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Time series analysis / Mathematical finance / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Variance / Vector autoregression / Unit root / Phillips curve / Statistics / Economics / Econometrics
Date: 2009-03-07 18:14:47
Time series analysis
Mathematical finance
Stochastic volatility
Volatility
Autoregressive conditional heteroskedasticity
Variance
Vector autoregression
Unit root
Phillips curve
Statistics
Economics
Econometrics

manuscript_AEJ_Macro_2008_R2.dvi

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