Vol.2023
Conference information
Host: The Society of Socio-Informatics
A Test for Leadingness of Money Stock in Business Cycles
By Using Complex Hilbert Principle Component Analysis
Pages 250-253
Details
Host: The Society of Socio-Informatics
Pages 250-253
This paper tests for leadingness of Money Stock(M2) in Japanese Business Cycles. This paper tests for leadingness of Money Stock(M2) by using Complex Hilbert Principle Component Analysis.
