The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Pierre Perron, Yohei Yamamoto
| Year of publication: |
2022
|
|---|---|
| Authors: | Perron, Pierre ; Yamamoto, Yohei |
| Subject: | The great moderation | The great recession | Multiple structural changes | Joint tests | Structural change | Trend-cycle decomposition | Strukturbruch | Structural break | Strukturwandel | Konjunktur | Business cycle | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistischer Test | Statistical test |
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