Modeling quantile dependence [electronic resource] : a new look at the money-output relationship / N...
Modeling quantile dependence [electronic resource] : a new look at the money-output relationship / Nicholas C.S. Sim.
About this item
Full title
Author / Creator
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Series
Place of Publication
South Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
Do money supply shocks influence output growth asymmetrically? At different levels of output growth, would the influence of the same monetary policy stance vary? To address these questions, we propose a series-estimation method that models the quantile of output growth on the quantile of money supply shock, where restrictive (expansive) policies ar...
Alternative Titles
Full title
Modeling quantile dependence [electronic resource] : a new look at the money-output relationship / Nicholas C.S. Sim.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2009-34.
Title from title screen (viewed on Sept. 13, 2011)
Includes bibliographical references (p. 26-28)
System details note
Mode of access: Internet via World Wide Web. Address as at 13/09/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvKBBzmwpb
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKBBzmwpb
Other Identifiers
DDC
332.46
MMS ID
991007960019702626
