Modeling time-variation over the business cycle (1960--2017): an international perspective
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Publication:2691788
DOI10.1515/snde-2017-0101OpenAlexW3121968174MaRDI QIDQ2691788
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2017-0101
stochastic volatilitytime-varying parametersglobalizationinternational business cyclesgreat moderation
Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)
Uses Software
Cites Work
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