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isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Rubio-Ramírez, Juan Francisco"
~subject:"USA"
~subject:"Volatility"
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Rubio-Ramírez, Juan Francisco
Aït-Sahalia, Yacine
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
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2012
Persistent link: https://www.econbiz.de/10009632872
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2
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
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2011
Persistent link: https://www.econbiz.de/10009298496
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3
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
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2010
Persistent link: https://www.econbiz.de/10008780325
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4
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
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2010
Persistent link: https://www.econbiz.de/10003966448
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