Modeling tails of aggregate economic processes in a stochastic growth model
Year of publication: |
2014
|
---|---|
Authors: | Auray, Stéphane ; Eyquem, Aurélien ; Jouneau-Sion, Frédéric |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 76.2014, C, p. 76-94
|
Publisher: |
Elsevier |
Subject: | Economic growth | Unified growth theory | Heteroskedasticity | Fat tails |
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