mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …

volatility comparable to the Great Moderation of the 1980s-2000s. This moderation occurred despite a lack of central banks, low …

This paper empirically examines the impact of oil price levels and volatility on key macroeconomic indicators of … Indonesia. In particular, two measures of volatility – historical volatility and realized volatility – are utilized and compared … for their different macroeconomic impacts. The relationships between oil price levels, the two volatility measurements …

equilibrium theory of unemployment. The proposed quantitative model with ex-ante worker skill heterogeneity and two technology …

volatility of output, a feature of the data that is not explained by standard theory. The goal of this chapter is not only to … model is also able to recreate endogenously the high level of volatility in government expenditure observed in the data. The … model can explain up to 29% of the variation in the relative volatility of consumption across countries.Chapter two focuses …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

, which includes secular changes in the economic structure and a substantial reduction of output volatility. We find two … robust structural breaks in volatility at the end of WWII and in the mid-eighties, showing that the GM still holds in the … longer perspective. Furthermore, we show that GM volatility reduction is only linked to expansion features. We also date the …