Level and Volatility Factors in Macroeconomic Data
收藏NBER2017-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23672
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资源简介：
The conventional wisdom in macroeconomic modeling is to attribute business cycle fluctuations to innovations in the level of the fundamentals. Though volatility shocks could be important too, their propagating mechanism is still not well understood partly because modeling the latent volatilities can
提供机构：
美国国家经济研究局
创建时间：
2017-08-01
