Open AccessTesting the Stickiness of Macroeconomic Indicators and Disaggregated Prices in Japan: A FAVAR Approach
Author(s) -
Tao Gu
Publication year - 2014
Publication title -
international journal of economics and finance
Language(s) - English
Resource type - Journals
eISSN - 1916-9728
pISSN - 1916-971X
DOI - 10.5539/ijef.v6n7p85
Subject(s) - economics , autoregressive model , volatility (finance) , inflation (cosmology) , econometrics , monetary economics , vector autoregression , monetary policy , aggregate (composite) , macroeconomics , composite material , physics , materials science , theoretical physics
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