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Macroeconomics and ARCH

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NBER2008-06-01 更新2025-01-04 收录
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Although ARCH-related models have proven quite popular in finance, they are less frequently used in macroeconomic applications. In part this may be because macroeconomists are usually more concerned about characterizing the conditional mean rather than the conditional variance of a time series. This

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2008-06-01
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