THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th

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Date: 2007-09-16 21:14:06 Mathematical finance Economics Applied mathematics Academia Dynamic stochastic general equilibrium Volatility Autoregressive conditional heteroskedasticity Stochastic volatility		THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th Add to Reading List Source URL: faculty.wcas.northwestern.edu Download Document from Source Website File Size: 680,27 KB Share Document on Facebook