Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (Q4555120)
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scientific article; zbMATH DE number 6981236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies |
scientific article; zbMATH DE number 6981236 |
Statements
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (English)
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19 November 2018
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lead-lag structure
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symmetric thermal optimal path
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statistical test
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housing market
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monetary policy
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stochastic time series
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