Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10003991913
Persistent link: https://www.econbiz.de/10011377241
Persistent link: https://www.econbiz.de/10003164096
Persistent link: https://www.econbiz.de/10002646868
Persistent link: https://www.econbiz.de/10003847004
Persistent link: https://www.econbiz.de/10003927745
We propose an extended time-varying parameter Vector Autoregression that allows for an evolving relationship between the variances of the shocks. Using this model, we show that the relationship between the conditional variance of GDP growth and the long-term interest rate has become weaker over...
Persistent link: https://www.econbiz.de/10011554403
Persistent link: https://www.econbiz.de/10012607093
Persistent link: https://www.econbiz.de/10011903387
Persistent link: https://www.econbiz.de/10012121850