This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in … evidence does not actually attempt to measure the volatility of prices of individual goods or commodities. The literature tends … to focus on trends in the evolution and volatility of ratios of price indexes composed of multiple commodities and …

financial volatility. Uncertainty shocks hitting in recessions are found to trigger a more abrupt drop and a faster recovery in …

This paper applies volatility measures and VAR spectral analytic techniques to give a thorough description of the ….The central findings are summarized with regard to (i) national product share, contribution-to-variance and volatility …

According to empirical studies, the life cycle of labor supply volatility exhibits a U-shaped pattern. This may lead to … the conclusion that demographic change induces a drop in output volatility. We present an overlapping generations model … that replicates the empirically observed pattern and study the impact of demographic transition on output volatility. We …

firms can observe each other's decisions, they are able to increase the accuracy of their actions. While reducing volatility … at the individual level, social learning may lead to an increase in volatility at the aggregate level depending on the … network topology. Moreover, if the network is very asymmetric, aggregate volatility does not decay as predicted by the law of …

According to empirical studies, the life cycle of labor supply volatility exhibits a U-shaped pattern. This may lead to … the conclusion that demographic change induces a drop in output volatility. We present an overlapping generations model … that replicates the empirically observed pattern and study the impact of demographic transition on output volatility. We …