Risk Matters: The Real Effects of Volatility Shocks
Year of publication: |
2009-04-03
|
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Authors: | Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo ; Rubio-Ramírez, Juan F. ; Uribe, Martin |
Institutions: | Department of Economics, University of Pennsylvania |
Subject: | Small Open Economy | DSGE Models | Stochastic Volatility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 56 pages |
Classification: | C32 - Time-Series Models ; C63 - Computational Techniques ; F32 - Current Account Adjustment; Short-Term Capital Movements ; F41 - Open Economy Macroeconomics |
Source: |
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Risk Matters: The Real Effects of Volatility Shocks
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Risk Matters: The Real Effects of Volatility Shocks
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