The comovement between output and prices: Evidences from a dynamic conditional correlation GARCH model

碩士 === 輔仁大學 === 經濟學研究所 === 95 === Much of the development of business cycle theories is predicated on the assumption that output and prices move in the same direction. However, some economists have challenged the generality of this empirical feature. Despite these findings, the cyclical behavior of...

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Bibliographic Details
Main Authors: Yu-Ching Weng, 翁雨青
Other Authors: 陳秀淋
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/12188761336146069888