Synchronization of monthly real GDP :analysis by VAR-DCC-GARCH model
碩士 === 輔仁大學 === 經濟學系碩士班 === 102 === The purpose of this paper is to disaggregate quarterly GDP into monthly GDP and then estimate the pair-correlation and VAR-DCC-GARCH model to measure the synchronization between individual countries and euro area. Then we attempt to compare these two results. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8atjxw |