The time-varying effects of permanent and transistory shocks to real output
Year of publication: |
2015
|
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Authors: | Keating, John William ; Valcarcel, Victor J. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 3, p. 477-507
|
Subject: | The Great Moderation | The Postwar Moderation | Stochastic Volatility | Permanent–Transitory Decompositions | Markov Chain Monte Carlo | Structural Vector Autoregression | Schock | Shock | VAR-Modell | VAR model | Volatilität | Volatility | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Business cycle | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Theorie | Theory | Geldpolitik | Monetary policy | Stochastischer Prozess | Stochastic process | Dekompositionsverfahren | Decomposition method |
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