Lead-lag relations between money and real magnitudes in the fluctuation of GDP : a multivariate spectral analysis for Greece
Part of : Σπουδαί : journal of economics and business ; Vol.45, No.3-4, 1995, pages 103-124
Issue:
Pages:
103-124
Author:
Abstract:
The paper describes a method of determining the characteristics of economic fluctuations, which is applied to the real and money magnitudes for Greece. The results of univariate and multivariate spectral estimation confirm established business cycle stylized facts for Greece.
Subject (LC):
Notes:
Περιέχει παράρτημα πινάκων-διαγραμμάτων και βιβλιογραφία, The author would like to thank Pr. Dr. Hilliger and U. Woitek for the general assistant with the paper and an unknown referee for his helpful comments.
