The correlation between shocks to output and the price level: evidence from a multivariate GARCH model.(Generalized Autoregressive Conditional ... ): An article from: Southern Economic Journal

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Citation Details
Title: The correlation between shocks to output and the price level: evidence from a multivariate GARCH model.(Generalized Autoregressive Conditional Heteroskedasticity )
Author: James Peery Cover
Publication:Southern Economic Journal (Refereed)
Date: July 1, 2003
Publisher: Southern Economic Association
Volume: 70 Issue: 1 Page: 75(18)

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