A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia
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- Tolga Omay, 2011. "The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence," Economics Bulletin, AccessEcon, vol. 31(4), pages 3006-3015.
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More about this item
Keywords
STAR-STGARCH; Generalized Impulse Response Function. 1997 Asia Crisis; stock markets;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-SEA-2010-07-24 (South East Asia)
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