Kim, Chang-jin (contributor); Nelson, Charles R. (contributor) - 2003 - [Elektronische Ressource].rev
strategy, we search for a volatility reduction within the
post-war sample for the growth rates of U.S. aggregate and … this
volatility reduction is concentrated in the cyclical component of real GDP. The growth rates of
many of the broad … production sectors of real GDP display similar reductions in volatility,
suggesting the aggregate volatility reduction does not …