Modeling Quantile Dependence: A New Look at the Money-Output Relationship
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Keywords
monetary policy; output growth; quantile regression; quantile dependence; series estimation.;All these keywords.
JEL classification:
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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