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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Agénor, Pierre-Richard"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Volatility
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Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Burgess, Simon M.
9
Lettau, Martin
6
Rose, Andrew
6
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5
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5
Ploeg, Frederick van der
5
Razin, Asaf
5
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5
Sarno, Lucio
5
Tong, Hui
5
Wolff, Christiaan Cornelis Petrus
5
Burda, Michael C.
4
Farmer, Roger E. A.
4
Kilian, Lutz
4
Kollmann, Robert
4
Kramarz, Francis
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Lehnert, Thorsten
4
Moen, Espen R.
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Uppal, Raman
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3
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3
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3
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3
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3
Della Corte, Pasquale
3
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3
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3
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Discussion paper / Centre for Economic Policy Research
Working paper / National Bureau of Economic Research, Inc.
35
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12
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ECONIS (ZBW)
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1
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
2
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
3
Common drifting
volatility
in lalrge Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009526729
Saved in:
4
Estimating dynamic equilibrium models with stochastic
volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009655189
Saved in:
5
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009310124
Saved in:
6
Fortune or virtue : time-variant volatilities versus parameter drifting in US data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003976644
Saved in:
7
Risk matters : the real effects of
volatility
shocks
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2009
Persistent link: https://www.econbiz.de/10003835981
Saved in:
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