The time-varying effects of permanent and transistory shocks to real output
John W. Keating; Victor J. Valcarcel
| Year of publication: |
2015
|
|---|---|
| Authors: | Keating, John William ; Valcarcel, Victor J. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 3, p. 477-507
|
| Subject: | The Great Moderation | The Postwar Moderation | Stochastic Volatility | Permanent–Transitory Decompositions | Markov Chain Monte Carlo | Structural Vector Autoregression | VAR-Modell | VAR model | Schock | Shock | Volatilität | Volatility | Markov-Kette | Markov chain | Bruttoinlandsprodukt | Gross domestic product | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Bayes-Statistik | Bayesian inference | Dekompositionsverfahren | Decomposition method | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011308634