Stylized facts suggest that output volatility in OECD countries has declined in recent years. However, the causes and … structural breaks in the dynamics and the volatility of the real output process in Germany can be detected. We report evidence … that output volatility has declined in Germany. Yet, this decline in output volatility is not as clear-cut as it is in the …

combining data from multiple surveys, we create an integrated measure of volatility in available household resources, accounting …

velocity volatility at both business cycle and long run frequencies. With filtered velocity turning negative, starting during …

This paper presents insights on U.S. business cycle volatility since 1867 de- rived from diffusion indices. We employ a … volatility across World War I, which is reversed after World War II. While we can generate evidence of postwar moderation …

velocity volatility at both business cycle and long run frequencies. With filtered velocity turning negative, starting during …

certain modes of behavior due to learning by doing. This paper provides discrete-time adjustment processes for strategic games … beliefs supported by observed play in the recent past, in line with much of the literature on learning. These processes …

characterizing them in terms of volatility, co-movement and persistence. As a trend-cycle decomposition technique, the most …