Scandinavian Working Papers in Economics

UiS Working Papers in Economics and Finance,
University of Stavanger

No 2012/1: Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve

Loran Chollete () and Cathy Ning
Additional contact information
Loran Chollete: UiS, Postal: University of Stavanger, NO-4036 Stavanger, Norway
Cathy Ning: Ryerson University

Abstract: .

Keywords: Asymmetric Dependence; Copula; Extreme Event; Money Neutrality; Phillips Curve; Systemic Downturn

JEL-codes: C14; E20; E30; E40

38 pages, January 12, 2012

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uis_wps_2012_1_chollete_ng.pdf PDF-file

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