Fluctuations in global macro volatility
Year of publication: |
2019
|
---|---|
Authors: | Leiva-Leon, Danilo ; Ductor, Lorenzo |
Publisher: |
Madrid : Banco de España |
Subject: | output volatility | factor model | model uncertainty | Volatilität | Volatility | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Bruttoinlandsprodukt | Gross domestic product | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Modellierung | Scientific modelling | Welt | World | Schätztheorie | Estimation theory |
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