Date: 2007-09-16 21:14:06Mathematical 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 thAdd to Reading ListSource URL: faculty.wcas.northwestern.eduDownload Document from Source Website File Size: 680,27 KBShare Document on Facebook
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