The role of sectoral shifts in the great moderation
Year of publication: |
2008
|
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Authors: | Burren, Daniel |
Publisher: |
Bern : University of Bern, Department of Economics |
Subject: | Industrieller Strukturwandel | Sozialprodukt | Volatilität | Stochastischer Prozess | ARCH-Modell | Bayes-Statistik | Schätzung | USA | Great Moderation | Sectoral Shifts | Stochastic Volatility | Wishart Autoregressive Process | Particle Filter | ARCH-GARCH | Bayesian Estimation |
Series: | Discussion Papers ; 08-01 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 617153299 [GVK] hdl:10419/76744 [Handle] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
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The Role of Sectoral Shifts in the Great Moderation
Burren, Daniel, (2008)
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The role of sectoral shifts in the great moderation
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