Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Year of publication: |
2018
|
---|---|
Authors: | Gupta, Rangan ; Ma, Jun ; Risse, Marian ; Wohar, Mark E. |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 57.2018, p. 317-337
|
Subject: | Common business cycles | Common stochastic volatility | Quantile-on-quantile regressions | Time-varying dynamic factor models | Schätzung | Estimation | Volatilität | Volatility | Konjunktur | Business cycle | Konjunkturzusammenhang | Business cycle synchronization | USA | United States | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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