Are Gold and Silver a Hedge against Inflation? A Two Century Perspective
作者： Georgios Bampinas , Theodore Panagiotidis
DOI:
关键词: Cointegration 、 Term (time) 、 Economics 、 Inflation 、 Monetary economics 、 Hedge (finance) 、 Consumer price index 、 Core (game theory) 、 Perspective (graphical)
摘要: … using annual data on consumer prices, gold prices and silver prices in the UK and US over … of the cointegrating vectors. We can write the time-varying Vector Error Correction model (TV-…
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