The role of permanent and transitory components in business cycle volatility moderation
Year of publication: |
2006
|
---|---|
Authors: | Korenok, Oleg ; Radchenko, Stanislav |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 31.2006, 1, p. 217-241
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Volatility decline | Great moderation | Transitory shocks | Asymmetry | Factor models |
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