Autocorrelation Function Analysis

Autocorrelation Functions of Moving and Stationary Block Bootstrap

We show the autocorrelation functions for all variables and four different block lengths (1, 5, 10 and 15) for the stationary and moving block bootstrap methods.

Real GDP of the US (D4LGDPRW)

PCE core inflation (D4LCPIRW)

Effective Federal Funds Rate (RS_RW)

Domestic real GDP (D4L_GDP)

Total domestic inflation (D4L_CPI)

Domestic core inflation (D4L_CPIXFE)

Exchange rate (GTQ/USD) (D4L_S)

Monetary base (D4L_MB)

Monetary policy rate (RS)