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Econometrics / Mathematical sciences / Statistical theory / Autoregressive conditional heteroskedasticity / Time series analysis / Phillips curve / Stochastic volatility / Loss function / Volatility / Statistics / Mathematical finance / Economics


Review of Economic Dynamics[removed]–302 www.elsevier.com/locate/red Drifts and volatilities: monetary policies and outcomes in the post WWII US Timothy Cogley a , Thomas J. Sargent b,c,∗
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Document Date: 2011-11-16 05:15:02

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City

Davis / New York / /

Company

Q. / Elsevier Inc. / /

Country

United States / /

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Event

Analyst Recommendation / /

Facility

To shed / New York University / /

IndustryTerm

simulation algorithm / bank / time-invariant systems / /

Organization

New York University / New York / Hoover Institution / Department of Economics / University of California / Davis / US Federal Reserve / Stanford / /

Person

Nelson / Thomas J. Sargent / Greenspan / Simon Potter / Kim / Timothy Cogley / /

Position

model of Cogley / model / ξt and vt / Rt / Fisher / Corresponding author / /

Product

iRiver H10 Portable Audio Device / /

ProvinceOrState

New York / California / /

PublishedMedium

Review of Economic Dynamics / /

Technology

simulation algorithm / Markov Chain Monte Carlo algorithm / simulation / /

URL

www.elsevier.com/locate/red / /

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