Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
Year of publication: |
2010-04
|
---|---|
Authors: | Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan F ; Guerrón-Quintana, Pablo |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
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: |
-
Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE
P, Luis Alejandro Lee, (2010)
-
Fiscal Volatility Shocks and Economic Activity
Fernández-Villaverde, Jesús, (2011)
-
Fiscal Volatility Shocks and Economic Activity
Fernandez-Villaverde, Jesus, (2011)
- More ...
-
Estimating Dynamic Equilibrium Models with Stochastic Volatility
Fernandez-Villaverde, Jesus, (2012)
-
Fernandez-Villaverde, Jesus, (2010)
-
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
Fernandez-Villaverde, Jesus, (2010)
- More ...