Testing for volatility changes in US macroeconomic time series
Year of publication: |
2004
|
---|---|
Authors: | Sensier, Marianne ; Dijk, Dick van |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 86.2004, 3, p. 833-839
|
Subject: | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Business cycle | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | USA | United States | 1959-1999 |
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