Volatility transfers between cycles : a theory of why the "Great Moderation" was more mirage than moderation
Year of publication: |
2014
|
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Authors: | Crowley, Patrick M. ; Hughes Hallett, Andrew |
Publisher: |
Helsinki : Bank of Finland |
Subject: | Neoklassische Synthese | Neoclassical synthesis | Konjunktur | Business cycle | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Fourier-Analyse | Fourier analysis | Dekompositionsverfahren | Decomposition method | USA | United States | 1950-2010 |
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