Scandinavian Working Papers in Economics

UiS Working Papers in Economics and Finance,
University of Stavanger

No 2009/31: The Dependence Structure of Macroeconomic Variables in the US

Loran Chollete (loran.chollete@nhh.no) and Cathy Ning
Additional contact information
Loran Chollete: University of Stavanger, Postal: University of Stavanger, NO-4036 Stavanger, Norway
Cathy Ning: Ryerson University

Abstract: .

Keywords: Asymmetric dependence; copula; correlation complexity; extreme event; economic policy; money neutrality; systemic downturn

JEL-codes: C14; E20; E30; E40

38 pages, September 14, 2009

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uis_wps_2009_31_chollete_ning.pdf PDF-file

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