The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Pierre Perron, Yohei Yamamoto
| Year of publication: |
2022
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|---|---|
| Authors: | Perron, Pierre ; Yamamoto, Yohei |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 3, p. 1193-1218
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| Subject: | The great moderation | The great recession | Multiple structural changes | Joint tests | Structural change | Trend-cycle decomposition | Strukturbruch | Structural break | Strukturwandel | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Konjunktur | Business cycle | Theorie | Theory | Geldpolitik | Monetary policy |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02047-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819527