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~person:"Fuentes-Albero, Cristina"
~person:"Pancrazi, Roberto"
~person:"Yamamoto, Yohei"
~subject:"Time series analysis"
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Fuentes-Albero, Cristina
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The
great
moderation
: updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
2
The heterogeneous
Great
Moderation
Pancrazi, Roberto
- In:
European economic review : EER
74
(
2015
),
pp. 207-228
Persistent link: https://www.econbiz.de/10011522633
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