Breaking trends and the money-output correlation
This paper examines the impact on the money-output correlation of a univariate specification that allows time series to be characterized as stationary around a broken trend function. Though pretesting suggests that U.S. real output (industrial production) can be described as broken-trend stationary,...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1997
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| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/6895 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7894/viewcontent/003465397557097.pdf |
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