The Dependence Structure of Macroeconomic Variables in the US

Loran Chollete () and Cathy Ning
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Loran Chollete: University of Stavanger, Postal: University of Stavanger, NO-4036 Stavanger, Norway

No 2009/31, UiS Working Papers in Economics and Finance from University of Stavanger

Abstract: .

Keywords: Asymmetric dependence; copula; correlation complexity; extreme event; economic policy; money neutrality; systemic downturn (search for similar items in EconPapers)
JEL-codes: C14 E20 E30 E40 (search for similar items in EconPapers)
Pages: 38 pages
Date: 2009-09-14
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Citations: View citations in EconPapers (1)

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Related works:
Working Paper: The Dependence Structure of Macroeconomic Variables in the US (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hhs:stavef:2009_031

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