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Stochastic volatility and DSGE models - MaRDI portal

Stochastic volatility and DSGE models (Q991328)

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scientific article; zbMATH DE number 5780012
Language Label Description Also known as
English
Stochastic volatility and DSGE models
scientific article; zbMATH DE number 5780012

    Statements

    Stochastic volatility and DSGE models (English)
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    7 September 2010
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    great moderation
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    productivity shocks
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    time-varying coefficients
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    Identifiers