Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Rangan Gupta, Jun Ma, Marian Risse, Mark E. Wohar
| Year of publication: |
2018
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|---|---|
| Authors: | Gupta, Rangan ; Ma, Jun ; Risse, Marian ; Wohar, Mark E. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 57.2018, p. 317-337
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| Subject: | Common business cycles | Common stochastic volatility | Quantile-on-quantile regressions | Time-varying dynamic factor models | Volatilität | Volatility | Konjunktur | Business cycle | Konjunkturzusammenhang | Business cycle synchronization | USA | United States | Theorie | Theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2018.06.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127992