LEVEL SHIFTS, OR BOTH?형남원, Philop Hans Franses한국경제학회 · The Korean Economic Review2006 · 제22권 제1호Unstable Multiple Cointegration Relations in the Term Structure of Interest RatesHeejoonKang경제연구소 · Seoul Journal of Economics2002 · 제15권 제1호Testing of Purchasing Power Parity Theory Using the Doubly Truncated ARMA-GARCH Model and MCMC Algorithms김수덕, ChyongLingChen, HirokiTsurumi경제연구소 · Journal of Economic Research (JER)2003 · 제8권 제2호Volatility and Growth: An Alternative Interpretation김장렬, Jonghoon Kim경제연구소 · Journal of Economic Research (JER)2010 · 제15권 제3호