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Great Moderation
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Dynamic factor models
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EMU
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firm level volatility
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multifactor residual model
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number of factors
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structural breaks
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Breitung, Jörg
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Deutsche Bundesbank
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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C.E.P.R. Discussion Papers
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CESifo
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Department of Economics, University of Connecticut
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de Nederlandsche Bank
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Discussion Paper Series 1: Economic Studies
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Testing for structural breaks in dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
-
Deutsche Bundesbank
-
2009
described in Altissimo et al. (2007). We find evidence that the beginning of the so-called Great
Moderation
in the US as well as …
Persistent link: https://www.econbiz.de/10005083187
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2
Great
moderation
at the firm level? Unconditional versus conditional output volatility
Buch, Claudia M.
;
Döpke, Jörg
;
Stahn, Kerstin
-
Deutsche Bundesbank
-
2008
Moderation
? can be found in firm level data as well remains disputed. We study the evolution of firm level output volatility …
Persistent link: https://www.econbiz.de/10005083243
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