The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation
Year of publication: |
2004
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Authors: | Korenok, Oleg ; Radchenko, Stanislav |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | Konjunktur | Volatilität | Schock | Dekompositionsverfahren | Vereinigte Staaten | volatility decline | great moderation | transitory shocks | asymmetry | factor models |
Series: | Working Paper ; 2004-13 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 389553891 [GVK] hdl:10419/23192 [Handle] RePEc:rut:rutres:200413 [RePEc] |
Classification: | C5 - Econometric Modeling ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation.
Korenok, Oleg, (2004)
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The role of permanent and transitory components in business cycle volatility moderation
Radchenko, Stan, (2004)
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