How beneficial was the great moderation after all?

DOI10.1016/J.JEDC.2014.06.010zbMath1402.91541OpenAlexW2137483800MaRDI QIDQ1994621

Roberto Pancrazi

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.06.010

zbMATH Keywords

asset pricingwelfaregreat moderationlong-run risk

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Welfare economics (91B15)

Cites Work

• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Rare Disasters and Asset Markets in the Twentieth Century*
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

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