Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
Year of publication: |
2010-04
|
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Authors: | Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan F ; GuerrĂ³n-Quintana, Pablo |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | EFG Number 15928 |
Classification: | C11 - Bayesian Analysis ; E10 - General Aggregative Models. General ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
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