The level effect and volatility effect of uncertainty shocks in China
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Shangfeng ; Liu, Yaoxin ; Chen, Haitong ; Zhu, Chun ; Chen, Congcong ; Hu, Chenpei ; Xu, Longbin ; Yang, Yinan |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 34.2021, 1,1, p. 172-193
|
Subject: | uncertainty shocks | Dynamic Stochastic General Dynamic Equilibrium (D.S.G.E) model | time- varying volatility | perturbation method | stagflation effect | ARCH-Modell | ARCH model | Volatilität | Volatility | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Risiko | Risk | China | Theorie | Theory | Konjunktur | Business cycle | Stochastischer Prozess | Stochastic process |
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