The regime-switching volatility of Euro Area business cycles
Stéphane Lhuissier
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Lhuissier, Stéphane |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 2, p. 426-469
|
| Subject: | Business Cycles | DSGE | Euro Area | Heteroskedasticity | Markov Switching | Eurozone | Euro area | Konjunktur | Business cycle | EU-Staaten | EU countries | Markov-Kette | Markov chain | Volatilität | Volatility | Konjunkturzusammenhang | Business cycle synchronization | Dynamisches Gleichgewicht | Dynamic equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100516000274 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011915977