Measuring uncertainty : a streamlined application for the Ecuadorian economy
Guillermo Avellán, Manuel González-Astudillo, Juan José Salcedo Cruz
| Year of publication: |
2022
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| Authors: | Avellán, Guillermo ; González-Astudillo, Manuel ; Salcedo Cruz, Juan José |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 4, p. 1517-1542
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| Subject: | Density filter | Macroeconomic uncertainty | State-space model | Stochastic volatility | Volatilität | Volatility | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Ecuador | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02069-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013197237