Long-run risk and hidden growth persistence
type: Item
instance of: scholarly article
title: Long-run risk and hidden growth persistence
zbMATH Open document ID: 1402.91383
author: Michal Pakoš
publication date: 2018-11-01T00:00:00Z
full work available at URL: MPRA paper 47217.pdf
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6970219
zbMATH Keywords: long-run risk
zbMATH Keywords: learning
zbMATH Keywords: hidden persistence
zbMATH Keywords: forecast error variance
zbMATH Keywords: endogenous economic uncertainty
zbMATH Keywords: peso problem
zbMATH Keywords: timing premium
MaRDI profile type: Publication
OpenAlex ID: W2238533398
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DOI: 10.1016/J.JEDC.2013.04.005
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970219