The Time Varying Volatility of Macroeconomic Fluctuations
收藏NBER2006-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w12022
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In this paper we investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in the postwar period. To this end, we propose the estimation of DSGE models allowing for time variation in the volatility of the structural innovations. We apply our estimation
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美国国家经济研究局创建时间：
2006-02-01
