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Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve

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  • Chollete, Loran

    (UiS)

  • Ning, Cathy

    (Ryerson University)

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  • Chollete, Loran & Ning, Cathy, 2012. "Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve," UiS Working Papers in Economics and Finance 2012/1, University of Stavanger.
    • Handle: RePEc:hhs:stavef:2012_001
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    More about this item

    Keywords

    Asymmetric Dependence; Copula; Extreme Event; Money Neutrality; Phillips Curve; Systemic Downturn;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
    • E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General

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