LÉVY-STABLE PRODUCTIVITY SHOCKS

DOI10.1017/S1365100508070223zbMath1136.91559MaRDI QIDQ3506465

Edoardo Gaffeo

Publication date: 13 June 2008

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

business cyclesTFPLévy-stable distributions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Asymmetric Cycles
• Simple consistent estimators of stable distribution parameters
• Growth Accounting with Intermediate Inputs
• Numerical calculation of stable densities and distribution functions
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
• Micro Shocks and Aggregate Risk
• Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
• The Pareto-Levy Law and the Distribution of Income

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