Expectation-driven cycles: time-varying effects
Year of publication: |
2015
|
---|---|
Authors: | D'Agostino, Antonello ; Mendicino, Caterina |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | economic fluctuations | Stochastic Volatility | survey expectations | time varying vector autoregression |
Series: | ECB Working Paper ; 1776 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-1589-2 |
Other identifiers: | 82460119X [GVK] hdl:10419/154209 [Handle] RePEc:ecb:ecbwps:20151776 [RePEc] |
Classification: | C32 - Time-Series Models ; E24 - Employment; Unemployment; Wages ; E32 - Business Fluctuations; Cycles |
Source: |
-
Expectation-Driven Cycles: Time-varying Effects
D'Agostino, Antonello, (2014)
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Uncertainty and labor market fluctuations
Jo, Soojin, (2019)
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Macroeconomic forecasting and structural change
Gambetti, Luca, (2010)
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Expectation-driven cycles : time-varying effects
D'Agostino, Antonello, (2015)
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Financial Shocks and the Macroeconomy : Heterogeneity and Non-Linearities
Hubrich, Kirstin, (2013)
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Expectation-Driven Cycles : Time-Varying Effects
D'Agostino, Antonello, (2015)
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