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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Blundell, Richard W."
~person:"Rubio-Ramírez, Juan Francisco"
~subject:"Dynamic equilibrium"
~subject:"USA"
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Search: subject_exact:"Volatility"
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Dynamic equilibrium
USA
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Blundell, Richard W.
Rubio-Ramírez, Juan Francisco
Andersen, Torben
6
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Aït-Sahalia, Yacine
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Journal of econometrics
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ECONIS (ZBW)
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1
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
Saved in:
2
House price volatility and the housing ladder
Banks, James
;
Blundell, Richard W.
;
Oldfield, Zoe͏̈
; …
-
2015
Persistent link: https://www.econbiz.de/10011297477
Saved in:
3
Housing price volatility and downsizing in later life
Banks, James
;
Blundell, Richard W.
;
Oldfield, Zoe͏̈
; …
-
2007
Persistent link: https://www.econbiz.de/10003574497
Saved in:
4
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
5
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
6
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003966448
Saved in:
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