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~institution:"Federal Reserve Bank of Philadelphia"
~institution:"Federal Reserve Bank of St. Louis"
~person:"Guidolin, Massimo"
~subject:"Credit"
~subject:"Macroeconomics"
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14.452 Macroeconomic Theory II...
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Guidolin, Massimo
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Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo
;
Ono, Sadayuki
-
Federal Reserve Bank of St. Louis
-
2005
real
money
growth). Heteroskedasticity may be accounted for by making the covariance matrix a function of the regime. We …
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