Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy

Econometric Reviews

Volumn 34, Issue , 2015, Pages 228-254

  Anderson, Richard G ^a   Chauvet, Marcelle ^b   Jones, Barry ^c  

^a FEDERAL RESERVE BANK OF ST LOUIS   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c BINGHAMTON UNIVERSITY   (United States)

Author keywords

Divisia monetary aggregates; Income; Markov switching; Permanent component; Prices; Transitory component; Turning point analysis; Unobserved components

Indexed keywords

EID: 84908046833     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938.2014.945386     Document Type: Article

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