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Search: subject:"the Great Moderation"
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The Great Moderation
13
the Great Moderation
13
Volatility
10
Volatilität
8
Business cycle
7
Konjunktur
7
IGARCH effect
5
Markov Chain Monte Carlo
5
Stochastic volatility
5
Bruttoinlandsprodukt
4
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4
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4
real GDP growth
4
structural changes
4
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3
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3
Geldpolitik
3
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3
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3
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3
Structural vector autoregressions
3
The great moderation
3
Theorie
3
Theory
3
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3
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3
Wirtschaftswachstum
3
outlier
3
real GDP growth and volatility
3
stochastic volatility
3
American Economic History
2
Asset Prices and the Business Cycle
2
Bayes-Statistik
2
Bayesian inference
2
Capital Markets Uncertainty
2
Consolidation
2
Constitutional Law
2
Cross-country interactions
2
Estimation
2
Foreign direct investment
2
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Free
17
Undetermined
8
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Book / Working Paper
18
Article
14
Other
2
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Article in journal
7
Aufsatz in Zeitschrift
7
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2
Arbeitspapier
1
Graue Literatur
1
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1
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English
17
Undetermined
17
Author
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Valcarcel, Victor J.
8
Fang, WenShwo
7
Miller, Stephen M.
7
Lee, ChunShen
4
Keating, John W.
3
Ćorić, Bruno
3
Albers, Andrew L.
2
Albers, Scott
2
Keating, John William
2
Kundu, Shohini
2
Perron, Pierre
2
Pugh, Geoff
2
Trypsteen, Steven
2
Vats, Nishant
2
Aguiar, Luís Francisco
1
Antonio, Mele
1
Cheng, Shu-Ching
1
Davis, Steven
1
Erdemlioglu, Deniz M
1
Faberman, R Jason
1
Fabio, Fornari
1
Fang, WenShow
1
Fornari, Fabio
1
Haltiwanger, John
1
Hsu, Alex
1
Jarmin, Ron
1
Keating, John
1
Mele, Antonio
1
Miranda, Javier
1
Muštra, Vinko
1
Palomino, Francisco
1
Qian, Liang
1
Soares, Maria Joana
1
Tseng, Jen-Ching
1
Valcarcel, Victor
1
Wohar, Mark E.
1
Xiao, Wei
1
Yamamoto, Yohei
1
Zhou, Jing
1
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Department of Economics, University of Connecticut
3
Department of Economics, University of Kansas
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics
2
Department of Economics, University of Nevada-Las Vegas
2
Census Bureau, Department of Commerce
1
Department of Economics, Boston University
1
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
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MPRA Paper
3
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
3
Working papers / Department of Economics, University of Connecticut
3
Discussion Papers / Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics
2
Journal of Economics and Business
2
Working Papers / Department of Economics, University of Nevada-Las Vegas
2
Boston University - Department of Economics - Working Papers Series
1
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1
Economics Letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Review of Economics & Finance
1
International journal of sustainable economy
1
International review of economics & finance : IREF
1
Journal of Economics and Management
1
Journal of Financial Management, Markets and Institutions
1
Journal of International Money and Finance
1
Journal of financial management, markets and institutions
1
Journal of macroeconomics
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
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RePEc
23
ECONIS (ZBW)
8
BASE
2
EconStor
1
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1
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34
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date (oldest first)
1
Banking networks and economic growth: from idiosyncratic shocks to aggregate fluctuations
Kundu, Shohini
;
Vats, Nishant
-
2021
associated with a 0.05-0.26 pp increase in economic growth. Lastly, this can potentially explain
the
Great
Moderation
. …
Persistent link: https://www.econbiz.de/10012694566
Saved in:
2
Banking networks and economic growth: From idiosyncratic shocks to aggregate fluctuations
Kundu, Shohini
;
Vats, Nishant
-
2021
associated with a 0.05-0.26 pp increase in economic growth. Lastly, this can potentially explain
the
Great
Moderation
. …
Persistent link: https://www.econbiz.de/10013396518
Saved in:
3
Gone with the vol : a decline in asset return predictability during
the
great
moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
4
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:
5
Cross-Country Interactions,
the
Great
Moderation
and the Role of Output Volatility in Growth
Trypsteen, Steven
-
Centre for Finance, Credit and Macroeconomics (CFCM), …
-
2014
This paper investigates the effect of output volatility and
the
great
moderation
on growth in a model that … that volatility affects growth positively, that there is a great moderation in five of the G7 countries and that
the
great
…
moderation
has a negative effect on growth in all G7 countries. A simulation exercise shows that cross-country interactions are …
Persistent link: https://www.econbiz.de/10010944702
Saved in:
6
Cross-Country Interactions,
the
Great
Moderation
and the Role of Output Volatility in Growth
Trypsteen, Steven
-
Centre for Finance, Credit and Macroeconomics (CFCM), …
-
2014
This paper investigates the effect of output volatility and
the
great
moderation
on growth in a model that … that volatility affects growth positively, that there is a great moderation in five of the G7 countries and that
the
great
…
moderation
has a negative effect on growth in all G7 countries. A simulation exercise shows that cross-country interactions are …
Persistent link: https://www.econbiz.de/10010944703
Saved in:
7
Financial Volatility and Economic Activity
Fabio, Fornari
;
Antonio, Mele
- In:
Journal of Financial Management, Markets and Institutions
(
2013
)
2
,
pp. 155-198
-war economic activity in the United States, and that during
the
Great
Moderation
, aggregate stock market volatility explains, alone …
Persistent link: https://www.econbiz.de/10010747367
Saved in:
8
Financial volatility and economic activity
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of financial management, markets and institutions
1
(
2013
)
2
,
pp. 155-196
Persistent link: https://www.econbiz.de/10011949592
Saved in:
9
On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave
Albers, Scott
;
Albers, Andrew L.
-
Volkswirtschaftliche Fakultät, …
-
2012
In Part One of this paper we use the harmonic analogy of a musical octave to analyze mathematic ratios of U.S. real GNP. These ratios are generated by bringing together figures for U.S. real GNP over intervals of time – “spreads of years” – as numerator and denominator in a single...
Persistent link: https://www.econbiz.de/10011260269
Saved in:
10
Greater Moderations
Keating, John W.
;
Valcarcel, Victor J.
-
Department of Economics, University of Kansas
-
2012
volatility of output growth and inflation, starting in the mid 1980s, consistent with
the
“
Great
Moderation
” noted by many others …
Persistent link: https://www.econbiz.de/10009650956
Saved in:
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